IBrokers date/time index?
Daily data (as in your example) doesn't include seconds that matter. You can of course do anything you like by simply reading the source and writing your own code. HTH Jeff Jeffrey A. Ryan jeffrey.ryan at insightalgo.com ia: insight algorithmics www.insightalgo.com
On Jul 3, 2009, at 11:07 AM, Michael <comtech.usa at gmail.com> wrote:
Hi all,
I requested historical data using IBrokers. However, there should be
time in the indices of the time series, not just only the dates.
That's to say, the indices should be of the format: 2009-05-04
HH:MM:SS.
Could anybody tell me how to access those times in the indices?
Thanks!
SPX.Open SPX.High SPX.Low SPX.Close SPX.Volume SPX.WAP
SPX.hasGaps
2009-05-04 884.56 907.88 882.90 907.88 0
0 0
2009-05-05 905.01 907.92 897.27 903.69 0
0 0
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