Support Board
Date/Time: Mon, 25 Nov 2024 18:43:13 +0000
Post From: Historical Intraday Data on Continuous Futures Chart
| [2014-02-26 19:17:17] |
| cazeek - Posts: 33 |
|
Hi, I'm trying to see the historical 4hr bars for the HE contract. This is available for about 3 years through Interactive Brokers, and I can chart it with their trader workstation. However, in SC, I am only able to chart the data for a few days. The end of the message log is below. It seems like there's some issue pulling the data from IB, but they definitely have it on their server, b/c it's available through their software. HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-27 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:03 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 207. | 2014-02-26 14:13:03 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 259200. | 2014-02-26 14:13:08 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-28 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:08 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 208. | 2014-02-26 14:13:09 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 172800. | 2014-02-26 14:13:14 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-29 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:14 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 209. | 2014-02-26 14:13:14 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 86400. | 2014-02-26 14:13:19 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-30 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:19 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 210. | 2014-02-26 14:13:19 HD Request # 51 - IB Backfill - Seconds requested: 86400. Seconds Remaining: 0. | 2014-02-26 14:13:24 HD Request # 51 - Requesting 1 Day of data at 30 secs with ending Date-Time at 2013-10-31 21:09:59 for HE-201310-GLOBEX | 2014-02-26 14:13:24 Message from IB: Historical Market Data Service error message:HMDS query returned no data: HEV3@GLOBEX Trades. IB Error Code: 162. Request ID: 211. | 2014-02-26 14:13:24 HD Request # 51 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for HE-201310-GLOBEX | 2014-02-26 14:13:29 HD Request # 51 - Intraday download COMPLETE for HE-201310-GLOBEX | 2014-02-26 14:13:29 Real-time Intraday chart data file updates started for HE-201310-GLOBEX | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Download is complete for all contract months in chart. Proceeding with data load. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Performing continuous futures contract back adjustment calculations. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201307-GLOBEX Open price on 2013-06-26 is 100.5. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201308-GLOBEX Open price on 2013-06-26 is 97.925. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201307-GLOBEX price difference to HE-201308-GLOBEX is -2.575. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201308-GLOBEX Open price on 2013-07-29 is 98.075. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201310-GLOBEX Open price on 2013-07-29 is 84.95. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201308-GLOBEX price difference to HE-201310-GLOBEX is -13.125. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201310-GLOBEX Open price on 2013-09-26 is 93.5. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201312-GLOBEX Open price on 2013-09-26 is 88.45. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201310-GLOBEX price difference to HE-201312-GLOBEX is -5.0500002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201312-GLOBEX Open price on 2013-11-27 is 85.9. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201402-GLOBEX Open price on 2013-11-27 is 90.7. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201312-GLOBEX price difference to HE-201402-GLOBEX is 4.8000002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201402-GLOBEX Open price on 2014-01-29 is 85.5. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201404-GLOBEX Open price on 2014-01-29 is 93.55. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: HE-201402-GLOBEX price difference to HE-201404-GLOBEX is 8.0500002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201307-GLOBEX is -7.8999996. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201308-GLOBEX is -5.3249989. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201310-GLOBEX is 7.8000002. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201312-GLOBEX is 12.85. | 2014-02-26 14:13:29 HE-201404-GLOBEX [CB] 240 Min #7: Back adjust amount for symbol HE-201402-GLOBEX is 8.0500002. | 2014-02-26 14:13:29 |