Re: QQQ 1 Minute Data >6years?
maybe get 1 day of data, 3 years ago, then 4 years ago...etc. to see where
and how the timing starts to change?
[email protected]> wrote:
By
Dale Joyce
·
#53883
·
|
Re: QQQ 1 Minute Data >6years?
I tried setting the wait up to 10mins when you suggested it before. It just timed out after 10mins. No data is being sent and frankly waiting 10mins is ridiculous. The first set of data is always sent
By
David Armour
·
#53882
·
|
Re: QQQ 1 Minute Data >6years?
15 seconds isn't near long enough to wait for a reach that far back.
for 2019 data, i believe it'd take several minutes (as in > 4) to start
getting any reply messages.
I'd also suggest you request
By
Dale Joyce
·
#53881
·
|
Re: QQQ 1 Minute Data >6years?
I get no data. Right now I am running a job starting from 2015-01-01 and working my way forward day by day. Up to now I get nothing returned and I am at 2015-06-01.
My code waits 15secs for the data
By
David Armour
·
#53880
·
|
Re: QQQ 1 Minute Data >6years?
What happens when you start the 1min data download with an end-date of 3rd June 2018 or 2nd June 2018?
By
Jürgen Reinold
·
#53879
·
|
Re: QQQ 1 Minute Data >6years?
After getting the X11 running with XMing on the WSL setup, I checked the chart again and it is the same as Windows TWS, so the progress I thought I had made was not real.
Tried to load the data from
By
David Armour
·
#53878
·
|
Re: QQQ 1 Minute Data >6years?
Hi. I ran TWS Linux in the Windows WSL and managed to get the charts to work properly at and before 5th June 2018. This is a step forward.
I am now going to run my program connecting to that TWS
By
David Armour
·
#53877
·
|
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
·
|