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erdewit / ib_insync

Python sync/async framework for Interactive Brokers API
BSD 2-Clause "Simplified" License
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reqHeadTimeStamp on indexes #258

Closed algoterranean closed 4 years ago

algoterranean commented 4 years ago

When I attempt to request the head timestamp for an index, say:

c = Contract(symbol='SPX', secType='IND', exchange='CBOE')
self.reqHeadTimeStamp(c, whatToShow='TRADES', useRTH=False)

I don't receive any information back. In fact, not only don't I get any info, the function just never returns at all and never triggers a timeout. There is also nothing in the log files (log level = DEBUG) indicating an issue, and nothing in the ib_insync or IB docs indicating this would be an issue.

I have tested out several indices on different exchanges, and they all run into the same issue, and I have no problem pulling, say, STK or FUT head timestamps. I also have no problem pulling data on these indices in general.

Any suggestions?

I am using ib_insync 0.9.59, python 3.8.2, and IB Gateway 972.1y

erdewit commented 4 years ago

No idea, the contract works for me and returns datetime.datetime(2004, 3, 4, 14, 30). Best to ask IBKR about this.

algoterranean commented 4 years ago

Thanks, I will.