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IBrokers - reqHistory results in missing random data

Kostas Evangelinos
On Tue, May 24, 2011 at 10:59:35AM -0700, algotr8der wrote:
| I am told there is a bug on IB's end. I have asked for further detail. I will
| provide further information as I become aware.

You might want to try ibfetch - I use this to download historical and realtime
data from IB into csv files daily. I haven't seen issues like the ones you
describe.

http://www.gaffa.net/stuff/ibfetch-0.2.tar.gz

Example:
$ ibfetch -i 20 -l 2 -s 20110402 -S '1 min' AUD.JPY ESc1

Kostas

Thread (9 messages)

S IBrokers - reqHistory results in missing random data May 18 Jeff Ryan IBrokers - reqHistory results in missing random data May 18 S IBrokers - reqHistory results in missing random data May 18 S IBrokers - reqHistory results in missing random data May 18 S IBrokers - reqHistory results in missing random data May 19 S IBrokers - reqHistory results in missing random data May 24 Kostas Evangelinos IBrokers - reqHistory results in missing random data May 28 Jeff Ryan IBrokers - reqHistory results in missing random data May 28 S IBrokers - reqHistory results in missing random data May 28