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Re: QQQ 1 Minute Data >6years?


 

As I said before, I can get "1 min" data down to 2004-12-01 and "1 day" data down to the funds inception date on "1999-03-10".

When I use your parameters (duration 1 day, bar 1 min, rthonly true), the download stops with a "no data" error after the data for Monday 2018-06-04 has been received completely.
Restarting with an end date of "20180604 00:00:00 US/Eastern" immediately fails with a "no data" error.

Restarting with an end date of "20180603 00:00:00 US/Eastern" works fine and data keeps on coming properly for every day from Friday 2018-06-01 and below.

So it looks like I can get all 1min data, just have to restart after 2018-06-04.

闯ü谤驳别苍

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On Wed, Feb 5, 2025 at 01:04 AM, David Armour wrote:

I tried IBGateway (latest) and I did not get the Unknown Contract error but it would not load any data before 5th June 2018.
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I completely deleted my TWS and re-installed it, taking care to switch off download layout from server so I had a fresh install. Same situation i.e. no Unknown Contract error, but also no data loading before 5th June 2018. The charts also have the same "break" and missing data before 5th June 2018.
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My reqHistoricalData() is loading 1 day on 1 minute bars. Asking for TRADES and RTH = true and keepUpToDate = FALSE. These parameters work on SPY, DIA and IWM with no problems.
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@Jurgen, what parameters are you using for your reqHistoricalData() call?? Also, do you have any trouble with the QQQ chart before June '18?
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The only other difference I can see is the Windows vs Linux. I can try to run from my Linux environment and see what happens.

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