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vicirek

Registered: Dec 2011
Posts: 345

08-19-12 11:36 PM

Also check your error message event queue. The request is for historicalbars and such request has limitations. In general no more requests than 1 per 10 seconds and no more than 2000 bars per request. Data base goes back one year or 6 months for bars less than 1 min. Otherwise you get error - most common is pacing violation. Limits are posted on their web and they change occasionally - latest was 6 month limit for less than 1 min bar. If IB sends you an error for your query then you will not get any data.

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vicirek

Registered: Dec 2011
Posts: 345

08-19-12 11:53 PM

Quote from bluematrix:

throw new NotImplementedException();
}

You already implemented it so this might also be an issue. By the way how do you connect to IB with c#? Is this activex?

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2rosy

Registered: May 2012
Posts: 335

08-21-12 12:14 AM

i use python but you need to specify the bar size in the request. then the data comes back in the call back ... historicalData()

self.connection.reqHistoricalData(
tickerId = cid,
contract=contract,
endDateTime=endtime,
durationStr='10 D',
barSizeSetting='15 mins',
whatToShow='MIDPOINT',
useRTH=1,
formatDate=1)

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