QuantRocket

Error fetching price data: Requested market data is not subscribed


#1

I followed all the steps in the tutorial “Getting Started with Equities, Part 1: Fetching Data”.
I subscribed in Quantrocket the exchange AMEX and I also have a paid market data subscription in IB (see screenshot).

Nevertheless when I start download the historical price data, I get the error message below. Maybe do I need another subscription in IB? I checked also the sqllite db file and it’s empy (only schema, no data entries).

2018-02-17 20:33:03 quantrocket.history: WARNING ibg1 client 3015 got IB error code 354: Requested market data is not subscribed.
2018-02-17 20:33:04 quantrocket.history: WARNING [demo-stocks-1d] ibg1 got IB error code 162 for historical data request for 1 Y of 1 day TRADES for BDL STK (conid 753962) ending 20020218 04:59:59 GMT: Historical Market Data Service error message:No market data permissions for AMEX STK

Thanks in advance!
Costantino


#2

That error refers to IB permissions. There’s a Market Data Assistant tool in Account Management that can help pinpoint the exact subscriptions required for a given security.

https://interactivebrokers.github.io/tws-api/market_data.html#market_subscriptions


#3

Thanks for the links, it contains the explanation for my problem:

Market data subscriptions are done at a TWS user name level, not per account. This implies that live market data subscriptions need to be purchased per every live TWS user.

As I use for the Quantrocket login a separate username, I needed also a separate subscription. Now it works.