QuantRocket

IB error code 200 for ZVSPY IND (conid 86792798): No security definition has been found for the request

error-messages

#1

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?


#2

One of the wrinkles of the IB API is that sometimes the exchange NASDAQ has to be specified as “NASDAQ” and sometimes as “ISLAND”. Historical data for NASDAQ stocks requires “ISLAND” and this is also how it’s being sent for IND but for IND it should actually be “NASDAQ”. There will be a fix sometime next week.


#3

This will be fixed in the next numbered release and is fixed now in quantrocket/history:latest


#4

Thanks I have updated to the latest image now. I will report back when I have tried to pull the data again.


#5

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