Failed to query for ES index historical data

Discussion in 'Data Sets and Feeds' started by aa33902, Oct 21, 2009.

  1. aa33902

    aa33902

    I am able to receive from IB twsapi ES future as well as INDU index historical data but can not obtain ES index historical data.
    I use the following contract definition:
    contract = tws.createContract();
    contract.symbol = 'ES';
    contract.secType = 'IND';
    contract.expiry = '';
    contract.strike = 0;
    contract.right = '';
    contract.multiplier = '';
    contract.exchange = 'GLOBEX';
    contract.currency = 'USD';
    contract.localSymbol = '';
    contract.primaryExch = '';
    contract.includeExpired = 0;
    contract.comboLegsDescrip
    contract.comboLegs = '';
    contract.conId = orderid;
    Does anyone have experience querying ES index historical data from IB twsapi?
     
  2. rosy2

    rosy2

    its probably SPX, not ES
     
  3. If you want ES futures data, you need to specify:

    contract.secType = 'FUT';