errorMessage=Warning: XT product is trading on the basis other than currency price

Hi



I'm trying to get the prices for this fixed interest future.  When I run this code I get the erroe message i the subject line:


-- coding: utf-8 --



# Introduction to request_historical_data. YouTube tutorial https://youtu.be/7jmHRVsRcI0
# Request historical data of other than U.S. equities and handle 'No data permission' and 'No security definition'. YouTube tutorial https://youtu.be/iiRierq6sTU
# Request historical data of FOREX, provided by Interactive Brokers for free. YouTube tutorial https://youtu.be/7jmHRVsRcI0
# If you need help on coding, please consider our well known Rent-a-Coder service. https://ibridgepy.com/rent_a_coder/


def initialize(context):
   context.security = superSymbol(secType='FUT', symbol='XT', currency='AUD', exchange='SNFE', primaryExchange='SNFE', multiplier='10000', expiry='20200915')
    
   

def handle_data(context, data):
    # Method 1: IBridgePy function request_historical_data(str_security, barSize, goBack)
    # Users have more controls on this function.
    # http://www.ibridgepy.com/ibridgepy-documentation/#request_historical_data
    print ('Historical Data of %s' % (str(context.security, ),))
    hist = request_historical_data(context.security, '1 day', '5 D')
    print(hist)
    print(hist.iloc[-1]['close'])
    end()

I have tried all sort of parameters but when I use different ones I get a symbol not found error.

Can anyone tell me what the 'magic words' are?

Incidentally, can anyone tell me what the continuose future parameters would be?

Thanks. 
 

I would suggest getting in touch with either IBridgePy or the IB API team. You can contact IB API Team at api@ibkr.com.



I don't think there is any such parameter for continuous futures da
ta in IBridgePy.

Thanks