Can't fetch reqHistoricalData

[Amir-Inbar]

For some reason I can't fetch any historical data, I'm getting the same error again and again, what I'm doing wrong?.

Error: Error 200, reqId 8: No security definition has been found for the request, contract: Contract(secType='FUT', symbol='MES', lastTradeDateOrContractMonth='202409', exchange='GLOBEX', currency='USD')

`

def fetch_market_data(self):
    contract = Contract(
        symbol="MES",
        secType="FUT",
        exchange="GLOBEX",
        currency="USD",
        lastTradeDateOrContractMonth="202409"
    )

    while True:
        try:
            bar_list = self._broker_agent.reqHistoricalData(
                contract=contract,
                endDateTime="",
                durationStr="1 D",
                barSizeSetting="1 hour",
                whatToShow="TRADES",
                useRTH=False,
                formatDate=1,
                keepUpToDate=True,
            )

            for bar in bar_list:
                print(bar)
            self._broker_agent.sleep(10)
            self._logger.info(f"Received {len(bar_list)} bars.")
        except Exception as e:
            self._logger.error(f"Error fetching market data: {e}")
            raise e

`

Thanks!

[gnzsnz]

Your contract is wrong

Use this to get contract details

https://nbviewer.org/github/erdewit/ib_insync/blob/master/notebooks/contract_details.ipynb

Then select a valid expiration date and continue with your code

Regards, Gonzalo Sáenz

On Sat, Jul 20, 2024 at 12:08 Amir-Inbar @.***> wrote:

For some reason I can't fetch any historical data, I'm getting the same error again and again, what I'm doing wrong?.

Error: Error 200, reqId 8: No security definition has been found for the request, contract: Contract(secType='FUT', symbol='MES', lastTradeDateOrContractMonth='202409', exchange='GLOBEX', currency='USD')

`

def fetch_market_data(self): contract = Contract( symbol="MES", secType="FUT", exchange="GLOBEX", currency="USD", lastTradeDateOrContractMonth="202409" )

while True:
    try:
        bar_list = self._broker_agent.reqHistoricalData(
            contract=contract,
            endDateTime="",
            durationStr="1 D",
            barSizeSetting="1 hour",
            whatToShow="TRADES",
            useRTH=False,
            formatDate=1,
            keepUpToDate=True,
        )

        for bar in bar_list:
            print(bar)
        self._broker_agent.sleep(10)
        self._logger.info(f"Received {len(bar_list)} bars.")
    except Exception as e:
        self._logger.error(f"Error fetching market data: {e}")
        raise e

`

Thanks!

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[Amir-Inbar]

Works great, thanks!