IB data for last contracts

Discussion in 'Data Sets and Feeds' started by xiangfin, Dec 3, 2007.

  1. xiangfin



    I am using IB's API to collect historical data for index futures like ES, HSI.

    I notice I can only collect data for currently traded contract. Not the one just expired.

    For example, I can only collect HSI's Dec. contract, not the Nov. contract. Is this true? Or I did something wrong.

    Any body has stored data for HSI? I am willing to pay for Nov. contract's data.

  2. To get the data for expired contract via the IB's API, you need to set contract.m_includeExpired to true.