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wrighter / ib-scripts

Python scripts that use the Interactive Brokers TWS API
MIT License
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More than one csvs downloaded contains the same data #2

Closed Pl0414141 closed 1 year ago

Pl0414141 commented 1 year ago

Hi,

i have executed the following command:

python3.8 download_bars.py --size "30 secs" --security-type CONTFUT --max-days --exchange GLOBEX NQ

Now, in the path /ib-scripts/src/data/CONTFUT/30_secs/NQ i can see a lot of CSVs but some CSVs contains the same data

Example: 20220904.csv

date,open,high,low,close,volume,barCount,wap 20220905 00:00:00,12110.5,12131.0,12104.75,12112.0,332,241,12115.5 20220905 00:00:30,12111.25,12114.5,12106.5,12107.5,119,76,12110.375

Example: 220220905.csv

date,open,high,low,close,volume,barCount,wap 20220905 00:00:00,12110.5,12131.0,12104.75,12112.0,332,241,12115.5 20220905 00:00:30,12111.25,12114.5,12106.5,12107.5,119,76,12110.375

wrighter commented 1 year ago

This should be fixed by #6