Thanks so much!
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Latest posts made by jstin
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Gaps in historical minute data
I'm seeing what appears to be gaps when requesting historical data. Notice how it jumps from 2017-04-11 T23:59:00 to 2017-04-12 T18:00:00. I'm getting this across multiple weekdays. Any help with what I am missing would be appreciated.
python ibtest.py --port 4002 --clientId 555 --data0 CL-201705-NYMEX --timeframe Minutes --compression 1 --fromdate 2017-04-10 --historical
Data0, 0717, 736431.163889, 2017-04-11T23:56:00.000000, 53.56, 53.56, 53.55, 53.55, 12, 0, 53.552 Data0, 0718, 736431.164583, 2017-04-11T23:57:00.000000, 53.55, 53.55, 53.54, 53.54, 30, 0, 53.55 Data0, 0719, 736431.165278, 2017-04-11T23:58:00.000000, 53.54, 53.55, 53.54, 53.55, 28, 0, 53.548 Data0, 0720, 736431.165972, 2017-04-11T23:59:00.000000, 53.55, 53.56, 53.55, 53.56, 4, 0, 53.55 Data0, 0721, 736431.916667, 2017-04-12T18:00:00.000000, 52.85, 52.9, 52.82, 52.87, 255, 0, 53.414 Data0, 0722, 736431.917361, 2017-04-12T18:01:00.000000, 52.87, 52.89, 52.87, 52.89, 35, 0, 53.282 Data0, 0723, 736431.918056, 2017-04-12T18:02:00.000000, 52.89, 52.91, 52.88, 52.91, 70, 0, 53.156 Data0, 0724, 736431.91875, 2017-04-12T18:03:00.000000, 52.9, 52.91, 52.9, 52.9, 79, 0, 53.026 Data0, 0725, 736431.919444, 2017-04-12T18:04:00.000000, 52.89, 52.9, 52.88, 52.89, 34, 0, 52.892