IB data for last contracts

[xiangfin]

Hi,

I am using IB's API to collect historical data for index futures like ES, HSI.

I notice I can only collect data for currently traded contract. Not the one just expired.

For example, I can only collect HSI's Dec. contract, not the Nov. contract. Is this true? Or I did something wrong.

Any body has stored data for HSI? I am willing to pay for Nov. contract's data.

Thanks.

 

[kiwi_trader]

You can download prior contracts.

However here's the contract.

Its actually a .7z compressed file because www.7-zip.org compresses text files a lot more than zips.

http://download.yousendit.com/E688D7CA2DA9B035

 

[nonlinear5]

Quote from xiangfin:

I am using IB's API to collect historical data for index futures like ES, HSI.

I notice I can only collect data for currently traded contract. Not the one just expired.

For example, I can only collect HSI's Dec. contract, not the Nov. contract. Is this true? Or I did something wrong.

To get the data for expired contract via the IB's API, you need to set contract.m_includeExpired to true.