How to get longer historical data?
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David, Simply repeat your?() call with "endDateTime" parameter value changed to the time of the oldest bar you received - you will get next chunk of bars. You can repeat your requests (mind: request rate limits) until you get enough (or hit "no data" error from IB). May be also see: Cheers, Dmitry Shevkoplyas On Tue, Dec 29, 2020 at 2:23 PM <david03kimo@...> wrote: Hi,guys,I'd like to get more than 1 week 3min historical FX data to backtest. |
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Hi David, For the??() call I would recommend to use "formatDate" argument value 2 This will make incoming bars timestamp to be in the format, which is same for all the time zones on the planet and epoch time does not care about summer daylight saving time jumps and it brings other sanity aspects and order back into our lives. Find some way to convert epoch time to whatever format you need, for example for the next reqHistoricalData() you'll need "endDateTime" argument?to have format "yyyyMMdd HH:mm:ss {TMZ}" (example: "20210113 23:59:59 GMT"). Cheers, Dmitry On Wed, Jan 13, 2021 at 4:50 AM <david03kimo@...> wrote: Hi,Dmitry, |
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David, Why IB returns only 42 historical bars on your request - that depends. It might be one of the cases: ? - you only asked for that much, so they deliver ? - you've reached end of available historical data for given bar size ? - your app is crashing somewhere along the way and didn't have a chance to process the rest What are the "bar size" and "duration" values you use for reqHistoricalData() request? There is a table of the max possible duration values for different bar sizes that IB would allow for your request in this question:? IB API never left my reqHistoricalData hanging or unanswered. The call to?reqHistoricalData() will lead to the?resulting bars returned in form of?int reqId, Bar bar callbacks. The very last callback from IB will deliver Bar object with time string which?starts with "finished", which will trigger ??callback.? Basically you need to implement 2 EWrapper methods: ? 1) historicalData() - to get next bar and store it somehow ? 2)?historicalDataEnd() - to consider request complete / done Well and of cause "3)" for the error case when IB server response to your?reqHistoricalData() request: error number 162 with text "HMDS query returned no data", which would mean there's no point to try to dig any deeper in time. Also note: you can use the reqHeadTimeStamp method to find the timestamp for the earliest data available for the contract. Cheers, Dmitry Shevkoplyas On Wed, Jan 13, 2021 at 2:55 PM <david03kimo@...> wrote: Hi,Dmitry, |
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David, I'm glad it worked out for you. Re: Is IB API able to run two api concurrently to trade in paper account while getting data in the same paper account?I? - yes, you can run both paper and live (2 separate TWS applications) and configure them to use different API ports, but note - both TWS'es must run on the same computer. Cheers, Dmitry Shevkoplyas On Fri, Jan 15, 2021 at 5:34 AM <david03kimo@...> wrote: Hi,Dmitry, |
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Hi David, [Q] I don't know how to open 2 TWS on my mac. [A] Try officially documented solution: They suggest installing 2 TWS flavours on your mac:? ? ? - one "auto-updating"? ? ? - and another "offline", then they show how to run both at the same time.? If you want exact same TWS apps running in parallel: I recall on mac (I quit using it a couple years ago) I was able to run a few TWS apps in parallel and all of them were based on the same "offline" flavour downloaded only once, but if I recall correctly - I had to create a recursive copy of the folder where TWS was installed and tweak some of the TWS start bash scripts. My point is - imho it is also doable, but I don't remember all the exact steps/words from that spell.. Cheers, Dmitry Shevkoplyas On Sun, Jan 17, 2021 at 10:41 PM <david03kimo@...> wrote: Hi,Dmitry, |
Dmitry Shevkoplyas