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Date/Time: Fri, 26 Apr 2024 21:36:28 +0000



Post From: Intra-day data missing and failed to redownload

[2022-11-24 23:13:16]
User584084 - Posts: 235
1) The message log says you are trying to download IB intraday data for symbols: ES-202212-GLOBEX & NQ-202212-GLOBEX. The IB symbol settings have changed. The GLOBEX exchange in the symbol name has been replaced by CME. So the new symbols would be ES-202212-CME & NQ-202212-CME.

2) You are also getting the following message log error trying to download intraday data: Message from IB: Error validating request.-'bS' : cause - Historical data query end date/time string [20221124-13:25:51] is invalid. Format is 'YYYYMMDD{SPACE}hh:mm:ss[{SPACE}TMZ]'. IB Error Code: 321. Request ID: 213996. | 2022-11-24 07:15:51.976

This error code is because you are not running the stable IB TWS Latest Version 10.20.1c. Download the stable IB TWS Latest Version 10.20.1c from the IB website:

https://www.interactivebrokers.com/en/index.php?f=14099#tws-software

3) You need to be on packages 10, 11 (required for TPO & Number Bars) or 12 (MBO Market by Order data). Not sure which package you need.

4) The symbols below are expired but you have charts which are trying to download data for them:

Symbol Error - CL-202208-NYMEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2022-11-24 06:32:22.229
Symbol Error - NQ-202209-GLOBEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2022-11-24 06:32:22.230
Symbol Error - ES-202209-GLOBEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2022-11-24 06:32:22.230
Symbol Error - NQ-202209-GLOBEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2022-11-24 06:32:22.230
Symbol Error - ES-202209-GLOBEX is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2022-11-24 06:32:22.243
Date Time Of Last Edit: 2022-11-24 23:57:54