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 = '';
contract.strike = 0;
contract.right = '';
contract.multiplier = '';
contract.exchange = 'GLOBEX';
contract.currency = 'USD';
contract.localSymbol = '';
contract.primaryExch = '';
contract.includeExpired = 0;
contract.comboLegsDescrip
contract.comboLegs = '';
contract.conId = orderid;
Does anyone have experience querying ES index historical data from IB twsapi?
I use the following contract definition:
contract = tws.createContract();
contract.symbol = 'ES';
contract.secType = 'IND';
contract.expiry = '';
contract.strike = 0;
contract.right = '';
contract.multiplier = '';
contract.exchange = 'GLOBEX';
contract.currency = 'USD';
contract.localSymbol = '';
contract.primaryExch = '';
contract.includeExpired = 0;
contract.comboLegsDescrip
contract.comboLegs = '';
contract.conId = orderid;
Does anyone have experience querying ES index historical data from IB twsapi?