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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),
By Jürgen Reinold · #53876 ·
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. I completely deleted my TWS and re-installed it, taking care to switch off
By David Armour · #53875 ·
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)
By Jürgen Reinold · #53874 ·
Re: QQQ 1 Minute Data >6years?
Some more comments came in while I was writing that: Dale It is not a matter of waiting unfortunately. TWS immediately triggers the error "Unknown Contract" when I submit the reqHistoricalData(). J
By David Armour · #53873 ·
Re: QQQ 1 Minute Data >6years?
First, thanks for all your suggestions. Let me answer those suggestions: Orionn: Have you tried "SMART/NASDAQ" or "SMART/ISLAND" in the exchange field ? Are you setting only the security type,
By David Armour · #53872 ·
Re: QQQ 1 Minute Data >6years?
Currently QQQ's conid is 320227571. Previously it has had a conid of 43661924. Maybe you can get older historical data using this conid.
By J G · #53871 ·
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
By Jürgen Reinold · #53870 ·
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. [email protected]> wrote:
By Dale Joyce · #53869 ·
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
By Orionn · #53868 ·
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. My thought was that the ConID may have changed so I did a query just with
By David Armour · #53867 ·
Re: QQQ 1 Minute Data >6years?
There was a period where QQQ was QQQQ.? Maybe that is what you are encountering...
By Harold Lanier · #53866 ·
Re: QQQ 1 Minute Data >6years?
You can look at flat files on polygon.io [email protected]> wrote:
By ?kos Maróy · #53865 ·
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
By David Armour · #53864 ·
Re: C++ IBKR API implementation and biddll.lib Intel Math Library
It is: https://repology.org/project/intelrdfpmath/packages Maybe not for your platform though. Cross platform software development and distribution can be a pain so vendors often try to avoid it.
By buddy · #53863 ·
Re: C++ IBKR API implementation and biddll.lib Intel Math Library
Just some follow up: 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
By Tradiator · #53862 ·
Re: Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies
Now it's working. Thanks!
By Despair · #53861 ·
Re: Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies
Interesting. The link posted leads to https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5095349 which has download links on it [email protected]> wrote:
By ?kos Maróy · #53860 ·
Re: Improvements to Intraday Momentum Strategies Using Parameter Optimization and Different Exit Strategies
Hi, I'd be interested in reading your paper. Can you post a working download link? The one you posted doesn't get me anywhere. Thanks
By Despair · #53859 ·
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. Jürgen
By Jürgen Reinold · #53858 ·
Re: Time is a reserved name in VBA
Richard, Thanks for the input you are always a great source of information. Reserved was probably the wrong word.? Microsoft calls Time a VBA
By Harold Lanier · #53857 ·