I'm trying to ingest futures data from Interactive Brokers for Australian Dollar Futures which has a three letter root symbol of AUD, and it's causing the following error when I try to ingest into a Zipline bundle:
sqlite3.IntegrityError: UNIQUE constraint failed: futures_root_symbols.root_symbol
Ingesting futures data with two character root symbols works fine.
The two character root symbol for Australian Dollar Futures is AD, but this does not return any results when querying the master database:
quantrocket master get --sec-type FUT --symbols AD
msg: No securities match the query parameters
status: error
This affects all currency futures from Interactive Brokers as well as VIX and NKD (Dollar Denominated Nikkei 225 Index).
Please advise on how I can ingest historical data for these securities.
David