Hi,
I use a simple but robust trick, which will get as many ticks as you like.
start with one call and then at reqHistoricalDataEnd - change time and ask again.
(Snippit - not complete)
self.reqHistoricalData(self.hisID, self.contract, xDay, "1800 S", "1 secs", BID_TYPE, 0, 1, False, [])
This is the trick: at end data you post another one, changing the times you want
def historicalDataEnd(self, reqId: int, start: str, end: str):
self.historicDate += datetime.timedelta(minutes=30)
xDay = self.historicDate.strftime("%Y%m%d %H:%M:%S")
self.hisID += 1
self.reqHistoricalData(self.hisID, self.contract, xDay, "1800 S", "1 secs", BID_TYPE, 0, 1, False, [])
self.lastxDay=xDay
