Download Futures EOD with Zorro

Hi,

I'm struggling for some time trying to download futures EOD data with the Download.c script. I'd appreciate any pointers with what I'm doing wrong here.

When running the Download.c script I get this error:


So basically it tries to download a stock named "GBP" instead of using the symbol.


Input data:

- I'm trying to download 6BZ2 EOD prices using Download.c script. In the Window I input these params:

- My AssetsIB contains these lines:

- To come up with the symbol name I've tried using the TWS API directly from a Jupyter Notebook and was able to get the data with the following contract spec.

The full contract details look like this:

You attempted to download not a future, but a stock named "GPB", which of course does not exist. Make sure that the download is using the symbol in your asset list.

That is the problem indeed.
I was under the impression that if I specify the asset name from the assets file (GBP), the script will search by symbol that I specify in Symbol column.
If I enter the symbol directly in the panel it works indeed.
Thanks.

btw, now that I downloaded the data I noticed it is in .t6 format. Shouldn't it be in .t8 format? What do columns 5, 6 mean for futures in this case? If column 6 is volume, why is it fractional?

No, because you only downloaded data for a single contract. Now, you can write a script that merges t6 contracts together into a single t8 file. (Maybe someone already wrote one? I know I have, but I did it with Sierra Chart.)

Any idea what the last columns are supposed to be? First 4 are OHLC.

I've downloaded the same data from IBKR directly. First 4 columns coincide but neither of the remaining columns match.

Note sure what happened when I downloaded the data first time but now I get different results (last column seems to be volume this time).