I am using reqHistoricalData to get 1 minutes intraday historical data. The market is open and I am not getting the same day's data. I only get previous trading day's data.
Is it possible to get the same day intraday bar data?
Expected behavior
I am expecting bars for the same day
Minimal, reproducible example
here is the code I am using, it only gives data for the previous day, not same day.
Description
I've posted on stack this issue 2 weeks ago: https://stackoverflow.com/questions/66603261/ibrokers-r-api-and-same-day-intraday-prices
I am using
reqHistoricalData
to get 1 minutes intraday historical data. The market is open and I am not getting the same day's data. I only get previous trading day's data.Is it possible to get the same day intraday bar data?
Expected behavior
I am expecting bars for the same day
Minimal, reproducible example
here is the code I am using, it only gives data for the previous day, not same day.
It's 10:28 GMT on 2021-03-29 and London is open. And here is the response - it only gives data from 2020-03-26:
Instead of VOD, you can use SPY, MSFT or any US security while the US market is open
Session Info