Is anyone else experiencing problems pulling historical data past september of last year? I've had no problems pulling up to a calendar year of data in the past, but all of a sudden I'm getting errors when trying to pull more than 6 months. The errors I'm getting are either that the data doesn't exist (although I've confirmed it does thru their TWS), or some kind of "invalid step: 1" error. I've tried many different symbols. For example I am unable to pull 8/1/2011 data for AAPL, but changing the date to 9/1/2011 works.
If those are european dates (day/month/year) then you're hitting a saturday and sunday. You might be mixing up the two date formats? Other than that, i didn't download data recently from them so i can't say. I might give it a go later.
hmm i don't think that's the case. i use IB's format which is yyyymmdd, so 20110901 works but 20110801 does not (both weekdays). frustrating...