Has anyone been able to connect to the TWS API and download historical ASX Stock data? I get this error when I try to implement the reqHistoricalData function in Python Error: 1 162 Historical Market Data Service error message:No market data permissions for ASX STK Do I need to subscribe to the Australian ASX Total Depth of Book (L2) option on this page https://www.interactivebrokers.com/en/index.php?f=14193 or is the TWS API not capable of historical ASX data? Thank you for your help
If it's available in TWS then it's available from the API in 99% of cases. It's faster and much better to contact IB support for this.