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 -- View this message in context: http://r.789695.n4.nabble.com/problem-with-getting-Historical-data-for-futures-using-I-Brokers-package-tp3593480p3593480.html Sent from the Rmetrics mailing list archive at Nabble.com.