I have run into a new problem in regard to pulling the indexes from NASDAQ.
I have pulled the listings and created a universe:
# NASDAQ Indexes quantrocket master listings --exchange 'NASDAQ' --sec-types 'IND' quantrocket master get -e 'NASDAQ' -t 'IND' | quantrocket master universe 'nasdaq-ind' -f -
This gives me a universe with 235 securities
I’m then trying to pull the market data for each of them:
quantrocket history create-db 'nasdaq-ind-eod' --universes 'nasdaq-ind' --bar-size '1 day' --primary-exchange --bar-type 'TRADES' quantrocket history fetch 'nasdaq-ind-eod'
But for every single security I get the below message:
2018-07-25T07:16:16Z quantrocket.history [nasdaq-stk-bid-1min] IB error code 200 for EVFTC STK (conid 297998465): No security definition has been found for the request
I have used the same approach for NYSE and AMEX and it’s working. I suspect it’s in relation to the previous error with lag of permissions. I have deleted both universe and db, but it’s almost like some information is still lingering around giving me this error?