[R-SIG-Finance] IBrokers - reqHistory results in missing random data

Kostas Evangelinos 20977 at gaffa.net
Sat May 28 17:18:33 CEST 2011

On Tue, May 24, 2011 at 10:59:35AM -0700, algotr8der wrote:
| I am told there is a bug on IB's end. I have asked for further detail. I will
| provide further information as I become aware.

You might want to try ibfetch - I use this to download historical and realtime
data from IB into csv files daily. I haven't seen issues like the ones you


$ ibfetch -i 20 -l 2 -s 20110402 -S '1 min' AUD.JPY ESc1


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