-----Urspr?ngliche Nachricht-----
Von: r-sig-finance-bounces at r-project.org
[mailto:r-sig-finance-bounces at r-project.org] Im Auftrag von
Gautam Garg
Gesendet: Montag, 13. Juni 2011 11:53
An: r-sig-finance at r-project.org
Betreff: [R-SIG-Finance] problem with getting Historical data
for futures using I Brokers package
Hi ,
I am trying to get historical data for futures using I
brokers package. I am able to do so with the expiry dates
which are yet to come but not for the dates that have passed.
Below is my code :
t<-twsFUT(symbol="III",exch="NSE",expiry="201106",currency="INR")
> abb <- reqHistoricalData(tws,t ,file="III.csv" ,bar="1
day", dur="5
D")
waiting for TWS reply on III .... done.
but if the write the code below:
t<-twsFUT(symbol="III",exch="NSE",expiry="201105",currency="INR")
abb <- reqHistoricalData(tws,t ,file="LT.csv" ,bar="1 day",
dur="5
D")
TWS Message: 2 -1 2107 HMDS data farm connection is inactive
but should be available upon demand.hkhmds2 waiting for TWS
reply on III ....failed.
Warning message:
In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106, :
No security definition has been found for the request
What is that I am missing?
Thanks in advance
Gautam Garg
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