problem with getting Historical data for futures using I Brokers package
Thanks that helped but now it is giving another error. here is the code: t<-twsFUT(symbol="WPRO",exch="NSE",expiry="201105",currency="INR",include_expired = '1')
WPRO <- reqHistoricalData(tws,t ,file="Wipro.csv" ,bar="1 min", dur="5 D")
TWS Message: 2 -1 2104 Market data farm connection is OK:hkfarm waiting for TWS reply on WPRO ......failed. Warning message: In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, : Historical Market Data Service error message:HMDS query returned no data: WIPRO11MAYFUT at NSE Trades Is it something to do the ticker? -- View this message in context: http://r.789695.n4.nabble.com/problem-with-getting-Historical-data-for-futures-using-I-Brokers-package-tp3593480p3595654.html Sent from the Rmetrics mailing list archive at Nabble.com.