Recent content by aa33902

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    Errors when query historical data (twsapi)

    I experienced the following error when querying historical data today for HSI and ES when they were all successfully called yesterday: For 2009.11.24 HSI daily data: Error message: Historical Market Data Service error message:No data of type EODChart is available for the exchange 'HKFE' and...
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    Erroneous real time bar data from IB server

    I experienced (within this week) several times receiving erroneous price data and several times receiving wrong volume data from realTimeBar event. However the historicalData event gives more smooth and accurate (I supposed) data. My charting program may give wrong signals with these troubled...
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    The meaning of barCount in SPX historical data

    What is the meaning of column barCount of SPX index historical data retrieved from IB server?
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    Failed to query for ES index historical data

    I am able to receive from IB twsapi ES future as well as INDU index historical data but can not obtain ES index historical data. I use the following contract definition: contract = tws.createContract(); contract.symbol = 'ES'; contract.secType = 'IND'; contract.expiry = ''...
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    Historical Market Data Service error

    The server side has no problem. My local machine time is altered by one bugged program, so the server query return no data. Nevertheless, I will be glad if anyone suggests me an alternative data source (other than IB) that can provides 5s historical and real time data. My charting program are...
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    Historical Market Data Service error

    I got the following error many times today when I wanted to download 5s ES historical data: Historical Market Data Service error message:HMDS query returned no data: ESZ9@GLOBEX Trades It was no problem to download 1m and 15m ES historical data. I use the following ActiveX method...
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    programmer needed

    I have several years' experience developing trading systems/strategies. Would like to cooperate with you. I am in China / Hong Kong. My email address: aa33902@163.com.
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