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:
!No security definition has been found for the request GBP-STK--0.00--SMART/ISLAND--USD
!GBP 01-01 00:00:00 to 11-16 00:03:41 failed
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:
- GBP
- 2022-2022
- EOD
- Trades
- Broker
- My AssetsIB contains these lines:
"Name","Price","Spread","RollLong","RollShort","PIP","PipCost","MarginCost","Market","Multiplier","Commission","Symbol","Centage","Description"
"GBP",0,0.0002,0,0,0.0001,0.0001,4667,0,62500,8,"GBP-FUT-20221219-6B-CME-USD",0,"Great Britain Pound"
- 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.
c = Contract()
c.symbol = "GBP"
c.secType = "FUT"
c.exchange = "CME"
c.currency = "USD"
c.lastTradeDateOrContractMonth = "20221219"
The full contract details look like this:
Contract(secType='FUT', conId=299701782, symbol='GBP', lastTradeDateOrContractMonth='20221219', multiplier='62500', exchange='CME', currency='USD', localSymbol='6BZ2', tradingClass='6B')
