[R-SIG-Finance] IBrokers - reqHistory results in missing random data
algotr8der
algotr8der at gmail.com
Thu May 19 21:15:12 CEST 2011
I must have spoken too soon. Here is what I have discovered.
1) the time issue is not present when you use TswDde, however it is present
when you use TswActiveX. The first 1 minute intraday bar occurs at 09:30:00
and the last bar at 15:59:00 when you export historical data using
tswActiveX. The same does not occur when you use TswDde.
2) the missing data issue occurs with both TswDde and TswActiveX.
I haven't been able to use the distributed Java API client yet because I've
had technical issues which I am trying to sort out at the moment.
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