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

[Enrico Schumann]

try adding "include_expired = '1'" to the contract definition; see
?twsContract

regards, enrico

> -----Ursprüngliche Nachricht-----
> Von: r-sig-finance-bounces at r-project.org 
> [mailto:r-sig-finance-bounces at r-project.org] Im Auftrag von 
> Gautam Garg
> Gesendet: Montag, 13. Juni 2011 11:53
> An: r-sig-finance at r-project.org
> Betreff: [R-SIG-Finance] problem with getting Historical data 
> for futures using I Brokers package
> 
> 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 
> 
> --
> View this message in context: 
> http://r.789695.n4.nabble.com/problem-with-getting-Historical-
> data-for-futures-using-I-Brokers-package-tp3593480p3593480.html
> Sent from the Rmetrics mailing list archive at Nabble.com.
> 
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list 
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R 
> questions should go.