Problem
I am unable to fetch historical market data from ibkr.
My QuantRocket license is verified:
from quantrocket.license import get_license_profile
get_license_profile()
{'licensekey': '****........****',
'software_license': {'license_type': 'Individual Non-Professional',
'user_limit': 1,
'concurrent_install_limit': 2,
'account': {'account_limit': '***** USD',
'account_balance': '0.0 USD',
'account_balance_under_limit': True,
'account_balance_details': [{'Account': '*****',
'Currency': 'USD',
'NetLiquidation': *****,
'LastUpdated': '2023-07-20 15:55:23'}]}}}
On IBKR I have subscribed to market data using the steps in the QuantRocket docs.
When I collect history using:
from quantrocket.history import collect_history
collect_history(codes="ibkr-1d" , start_date="2023-01-01")
I see the error like below for all stocks in NYSE that I want to fetch in flightlog:
quantrocket-history-1|Issuing to ibg1 head timestamp request for PNM STK (sid FIBBG000BRDFF3)
quantrocket-flightlog-1|2023-07-20 17:27:41 quantrocket.history: WARNING [ibkr-1d] IBKR reports no market data subscription for PNC STK (sid FIBBG000BRD0D8), please enable subscription in IBKR Client Portal for the username associated with ibg1, see http://qrok.it/h/err/162/md for more help (error code 162: Historical Market Data Service error message:No market data permissions for NYSE STK. Requested market data requires additional subscription for API. See link in 'Market Data Connections' dialog for more details.)
I understand that this is an IBKR issue. I am looking for some guidance to resolve it on IBKR. I have an IBKR Pro account and see that market data is available to me for free. Do I have to subscribe to some specific market data? Or is there something else I am missing?