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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 ? On Wed, Feb 5, 2025 at 01:04 AM, David Armour wrote:
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Re: QQQ 1 Minute Data >6years?
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. |
Re: QQQ 1 Minute Data >6years?
I am running TWS and IBGW Build 10.30.1t, Jan 7, 2025 3:54:41 PM on Linux. Results are identical. Since you got an error on 2018-06-05, I ran a couple downloads (one with TWS and one with IBGW) starting at 2019-02-01 going backwards 1 month at a time. Both went through 2018-06-05 without a problem and I stopped them when they were well into 2017. But there was missing data around early June 2018. 闯ü谤驳别苍 ?
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On Tue, Feb 4, 2025 at 08:23 PM, David Armour wrote:
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Re: QQQ 1 Minute Data >6years?
Some more comments came in while I was writing that:
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Dale
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It is not a matter of waiting unfortunately. TWS immediately triggers the error "Unknown Contract" when I submit the reqHistoricalData().
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J G
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I will have a look at that ConId, but it seems Jurgen was able to get data with the newer ConId if we refer to his post.
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In my view, if Jurgen can get data and I cannot because my TWS throws errors, then something is weird and more likely IBKR related. I suspect different versions of TWS being used. I am going to try IBGateway now and will report the findings. |
Re: QQQ 1 Minute Data >6years?
First, thanks for all your suggestions. Let me answer those suggestions:
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Orionn:
Have you tried "SMART/NASDAQ" or "SMART/ISLAND" in the exchange field ??
Are you setting only the security type, exchange, symbol and currency fields ??
Are you setting the symbol or local symbol field ?
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Yes, both NASDAQ and ISLAND, switching on and off compatible mode. It did not work.
Normally I use reqContractDetails() to get the contract like Jurgen suggested but I was running out of ideas so started setting the contract manually in case the ConID had changed at some point. Nothing worked.
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Are you able to open a 1 minute chart of QQQ in TWS going back to more than 6 years from now ?
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This is where it gets weird. I tried to open a 1 minute chart and the data stops at 5th June 2018. However, there was data showing before it at what ever date/time I moved the chart back to. If you moved the mouse over the break it jumps from the start date to 5th June 2018. I am adding a pic so you can see what I mean. See on bottom left of screenshot the date is 4th Jan 2010 as that is what I set the chart date at. You can see the break and the next date being 5th June (it is actually 2018, take my word for it).
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I stepped the 1 minute chart backwards from around that time in June and sure enough, the chart threw the error UNKNOWN CONTRACT. See below (look at the top left for the error).
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Jurgen
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As mentioned above, I usually use the contract returned by reqContractDetails(). The manual attempt was frustration and the last resort of a 'drowning man'!
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I have tried Demo Account and Live Account and both are the same. I have yet to try the IBGateway. @Jurgen, were you using your code connected to TWS or IBGateway?
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Is there some reason my version of TWS would be acting this way? As far as I know the data is not stored locally on the PC so not sure why it might impact.
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Could someone else try to get a 1 minute chart of QQQ at this timeframe and see if they get this error?
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My TWS version is:
Build 10.33.1f, Jan 27, 2025 3:58:40 PM Jolt Build 1.18.12, Sep 5, 2024 06:57:46 PM
Nia Build 2.25.8, Jan 3, 2025 05:52:02 PM
ModelNav Build 1.13.2, Jan 24, 2022 04:59:21 PM
Riskfeed Build 2.46.0, Dec 3, 2024 05:33:36 PM ?
Java Version: 1.8.0_202,
OS: Windows 10 (amd64, 10.0),
Memory: heap max 4096Mb, current 294Mb?
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Re: QQQ 1 Minute Data >6years?
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:
For completeness, below the non-null/initialized fields of the contract. 闯ü谤驳别苍
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On Tue, Feb 4, 2025 at 07:50 AM, David Armour wrote:
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Re: QQQ 1 Minute Data >6years?
How long does your app wait for the response? When I go for futures data 4 or 5 years ago, it's a long wait before it starts sending data. On Tue, Feb 4, 2025 at 12:16?PM Orionn via <paulopersonal=[email protected]> wrote: Have you tried "SMART/NASDAQ" or "SMART/ISLAND" in the exchange field ? |
Re: QQQ 1 Minute Data >6years?
Have you tried "SMART/NASDAQ" or "SMART/ISLAND" in the exchange field ?
Are you setting only the security type, exchange, symbol and currency fields ? Are you setting the symbol or local symbol field ? Are you able to open a 1 minute chart of QQQ in TWS going back to more than 6 years from now ? -- |
Re: QQQ 1 Minute Data >6years?
Thanks for your idea. I did check that before I posted and confirmed that QQQQ->QQQ in 2011 so should not affect my request.
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My thought was that the ConID may have changed so I did a query just with symbol name and SMART and USD and nothing else but it came back with the same error so it seems impossible to pull 1 minute data from that time. |
Re: QQQ 1 Minute Data >6years?
开云体育There was a period where QQQ was QQQQ.? Maybe that is what you are encountering...On 2/4/2025 8:50 AM, David Armour via
groups.io wrote:
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Re: QQQ 1 Minute Data >6years?
You can look at flat files on ? On Tue 4 Feb 2025, 19:35 David Armour via , <dave.armour=[email protected]> wrote:
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QQQ 1 Minute Data >6years?
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? ?
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. |
Re: C++ IBKR API implementation and biddll.lib Intel Math Library
On Mon, Feb 3, 2025 at 10:20 AM, Tradiator wrote:
It is: Maybe not for your platform though. Cross platform software development and distribution can be a pain so vendors often try to avoid it. |
Re: C++ IBKR API implementation and biddll.lib Intel Math Library
Just some follow up:
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The problems I had were with the 20U2 version of the Intel Decimal Math Library (I thought that was the latest one...).
I found the 20U3 version on Intel site and then, with this version the "biddll.lib" file was generated. Lets see if it works... ?
Thats a lot of mystery for me. By the way why is a precompiled version of this library not available anywhere.
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Re: Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies
Interesting. The link posted leads to?? which has download links on it On Sun 2 Feb 2025, 15:31 Despair via , <boris=[email protected]> wrote:
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Re: Clarification on Identifying Order Status Callback for Modified Orders
Well, the orderId parameters of the openOrder() and orderStatus() callbacks identify the order they relate to. And so does the reqId parameter of the error() callback.
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闯ü谤驳别苍
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On Thu, Jan 30, 2025 at 04:04 AM, <tarun.joshi@...> wrote:
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Re: Time is a reserved name in VBA
开云体育Richard,Thanks for the input you are always a great source of information. Reserved was probably the wrong word.? Microsoft calls Time a VBA keyword. For others to see the problem in action without having to even be concerned with the IB api. Create a module and put this code in it: Option Explicit Function TestTimeProblem() ??? TestTimeProblem = Time End Function Now in a cell on a worksheet enter this =TestTimeProblem() This should return the current time... Go back to the module and enter these additional lines of code 'Sub MakeTimetime(time As String) ' 'End Sub 'Sub FixTimeBackToTime(Time As String) ' 'End Sub Now un-comment the MakeTimetime routine and the Time in the function will change to time. Note that the function still works which as Richard indicated demonstrates that VBA is case agnostic. To fix back uncomment the FixTimeBackToTime sub and all will get changed to Time... It's hard to believe it has been almost 30 years since IB introduced their API.? Sorry that none of the developers hang out on this thread... On 1/31/2025 7:49 AM, Richard L King
wrote:
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