Skip to content

When asking for last x minute data during trading, one gets ingested data, not recent data #96

Open

Description

@peterfabakker

eg at 1pm ET, ask form the last 15 minutes of minute data of a ticker and you wont get it. You will get the last ingested data. Solution: when asking for minute data during the day, a portion should be queried directly from IB

reqHistoricalData(
tickerId,
contract,
(intdate.strftime('%Y%m%d %H:%M:%S') + ' GMT'),
(duration),
(barsize),
(what),
int(useRTH),
2 or 1 )

Activity

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

      Milestone

      No milestone

      Relationships

      None yet

      Development

      No branches or pull requests

      Issue actions