Tried to download 5 minute quotes for NQ#C and other continuous futures and only the last 4 days data was downloaded. Stock data is downloaded as requested.
Such info is available in IBKR Gateway log.
Such info is available in IBKR Gateway log.
QUOTE:
2024-11-05 00:02:07.130 [AI] INFO [AWT-EventQueue-0] - Earliest trade time is 20231219
2024-11-05 00:02:07.130 [AI] INFO [AWT-EventQueue-0] - Start time is 20241102
Rename
I know what you're trying to do, but it's not going to happen for IB because, 1) we cannot specify "end dates" when requesting a CONTFUT, and, 2) IB won't return more than about 2000 bars per request, usually must less. The data may be there, but there's a technical limitation to accessing it.
That said, I'm getting back to 9/15 for 5-minute data for #C contracts (which is no better than just requesting Z24). However, the greater the interval, more history will come back.
It is was it is. If you want a lot of history to backtest continuous contracts, you'll need a real data provider like IQFeed.
That said, I'm getting back to 9/15 for 5-minute data for #C contracts (which is no better than just requesting Z24). However, the greater the interval, more history will come back.
It is was it is. If you want a lot of history to backtest continuous contracts, you'll need a real data provider like IQFeed.
Your Response
Post
Edit Post
Login is required