As a matter of practice I never make requests with "home made" contracts, but rather use contract objects received from reqContractDetails() queries. That way you don't have to keep track of which fields each requests really wants and when additional fields are added over time.
With one of those contracts, I just grabbed data for QQQ from 20++ years ago:
- With an initial end date of 2005-02-01, my downloader grabbed 1 week periods of 1min data (RTHonly=false)
- Each 1-week chunk took between 6 and 30 seconds (average 15 seconds)
- The process stopped with an error 162 "HMDS query returned no data" once the downloader tried to grab data from before 2004-12-01 at 07:00 US/Central
For completeness, below the non-null/initialized fields of the contract.
闯ü谤驳别苍
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{
? "m_conid" : 320227571,
? "m_symbol" : "QQQ",
? "m_secType" : "STK",
? "m_exchange" : "SMART",
? "m_primaryExch" : "NASDAQ",
? "m_currency" : "USD",
? "m_localSymbol" : "QQQ",
? "m_tradingClass" : "NMS",
? "m_includeExpired" : false
}
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On Tue, Feb 4, 2025 at 07:50 AM, David Armour wrote:
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.
