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Expired future contract data via IB
Expired future contract data via IB
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Posted 3/7/2010 15:48:33
Post #11062
blousetrader
blousetrader
Is it possible to download expired futures contracts into RE yet? IB offer this data so it would be nice if we could download it.
Posted 3/8/2010 08:55:30
Post #11078
billb
billb
Why can't you currently? RightEdge shouldn't care whether or not the contract is expired.
blousetrader (3/7/2010)
Is it possible to download expired futures contracts into RE yet? IB offer this data so it would be nice if we could download it.
Posted 3/8/2010 13:46:26
Post #11093
blousetrader
blousetrader
I get the error code 200 - for example I'm trying to get the Sep 09 contract for ZC - expired 14th Sep
I've set this up exactly like my other un-expired ones but it just won't work.
Posted 3/9/2010 09:34:48
Post #11109
billb
billb
That's an error coming from IB. What tell are you using where you can request historical expired contracts via the IB API? This could give us a head start supporting this.
blousetrader (3/8/2010)
I get the error code 200 - for example I'm trying to get the Sep 09 contract for ZC - expired 14th Sep
I've set this up exactly like my other un-expired ones but it just won't work.
Posted 3/9/2010 16:59:36
Post #11113
blousetrader
blousetrader
Sorry - what do you mean by 'What tell' ?
Posted 3/10/2010 07:53:26
Post #11126
billb
billb
I meant to say what software are you using. How that came out 'tell' is a mystery.
blousetrader (3/9/2010)
Sorry - what do you mean by 'What tell' ?
Posted 3/12/2010 13:52:50
Post #11155
blousetrader
blousetrader
IBCollector
Posted 3/15/2010 09:12:35
Post #11169
billb
billb
OK, I've added the ability to download expired contracts. I no longer get the error in RightEdge, but I didn't get data yet. I installed IBCollector and it did not get any data for the expired contracts either, so there may be a problem with IB. I'll test again later, but you should expect it in the next build.
blousetrader (3/12/2010)
IBCollector
Posted 3/16/2010 16:35:07
Post #11190
blousetrader
blousetrader
Thats great - cheers
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