download Dow Ind Avg from IBrokers API

Squished_bunny

Newbie
2 0
Hi,
I've been using a java open source project (IBDownloader) to succesfully download historical prices for Forex from InteractiveBrokers.

https://github.com/mattrobust/IBDownloadHistoricalData

I modified the program to download the Dow Jones Industrial Avg (INDU @ NYSE), however the calls to the API appear to hang (ie. no response after 2min). Normally the IB API errors if I incorrectly call it, but it's not even doing that.
Can someone please check what I'm doing below and let me know if I'm doing something wrong?


Code:
// create a contract
mExchange = "NYSE"
mBaseCurrency = "USD"
mSymbol = "INDU"

mContract =  new Contract(0, mSymbol, "IND", "",
                0, "", "",
                mExchange, mBaseCurrency, "", "",
                new Vector<ComboLeg>(), mExchange, false,
                "", "");

mRequestField = "MIDPOINT"

// make the call to fetch the data
mClient.reqHistoricalData( 0, mContract,
                requestDateTimeStr, "1 D", //request in 1 day blocks
                "1 min", mRequestField,
                1, 1, null);

The client log for the IB Gateway then looks like this...


15:24:06:076 <- 20-6-0-0-INDU-IND--0.0---NYSE-NYSE-USD---0-20151106 12:00:00-1 min-1 D-1-MIDPOINT-1--
15:24:06:069 -> 4-2--1-2119-Market data farm is connecting:usfarm.us-
15:24:07:336 -> 4-2--1-2104-Market data farm connection is OK:usfarm.us-
 
 
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