Interactive Brokers: BEST queries are not supported for this contract

Discussion in 'Automated Trading' started by chvid, Jan 21, 2008.

  1. chvid

    chvid

    I have all of a sudden started getting this error message thru the EWrapper interface from Interactive Brokers:

    162 - Historical Market Data Service error message: BEST queries are not supported for this contract

    When I query for historical data for the streetTRACKS Gold Trust (ETF) - symbol GLD.

    My code goes something like:

    Code:
    EClientSocket client ...;

Contract contract = new Contract(
  0, "GLD", "STK", null,
  0, null, null,
  "SMART", null, null,
  new Vector(), "SUPERSOES", false
);

client.reqHistoricalData(
  id, contract, new SimpleDateFormat("yyyyMMdd HH:ss:mm").format(new Date()), "5 D", "1 hour", "TRADES", 0, 1
);
    This used to work and still works for symbols such as SLV or SPY - but for GLD it stopped some weeks ago.

    Any idea why?
     
    #1     Jan 21, 2008
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