Hello,
From the TWS documentation:
The other historical data limitations listed are general limitations for all trading platforms:
Bars whose size is 30 seconds or less?older than six months
However, I tried to source
1 min bars historically backwards from today,
and got only up to August 9th (~4 months) on EUR.CAD and EUR.AUD then faced the issue below;
why?
Note I am able to source? beyond that date on other contracts like EUR.NZD with the same code.
Thanks!
reqHistoricalData(request.reqId, contract, end, '1 D', '1 min', 'BID', 1, 2, False, [])
?
request_historical_bars EUR CAD 20220809 22:23:00 UTC
request_historical_bars EUR AUD 20220809 22:23:00 UTC
...
ERROR 7 162 Historical Market Data Service error message:HMDS query returned no data: EUR.CAD@IDEALPRO Bid
Error. Id: 7 Code: 162 Msg: Historical Market Data Service error message:HMDS query returned no data: EUR.CAD@IDEALPRO Bid
ERROR 8 162 Historical Market Data Service error message:HMDS query returned no data: EUR.AUD@IDEALPRO Bid
Error. Id: 8 Code: 162 Msg: Historical Market Data Service error message:HMDS query returned no data: EUR.AUD@IDEALPRO Bid
