¿ªÔÆÌåÓý

ctrl + shift + ? for shortcuts
© 2025 Groups.io
  1. Twsapi
  2. Topics

please help with requesting continuous futures for ES

 

Hi im looking to request historical data for continuous futures for ES but for some reason its just not working. My contract function below:

def partialcont(self, ticker):
??????? contract = Contract()
??????? contract.symbol = 'ES'
??????? contract.secType = 'CONTFUT'
??????? contract.exchange = 'GLOBEX'
??????? contract.currency = "USD"??????????
??????? contract.multiplier = 50
??????? return contract
but this gives 'no security definition has been found for the request. what is the problem? thanks
 

¿ªÔÆÌåÓý

There was a change of exchange names in TWS build 10.20. Try CME instead of GLOBEX.

On 31 May 2023, at 13:28, hannnnny via groups.io <hannnnny@...> wrote:

Hi im looking to request historical data for continuous futures for ES but for some reason its just not working. My contract function below:

def partialcont(self, ticker):
??????? contract = Contract()
??????? contract.symbol = 'ES'
??????? contract.secType = 'CONTFUT'
??????? contract.exchange = 'GLOBEX'
??????? contract.currency = "USD"??????????
??????? contract.multiplier = 50
??????? return contract
but this gives 'no security definition has been found for the request. what is the problem? thanks

 

i see, this works thank you.

1 - 3 of 3