According to this: https://interactivebrokers.github.io/tws-api/historical_limitations.html I should be able to request 181 D of anything at the daily bar size. However, I seem to be paced. Here are the actual parameters (logged from ib_insync) Code: 2019-12-21 16:20:15,096 - 29576 - spartan.util.brokers.ib - INFO - Retrieving data from 2006-08-30 00:00:00 to 2019-12-21 16:20:14.497063 for #<Instrument id=1 code=AUDUSD type=InstrumentType.FOREX> 2019-12-21 16:20:15,096 - 29576 - spartan.util.brokers.ib - INFO - Requesting historical data: Forex('AUDUSD', conId=14433401, exchange='IDEALPRO', localSymbol='AUD.USD', tradingClass='AUD.USD') 181 D 1 day 2007-02-26 00:00:00 2019-12-21 16:20:15,096 - 29576 - ibapi.client - INFO - REQUEST reqHistoricalData {'reqId': 4, 'contract': Forex('AUDUSD', conId=14433401, exchange='IDEALPRO', localSymbol='AUD.USD', tradingClass='AUD.USD'), 'endDateTime': '20070226 00:00:00', 'durationStr': '181 D', 'barSizeSetting': '1 day', 'whatToShow': 'MIDPOINT', 'useRTH': 0, 'formatDate': 1, 'keepUpToDate': False, 'chartOptions': None} It is now 16:25 and the request is still pending. I am not requesting thousands of bars and only one client is currently connected. If I request a few days at a time, I have the same problem. Is there some magic pacing violation with these parameters I am unaware of?
No, because it downloads more recent hourly bars just fine :-/ However... after checking the script now. Looks like there could indeed have been some Saturday-isms involved.