Get es futures historical data

[michael12987]

Hi, trying to get es contract historical data with no success. This is what i tried:

`contract = Future('ES','20230115','CME')

data = ib.reqHistoricalData(
        contract,
        endDateTime='',
        durationStr='1 Y',
        barSizeSetting='1 day',
        whatToShow='TRADES')
`

I'm not sure what am i doint wrong as i keep getting errors such as :
: No security definition has been found for the request, contract: Future(symbol='ES', lastTradeDateOrContractMonth='20230115', exchange='CME')

Thanks!

[jlixfeld]

from ib_insync import IB, Forex, util, Future

util.startLoop()
ib = IB()
ib.connect(clientId=69)
contract = Future('ES','20230115','CME')
ib.qualifyContracts(contract)

Error 200, reqId 163: No security definition has been found for the request, contract: Future(symbol='ES', lastTradeDateOrContractMonth='20230115', exchange='CME')
Unknown contract: Future(symbol='ES', lastTradeDateOrContractMonth='20230115', exchange='CME')

So your contract definition is incorrect.

[August1328]

Since I was looking into using ib_insnyc with Futures in the last days, a comment: The historical data simply is not available, it is removed by IBKR once the options expire.

You can try for yourself:

contract = Future('ES','202301','CME') or contract = Future('ES','202302','CME') does result in this error.

contract = Future('ES','202303','CME') or including the correct day contract = Future('ES','20230317','CME') works.

See also a similar answer on Stackoverflow https://stackoverflow.com/questions/56819763/no-security-definition-has-been-found-for-the-request-future-option-python
Or directly from IBKR about Unavailable Historical Data https://interactivebrokers.github.io/tws-api/historical_limitations.html#non-available_hd