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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 symbol name and SMART and USD and nothing else but it came back with the same error so it seems impossible to pull 1 minute data from that time.


 

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There was a period where QQQ was QQQQ.? Maybe that is what you are encountering...

    
On 2/4/2025 8:50 AM, David Armour via groups.io wrote:

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 years.
?
For older dates the reqHistoricalData() call comes back with a strange error :? "Unrecognised Contract".

Does anyone know why this is?
?
Note I tried, SMART, ISLAND, NASDAQ as the exchanges and all came back with the same issue.
?
Wondering if it is a temporary glitch or a genuine problem and I will not be able to get data that far back for QQQ.
?
Any input would be helpful.


 

You can look at flat files on ?


On Tue 4 Feb 2025, 19:35 David Armour via , <dave.armour=[email protected]> wrote:
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 years.
?
For older dates the reqHistoricalData() call comes back with a strange error :? "Unrecognised Contract".

Does anyone know why this is?
?
Note I tried, SMART, ISLAND, NASDAQ as the exchanges and all came back with the same issue.
?
Wondering if it is a temporary glitch or a genuine problem and I will not be able to get data that far back for QQQ.
?
Any input would be helpful.


 

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 years.
?
For older dates the reqHistoricalData() call comes back with a strange error :? "Unrecognised Contract".

Does anyone know why this is?
?
Note I tried, SMART, ISLAND, NASDAQ as the exchanges and all came back with the same issue.
?
Wondering if it is a temporary glitch or a genuine problem and I will not be able to get data that far back for QQQ.
?
Any input would be helpful.