IB API - Historical Data Problems

Discussion in 'Programming' started by acturater, Feb 25, 2012.

  1. acturater


    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.
  2. 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.
  3. acturater


    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...