开云体育

No historical market data for AAL/STK@VALUE Last 1d

David Walker All Messages By This Member #49743 Hi Everyone, I'm receiving this error callback when making an historical data request for AAL: "No historical market data for AAL/STK@VALUE Last 1d"? (error code 162) I can't work out what's going on!? I'm retrieving the contract object fresh before sending the reqHistoricalData request.? The exchange in the contract object is 'SMART' and primaryExchange is 'NASDAQ', but the error message seems to indicate AAL is looking at the VALUE exchange. TWS shows historical data for AAL in the last 1 D, so it's not clear why the API would say there is no data. Most of my historical data requests are working fine (with all the same request parameters, except the contract object) - though there are a handful of others (say 1 in 100) that are also giving the same error above. Can anyone help solve this?
闯ü谤驳别苍 Reinold All Messages By This Member #49745 When you say "I'm retrieving the contract object fresh" are you talking about reqContractDetails? If so, how many contracts does the request return? When I ask for AAL:STOCK (no other fields initialized in the query contract) I get 31 contracts for three instruments: 25 contracts relate to "AMERICAN AIRLINES GROUP INC" (conid 139673266) for the various exchanges it is listed on 5 contracts relate to "ANGLO AMERICAN PLC" (conid 45024954) 1 contract is for "AVIAAM LEASING AB" (conid 285940697) Only that last contract for "AVIAAM LEASING AB" trades on the VALUE exchange. Any chance wires might get crossed and the historical data request sees that contract? Attached a quick CSV with the contracts I get. 闯ü谤驳别苍 On Tue, Aug 2, 2022 at 12:02 AM, David Walker wrote: toggle quoted message Show quoted text Hi Everyone, I'm receiving this error callback when making an historical data request for AAL: "No historical market data for AAL/STK@VALUE Last 1d"? (error code 162) I can't work out what's going on!? I'm retrieving the contract object fresh before sending the reqHistoricalData request.? The exchange in the contract object is 'SMART' and primaryExchange is 'NASDAQ', but the error message seems to indicate AAL is looking at the VALUE exchange. TWS shows historical data for AAL in the last 1 D, so it's not clear why the API would say there is no data. Most of my historical data requests are working fine (with all the same request parameters, except the contract object) - though there are a handful of others (say 1 in 100) that are also giving the same error above. Can anyone help solve this? AAL-STK.csv AAL-STK.csv
David Walker All Messages By This Member #49762 开云体育 Hi 闯ü谤驳别苍, ? Thanks I had a similar thought, but I traced the contract into the IB client class function and it is definitely submitting the AAL NASDAQ contract.? Here is the contract object as it is inside the reqHistoricalData function in the client class: ? {'comboLegs': None, 'comboLegsDescrip': '', 'conId': 139673266, 'currency': 'USD', 'deltaNeutralContract': None, 'exchange': 'SMART', 'includeExpired': False, 'lastTradeDateOrContractMonth': '', 'localSymbol': 'AAL', 'multiplier': '', 'primaryExchange': 'NASDAQ', 'right': '', 'secId': '', 'secIdType': '', 'secType': 'STK', 'strike': 0.0, 'symbol': 'AAL', 'tradingClass': 'NMS'} ? The conId matches the correct NASDAQ AAL conId on IB’s website.? The conId of the VALUE hosted instrument is 285940697, so it’s hard to see the crossover happening on IB’s side. ? In response to the request with the contract above, the same error is produced: “162 Historical Market Data Service error message:No historical market data for AAL/STK@VALUE Last 1d” ? Could you to make an identical request with the exact contract above and see if you receive the same error?? ? Dave ? ? ? toggle quoted message Show quoted text From: [email protected] <[email protected]> On Behalf Of 闯ü谤驳别苍 Reinold via groups.io Sent: Tuesday, 2 August 2022 4:35 PM To: [email protected] Subject: Re: [TWS API] No historical market data for AAL/STK@VALUE Last 1d ? When you say "I'm retrieving the contract object fresh" are you talking about reqContractDetails? If so, how many contracts does the request return? When I ask for AAL:STOCK (no other fields initialized in the query contract) I get 31 contracts for three instruments: 25 contracts relate to "AMERICAN AIRLINES GROUP INC" (conid 139673266) for the various exchanges it is listed on 5 contracts relate to "ANGLO AMERICAN PLC" (conid 45024954) 1 contract is for "AVIAAM LEASING AB" (conid 285940697) Only that last contract for "AVIAAM LEASING AB" trades on the VALUE exchange. Any chance wires might get crossed and the historical data request sees that contract? Attached a quick CSV with the contracts I get. 闯ü谤驳别苍 On Tue, Aug 2, 2022 at 12:02 AM, David Walker wrote: Hi Everyone, I'm receiving this error callback when making an historical data request for AAL: "No historical market data for AAL/STK@VALUE Last 1d"? (error code 162) I can't work out what's going on!? I'm retrieving the contract object fresh before sending the reqHistoricalData request.? The exchange in the contract object is 'SMART' and primaryExchange is 'NASDAQ', but the error message seems to indicate AAL is looking at the VALUE exchange. TWS shows historical data for AAL in the last 1 D, so it's not clear why the API would say there is no data. Most of my historical data requests are working fine (with all the same request parameters, except the contract object) - though there are a handful of others (say 1 in 100) that are also giving the same error above. Can anyone help solve this?
闯ü谤驳别苍 Reinold All Messages By This Member #49763 You caught yourself a good one here, David. I am sure our environments are different enough that we get (at least) slightly different results. I am running tests in a paper account, TWS 10.16.1n and a pretty odd Java API 9.85.02 (that is version 161). In that context, requesting historical data for AAL/STK/SMART/NASDAQ works as expected and without any issues. BUT ... Before requesting historical data, our down-loader grabs the head timestamp as described in . And that throws an error similar to what you get. The interesting part is that the error tracks with the value I use for the "exchange" field in the contract: Error when exchange="SMART" 19:43:51:211 <- 87-10000002-139673266-AAL-STK--0.0---SMART-NASDAQ-USD-AAL-NMS-0-1-TRADES-2- 19:43:51:234 -> ---q4-2-10000002-162-Historical Market Data Service error message:No historical market data for LCC/STK@VALUE Last 0- 19:43:51:265 <- 87-10000003-139673266-AAL-STK--0.0---SMART-NASDAQ-USD-AAL-NMS-0-0-TRADES-2- 19:43:51:288 -> ---q4-2-10000003-162-Historical Market Data Service error message:No historical market data for LCC/STK@VALUE Last 0- No error when "exchange" is one of the legitimate real exchanges for AAL, here for example "NYSE": 19:56:05:306 <- 87-10000002-139673266-AAL-STK--0.0---NYSE-NASDAQ-USD-AAL-NMS-0-1-TRADES-2- 19:56:05:317 -> ---88-10000002-1127827800- 19:56:05:430 <- 87-10000003-139673266-AAL-STK--0.0---NYSE-NASDAQ-USD-AAL-NMS-0-0-TRADES-2- 19:56:05:442 -> ---88-10000003-1127827800- Maybe you can try to grab historical data for NYSE/NASDAQ yourself (instead of SMART/NASDAQ). If that works it would probably be something you want to raise with IBKR support. 闯ü谤驳别苍 toggle quoted message Show quoted text On Tue, Aug 2, 2022 at 05:42 PM, David Walker wrote: Hi 闯ü谤驳别苍, ? Thanks I had a similar thought, but I traced the contract into the IB client class function and it is definitely submitting the AAL NASDAQ contract.? Here is the contract object as it is inside the reqHistoricalData function in the client class: ? {'comboLegs': None, 'comboLegsDescrip': '', 'conId': 139673266, 'currency': 'USD', 'deltaNeutralContract': None, 'exchange': 'SMART', 'includeExpired': False, 'lastTradeDateOrContractMonth': '', 'localSymbol': 'AAL', 'multiplier': '', 'primaryExchange': 'NASDAQ', 'right': '', 'secId': '', 'secIdType': '', 'secType': 'STK', 'strike': 0.0, 'symbol': 'AAL', 'tradingClass': 'NMS'} ? The conId matches the correct NASDAQ AAL conId on IB’s website.? The conId of the VALUE hosted instrument is 285940697, so it’s hard to see the crossover happening on IB’s side. ? In response to the request with the contract above, the same error is produced: “162 Historical Market Data Service error message:No historical market data for AAL/STK@VALUE Last 1d” ? Could you to make an identical request with the exact contract above and see if you receive the same error?? ? Dave ? ? ? From: [email protected] <[email protected]> On Behalf Of 闯ü谤驳别苍 Reinold via groups.io Sent: Tuesday, 2 August 2022 4:35 PM To: [email protected] Subject: Re: [TWS API] No historical market data for AAL/STK@VALUE Last 1d ? When you say "I'm retrieving the contract object fresh" are you talking about reqContractDetails? If so, how many contracts does the request return? When I ask for AAL:STOCK (no other fields initialized in the query contract) I get 31 contracts for three instruments: 25 contracts relate to "AMERICAN AIRLINES GROUP INC" (conid 139673266) for the various exchanges it is listed on 5 contracts relate to "ANGLO AMERICAN PLC" (conid 45024954) 1 contract is for "AVIAAM LEASING AB" (conid 285940697) Only that last contract for "AVIAAM LEASING AB" trades on the VALUE exchange. Any chance wires might get crossed and the historical data request sees that contract? Attached a quick CSV with the contracts I get. 闯ü谤驳别苍 On Tue, Aug 2, 2022 at 12:02 AM, David Walker wrote: Hi Everyone, I'm receiving this error callback when making an historical data request for AAL: "No historical market data for AAL/STK@VALUE Last 1d"? (error code 162) I can't work out what's going on!? I'm retrieving the contract object fresh before sending the reqHistoricalData request.? The exchange in the contract object is 'SMART' and primaryExchange is 'NASDAQ', but the error message seems to indicate AAL is looking at the VALUE exchange. TWS shows historical data for AAL in the last 1 D, so it's not clear why the API would say there is no data. Most of my historical data requests are working fine (with all the same request parameters, except the contract object) - though there are a handful of others (say 1 in 100) that are also giving the same error above. Can anyone help solve this? ?
DadaMunster All Messages By This Member #50002 I noticed this as well with AAL and some others.? Just using the basic twsactivex sample spreadsheet, it works e.g. "ADJUSTED_LAST" but only if the duration, in this case, is less than 8 Y, anything more and I get the error...? Which is weird, right?!? Because for others, if say 15 Y and IPO is in 2012, it just returns the data from 2012 on, no problem.
misantroop All Messages By This Member #50003 AAL merged with LCC, so I think the earliest point in data refers to LCC instead, which is of course delisted now. This seems to be an IBKR issue quite clearly. Data problems are a plenty now it seems. For example, I cannot get any tickByTick data for ABNB for example, whether specifying the primary exchange or not.
misantroop All Messages By This Member #50004 Because the earliest data points to a delisted name (LCC/US Airways), notice the @VALUE in callbacks in 闯ü谤驳别苍's post. Delisted names data isn't offered by IB, for whatever reason.
Gordon Eldest All Messages By This Member #50010 Get same issue using exchange="SMART" , But as you point it out it works when exchange = primaryExchange. IMHO Raising the question about what you look for when looking historical, Otherwise said, historical yes, but from which exchange ? How did IB compound a bar across multiple exchange ? Did they even compound it ? (half ligit) or resolve that for us ? Does IB require now that you specify where do you want your data from ? Suggestion for this thread Avoid using SMART and set exchange = primaryExchange, primary is a decent source for historical. Just never had reasons to grab historical from alternate exchange.
Gordon Eldest All Messages By This Member #50011 Maybe a different issue Try emptying the contract, (including symbol) Just keep conId (and maybe exchange=SMART) I found out that Conflicting info in Contract when conId is specified lead to strange result I am not surprised by what your report as looking worst than if you nicely specify the primaryExchange without specifying conId.

Previous Topic Next Topic