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

[Kostas Evangelinos]

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
describe.

http://www.gaffa.net/stuff/ibfetch-0.2.tar.gz

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

Kostas