I am trying to access ES data through the API but I keep getting errors. I found a site explaining the way to call futures through the API using the following format
Any idea how can I access the data? Thanks!
General Format: [underlying symbol]-[4 digit year 2 digit month]-[exchange]
Example: ES-200309-GLOBEX (mini S&P futures for September (09) 2003 on the Globex)
Note: ES is the underlying symbol for the S&P mini futures. If you do not receive data using this format, use format 2 shown below instead.
General Format: [futures symbol]-FUT-[exchange]
Example: ESU3-FUT-GLOBEX (mini S&P futures for September 2003 on the Globex)
Note: ES is the underlying symbol for the S&P mini futures. The letter U specifies the month of September. The number 3 specifies the year. The underlying symbols for futures can be looked up on the IB web site.
But none of those are working.Example: ES-200309-GLOBEX (mini S&P futures for September (09) 2003 on the Globex)
Note: ES is the underlying symbol for the S&P mini futures. If you do not receive data using this format, use format 2 shown below instead.
General Format: [futures symbol]-FUT-[exchange]
Example: ESU3-FUT-GLOBEX (mini S&P futures for September 2003 on the Globex)
Note: ES is the underlying symbol for the S&P mini futures. The letter U specifies the month of September. The number 3 specifies the year. The underlying symbols for futures can be looked up on the IB web site.
waiting for TWS reply on ESU6-FUT-GLOBEX ....failed.
Any idea how can I access the data? Thanks!