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Cannot download data despite the IB symbol is correct.
I want to download HSI data. (HSI is Hang Seng Index)
I followed the guide https://www.wrighters.io/how-to-get-historical-market-data-from-interactive-brokers-using-python/ to download the HSI Hang Seng index data using the following bash command script:
./download_bars.py --size "1 day" --security-type IND --max-days --exchange HKFE HSI
Yet, there is an error: No security definition has been found for the request . I want to know whether this ib-scripts project support downloading non-US data because all examples are US-related. Thank you!
The following is the full terminal result:
10:59:59,183 ibapi.client INFO sent startApi
10:59:59,183 ibapi.client INFO REQUEST startApi {}
10:59:59,183 ibapi.client INFO SENDING startApi b'\x00\x00\x00\x0871\x002\x000\x00\x00'
10:59:59,183 root INFO Connected
10:59:59,183 root INFO Waiting for thread to finish ...
10:59:59,186 ibapi.wrapper INFO ANSWER nextValidId {'orderId': 1}
10:59:59,186 root INFO nextValidId: 1
10:59:59,186 ibapi.client INFO REQUEST reqContractDetails {'reqId': 1, 'contract': 2416213105680: 0,HSI,IND,,0.0,,,HKFE,,USD,,,False,,combo:}
10:59:59,187 ibapi.client INFO SENDING reqContractDetails b"\x00\x00\x00'9\x008\x001\x000\x00HSI\x00IND\x00\x000.0\x00\x00\x00HKFE\x00\x00USD\x00\x00\x000\x00\x00\x00"
10:59:59,187 ibapi.wrapper INFO ANSWER error {'reqId': -1, 'errorCode': 2104, 'errorString': 'Market data farm connection is OK:usfarm'}
10:59:59,187 ibapi.wrapper ERROR ERROR -1 2104 Market data farm connection is OK:usfarm
10:59:59,187 ibapi.wrapper INFO ANSWER error {'reqId': -1, 'errorCode': 2106, 'errorString': 'HMDS data farm connection is OK:euhmds'}
10:59:59,187 ibapi.wrapper ERROR ERROR -1 2106 HMDS data farm connection is OK:euhmds
10:59:59,187 ibapi.wrapper INFO ANSWER error {'reqId': -1, 'errorCode': 2106, 'errorString': 'HMDS data farm connection is OK:hkhmds'}
10:59:59,188 ibapi.wrapper ERROR ERROR -1 2106 HMDS data farm connection is OK:hkhmds
10:59:59,188 ibapi.wrapper INFO ANSWER managedAccounts {'accountsList': 'U7079876'}
10:59:59,188 ibapi.wrapper INFO ANSWER error {'reqId': -1, 'errorCode': 2106, 'errorString': 'HMDS data farm connection is OK:fundfarm'}
10:59:59,188 ibapi.wrapper ERROR ERROR -1 2106 HMDS data farm connection is OK:fundfarm
10:59:59,189 ibapi.wrapper INFO ANSWER error {'reqId': -1, 'errorCode': 2106, 'errorString': 'HMDS data farm connection is OK:ushmds'}
10:59:59,189 ibapi.wrapper ERROR ERROR -1 2106 HMDS data farm connection is OK:ushmds
10:59:59,189 ibapi.wrapper INFO ANSWER error {'reqId': -1, 'errorCode': 2158, 'errorString': 'Sec-def data farm connection is OK:secdefil'}
10:59:59,189 ibapi.wrapper ERROR ERROR -1 2158 Sec-def data farm connection is OK:secdefil
10:59:59,560 ibapi.wrapper INFO ANSWER error {'reqId': 1, 'errorCode': 200, 'errorString': 'No security definition has been found for the request'}
10:59:59,560 ibapi.wrapper ERROR ERROR 1 200 No security definition has been found for the request
10:59:59,560 root ERROR Error. Id: 1 Code 200 Msg: No security definition has been found for the request
10:59:59,561 root ERROR The security doesn't exist, check your parameters
10:59:59,561 root INFO Sending code 0
10:59:59,562 root INFO Received code 0
10:59:59,562 ibapi.client INFO disconnecting
10:59:59,562 ibapi.wrapper INFO ANSWER connectionClosed {}