softwarespartan
commented
7 years ago Hi Alex
Thanks for checking out IB4m!
Are you able to get contract details for that contract you have configured?
Sometimes if the contract is not right no data is returned — but you should see error.
Are you able to run the sample/example for historical data?
You can also ask TWS for contract details.
However, your “reqHistoricalData” does not look quite right to my eye. I think the “20 D” is not correct maybe.
Checkout
https://www.interactivebrokers.com/en/software/api/apiguide/java/reqhistoricaldata.htm <https://www.interactivebrokers.com/en/software/api/apiguide/java/reqhistoricaldata.htm>and
https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm <https://www.interactivebrokers.com/en/software/api/apiguide/tables/historical_data_limitations.htm>I have attached a short script that will help construct historical data queries
With this script do something like:
dt = now();
contract = com.tws.ContractFactory.GenericStockContract(symbol);
config.symbol = 'NFLX' ; config.duration = '1 Y' ; config.barsize = '1 day' ; config.whatToShow = 'TRADES'; config.useRTH = 1 ; config.delta = 365 ; config.N = 3 ;
and then call
[dat,bars] = historicDataQuery(contract,dt,config);
Let me know if this helps. Don’t hesitate to reach out if you need anything additional or have more questions.
Cheers -abel
On May 6, 2017, at 6:56 PM, NewbieAlex notifications@github.com wrote:
First of all, great job, thanks! I was able to request historical stock data, but no success in market index. It doesn't seem to return any data. For example, I use the following code for SP500 index data, but "buf.size()" is 0, and later there will be a empty buffer error in "hde = buf.get();"
contract = com.tws.ContractFactory.GenericContract('SPX'); contract.m_secType = 'IND'; contract.m_primaryExch = 'CBOE'; contract.m_currency = 'USD';
% initialize session with TWS session = TWS.Session.getInstance();
% create local buffer for historical data events [buf,lh] = TWS.initBufferForEvent(TWS.Events.HISTORICALDATA);
% connect to TWS session.eClientSocket.eConnect('127.0.0.1',7496,0);
% request historical data for our contract for a year w/ 1-day bars session.eClientSocket.reqHistoricalData(1000001,contract,'20170505 16:00:00','20 D','1 day','TRADES',1,1,[]); pause(0.5);
buf.size() hde = buf.get();
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NewbieAlex
First of all, great job, thanks! I was able to request historical stock data, but no success in market index. It doesn't seem to return any data. For example, I use the following code for SP500 index data, but "buf.size()" is 0, and later there will be a empty buffer error in "hde = buf.get();"
contract = com.tws.ContractFactory.GenericContract('SPX'); contract.m_secType = 'IND'; contract.m_primaryExch = 'CBOE'; contract.m_currency = 'USD';
% initialize session with TWS session = TWS.Session.getInstance();
% create local buffer for historical data events [buf,lh] = TWS.initBufferForEvent(TWS.Events.HISTORICALDATA);
% connect to TWS session.eClientSocket.eConnect('127.0.0.1',7496,0);
% request historical data for our contract for a year w/ 1-day bars session.eClientSocket.reqHistoricalData(1000001,contract,'20170505 16:00:00','20 D','1 day','TRADES',1,1,[]); pause(0.5);
buf.size() hde = buf.get();