[R-SIG-Finance] problem with getting Historical data for futures using I Brokers package

[Gautam Garg]

Hi ,
I am trying to get historical data for futures using I brokers package. I am
able to do so with the expiry dates which are yet to come but not for the
dates that have passed.

Below is my code :

 >     t<-twsFUT(symbol="III",exch="NSE",expiry="201106",currency="INR")
 >    abb <- reqHistoricalData(tws,t ,file="III.csv" ,bar="1 day", dur="5
D")
waiting for TWS reply on III .... done.


but if the write the code below:
>       t<-twsFUT(symbol="III",exch="NSE",expiry="201105",currency="INR")
>       abb <- reqHistoricalData(tws,t ,file="LT.csv" ,bar="1 day", dur="5
> D")
TWS Message: 2 -1 2107 HMDS data farm connection is inactive but should be
available upon demand.hkhmds2
waiting for TWS reply on III ....failed.
Warning message:
In errorHandler(con, verbose, OK = c(165, 300, 366, 2104, 2106,  :
  No security definition has been found for the request




What is that I am missing?
Thanks in advance
Gautam Garg 

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