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Hi
Am wondering if anyone else is getting this problem.
Just recently in the last week I have been unable to backfill any
futures data for longer than a day or two and am getting errors like
this
HR 13:42:51:729 JTS-CCPDispatcher-17: Generating request for 2:
CLF9@xxxxx
HR 13:42:51:729 JTS-CCPDispatcher-17: HMDS Query attempt occurring
HR 13:42:51:730 JTS-CCPDispatcher-17: Getting hmds route with
exchange=NYMEX secType=FUT currency=USD
HR 13:42:51:730 JTS-CCPDispatcher-17: Error: could not found route
table entry for key exch=NYMEX secType=FUT currency=USD
bookType=ConAdj group=-1
HR 13:42:51:730 JTS-CCPDispatcher-17: No routes were found for:
SecType: FUT, Exchange: NYMEX
HR 13:42:51:730 JTS-CCPDispatcher-17: No historical market data is
available for the exchange 'NYMEX' and the security type 'Futures'
In the above example I am trying to backfill Light Sweet Crude Oil
Dec 2008 and I already have several month's of data, but now I have a
big gap between the end of September and today (17 Oct). It has
backfilled the last 24 hours but not any more.
Has anyone else had this problem? I have noticed it with other
futures too, e.g. gold, silver, natural gas.
Stock backfills seem to have been ok in general so far.
Does anyone know if IB have changed anything recently? My market data
permissions have been exactly the same for months.
Thanks for any suggestions/
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