I am trying to access ES data through the API but I keep getting errors. I found a site explaining the way to call futures through the API using the following format General Format: [underlying symbol]-[4 digit year 2 digit month]-[exchange] Example: ES-200309-GLOBEX (mini S&P futures for September (09) 2003 on the Globex) Note: ES is the underlying symbol for the S&P mini futures. If you do not receive data using this format, use format 2 shown below instead. General Format: [futures symbol]-FUT-[exchange] Example: ESU3-FUT-GLOBEX (mini S&P futures for September 2003 on the Globex) Note: ES is the underlying symbol for the S&P mini futures. The letter U specifies the month of September. The number 3 specifies the year. The underlying symbols for futures can be looked up on the IB web site. But none of those are working. waiting for TWS reply on ESU6-FUT-GLOBEX ....failed. Any idea how can I access the data? Thanks!
Is it because the market is closed and no new data is coming in? Fwiw, I tried out the API through excel the other day and had an issue with getting error messages on the symbols. If I cut and pasted the same data to the next line on the market depth tab it worked fine. A bit quirky.
The thing is that when I try it with stocks it works. My guess is that there is some special way to format futures which I am not aware of.
Did you use the first or second format you listed? Excel is of course different but what I used most closely resembled the first. I had to enter USD also. Idk. I'm sure it's different. Somebody im sure will be able to help.
Yes I did try with ES-201511-GLOBEX and ESU6-FUT-GLOBEX both returned "failed". With excel where you able to retrieve ES values? Thanks
I didn't try ES, but I tried ZS,ZC, and one or two others without any issues for market depth (apart from having to copy and paste the line to another for some odd reason).
The strange part is that when I use ES only as the symbol it will work, but the values are not corresponding to the ES future so I am guessing it is bringing back some other stock or something. I will keep searching, thanks a lot!