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 _______________________________________________ [email protected] 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.
