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:
tws.reqHistoricalDataEx(orderid, contract, dtZ, '7200 S', '5 secs', 'TRADES', 1, 1)
Has anyone experienced the same? Can anyone suggest a another data source where I can download 5s historical data when IB's twsapi fails?
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:
tws.reqHistoricalDataEx(orderid, contract, dtZ, '7200 S', '5 secs', 'TRADES', 1, 1)
Has anyone experienced the same? Can anyone suggest a another data source where I can download 5s historical data when IB's twsapi fails?