does anyone know how to get historical Forex data?

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Cpt Caveman

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May 17, 2011, 9:51:27 PM5/17/11
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Does anyone know how to get historical Forex data, 
I have had no problem get data for equities, but Forex is a problem it simply does not work.  
When I replace 
contractTuple = ('INTC', 'STK', 'SMART', 'USD', '', 0.0, '')
with
contractTuple = ('EUR', 'CASH', 'IDEALPRO', 'USD', '', 0.0, '')
I get an error saying: 
errorCode=162, errorMsg=Historical Market Data Service error message:No historical market data for EUR/CASH@IDEALPRO Last 60
I noticed in other posts that other people could not get this to work as well. 

Under the global tab here:
http://www.interactivebrokers.com/en/p.php?f=marketData
it says that this is enabled when you are approved for forex trading.  I have not done that yet. 
Is anyone able to get historical data for forex?  

Johan Hermansson

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May 18, 2011, 12:16:02 PM5/18/11
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On Wed, May 18, 2011 at 3:51 AM, Cpt Caveman <peter.b.h...@gmail.com> wrote:
When I replace 
contractTuple = ('INTC', 'STK', 'SMART', 'USD', '', 0.0, '')
with
contractTuple = ('EUR', 'CASH', 'IDEALPRO', 'USD', '', 0.0, '')
I get an error saying: 
errorCode=162, errorMsg=Historical Market Data Service error message:No historical market data for EUR/CASH@IDEALPRO Last 60
I noticed in other posts that other people could not get this to work as well. 


Don't forget that there's no historical data for TRADES. You'll have to request MIDPOINT data. (Or BID/ASK if you prefer that...)

/Johan

--
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alan longley

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May 18, 2011, 5:56:04 PM5/18/11
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this swiss broker has good forex data on its webste - not real time though.
http://www.dukascopy.com/

On Wednesday, May 18, 2011, Johan Hermansson <johan.he...@gmail.com> wrote:
> On Wed, May 18, 2011 at 3:51 AM, Cpt Caveman <peter.b.h...@gmail.com> wrote:
>
>
> When I replace contractTuple = ('INTC', 'STK', 'SMART', 'USD', '', 0.0, '')
> with
>
> contractTuple = ('EUR', 'CASH', 'IDEALPRO', 'USD', '', 0.0, '')I get an error saying:

>
> errorCode=162, errorMsg=Historical Market Data Service error message:No historical market data for EUR/CASH@IDEALPRO Last 60
> I noticed in other posts that other people could not get this to work as well.
>
>
>
> Don't forget that there's no historical data for TRADES. You'll have to request MIDPOINT data. (Or BID/ASK if you prefer that...)
>
> /Johan
>
> --
> 6accdæ13eff7i319n4o4qrr4s8t12ux
>
>
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Cpt Caveman

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May 18, 2011, 7:54:47 PM5/18/11
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Thank you Johan,
changing whatToShow to 'MIDPOINT' worked!!!!

Next time you are in Northern California I will buy you a beer.  If you do not drink beer you can watch me drink two.  
Cpt

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