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Post From: Error retrieving intraday futures historical data through DTC

[2021-09-22 08:22:19]
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abuqutaita - Posts: 12
I'm unable to download historical intraday data for futures, although the same code seems to work for daily futures data and also stock data (intraday and daily both). Here's a few things I've tried:

1. Symbol=ESZ20-CME, RecordInterval=60
Sent:
header=b'\x13\x00 \x03', message=b'\x08\x01\x12\tESZ20-CME <'

Received:

RequestID: 1
RejectText: "Request is not authorized."
RejectReasonCode: HPDR_GENERAL_REJECT_ERROR
Note: same behavior if I set RecordInterval to 86400.


2. Symbol=ESZ20, Exchange=CME, RecordInterval=86400
Sent:
header=b'\x15\x00 \x03', message=b'\x08\x01\x12\tESZ20-CME \x80\xa3\x05'

Received:

MessageText: "Data is being downloaded from a remote source. Download will start when this is done."
Note: this example actually works and I get a HISTORICAL_PRICE_DATA_RESPONSE_HEADER, even though the documentation (Data and Trading Communications (DTC) Protocol Server: Server Usage) says to not use Exchange.


3. Symbol=SPY, RecordInterval=60
Sent:
header=b'\x0f\x00 \x03', message=b'\x08\x01\x12\x03SPY <8\x07'

Received:

MessageText: "Data is being downloaded from a remote source. Download will start when this is done."
Note: this example also works and I get a HISTORICAL_PRICE_DATA_RESPONSE_HEADER.


Please advise, thanks!
Date Time Of Last Edit: 2021-09-22 17:21:22