Interactive Brokers: BEST queries are not supported for this contract

chvid · Jan 21, 2008

I have all of a sudden started getting this error message thru the EWrapper interface from Interactive Brokers:

162 - Historical Market Data Service error message: BEST queries are not supported for this contract

When I query for historical data for the streetTRACKS Gold Trust (ETF) - symbol GLD.

My code goes something like:

Code:

EClientSocket client ...;

Contract contract = new Contract(
  0, "GLD", "STK", null,
  0, null, null,
  "SMART", null, null,
  new Vector(), "SUPERSOES", false
);

client.reqHistoricalData(
  id, contract, new SimpleDateFormat("yyyyMMdd HH:ss:mm").format(new Date()), "5 D", "1 hour", "TRADES", 0, 1
);

This used to work and still works for symbols such as SLV or SPY - but for GLD it stopped some weeks ago.

Any idea why?

Interactive Brokers: BEST queries are not supported for this contract

chvid