盈透证券：无法获取外汇历史数据

Question

I am trying IB very the first time. I am trying to fetch historical data of $EUR but I am getting an error:

Error 162, reqId 3: Historical Market Data Service error message:No historical market data for EUR/CASH@FXSUBPIP Last 1800, contract: Contract(secType='CASH', symbol='EUR', exchange='IDEALPRO', currency='USD')

Below is my code:

import datetime

from ib_insync import *

if __name__ == '__main__':
    ib = IB()
    r = ib.connect('127.0.0.1', port=7497, clientId=1)
    contract = Contract()
    contract.symbol = "EUR"
    contract.secType = "CASH"
    contract.currency = "USD"
    contract.exchange = "IDEALPRO"

    data = ib.reqHistoricalData(
        contract=contract,
        endDateTime='',
        durationStr='100 D',
        barSizeSetting='30 mins',
        useRTH=True,
        whatToShow='ADJUSTED_LAST'
    )

Answer 1

https://interactivebrokers.github.io/tws-api/historical_bars.html#available_products_hd

You can see that whatToShow='ADJUSTED_LAST' needs to be something available for forex like MIDPOINT . Obviously there are no dividends to adjust for.

Also, there is no real forex exchange and comprehensive data, all you get is what is happening at IB.