Recently I have been trying to backtest a new strategy using 1 minute bars. I was able to get 10 years worth of 1 minute data for SPY, IWM and DIA but not for QQQ. The longest I can get for QQQ is ~6 years.
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For older dates the reqHistoricalData() call comes back with a strange error :? "Unrecognised Contract".
Does anyone know why this is?
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Note I tried, SMART, ISLAND, NASDAQ as the exchanges and all came back with the same issue.
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Wondering if it is a temporary glitch or a genuine problem and I will not be able to get data that far back for QQQ.
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Any input would be helpful.