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Rate Futures - No security definition has been found of rthe request
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Hi all, I'm trying to get historical data for the rate contract below. It works perfectly for ES and NQ but for some reason I can't get it to work for ZF or F1U. The data is in Workstation. What am I missing here? Thanks.
??????? ibcontract1 = IBcontract() ??????? ibcontract1.secType = "FUT" ??????? ibcontract1.symbol='ZF' ??????? ibcontract1.exchange="SMART" ??????? ibcontract1.primaryExchange="GLOBEX" ??????? ibcontract1.currency="USD" ??????? ibcontract1.localSymbol = "ZF MAR 21" |
¿ªÔÆÌåÓýZF is on the ECBOT exchange, not GLOBEX. ? SMART is not valid for futures: use the proper exchange name and don't set primaryExchange. ? For local symbols in that three-part format, the first part must be four characters (followed by a space), like this: ? ZF{space}{space}{space}MAR{space}21 ? So you want: ? ZF ??MAR 21 F1U? MAR 21 ? Similarly for the German DAX futures:: ? FDAX MAR 21 ? ? ? ? ? ? ? From: [email protected] <[email protected]> On Behalf Of aalpay via groups.io
Sent: 21 January 2021 16:17 To: [email protected] Subject: [TWS API] Rate Futures - No security definition has been found of rthe request ? Hi all, I'm trying to get historical data for the rate contract below. It works perfectly for ES and NQ but for some reason I can't get it to work for ZF or F1U. The data is in Workstation. What am I missing here? Thanks. |