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Here are some logs about ts_init values with weekly bar:
2025-02-24 at 23:42:32 | INFO | Date ranges for weekly in America/New_York: [(datetime.datetime(2023, 1, 1, 0, 0, tzinfo=<DstTzInfo 'America/New_York' LMT-1 day, 19:04:00 STD>), datetime.datetime(2023, 12, 31, 23, 59, 59, tzinfo=<DstTzInfo 'America/New_York' LMT-1 day, 19:04:00 STD>))]
ESC[1m2025-02-25T07:42:32.417049000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Requesting historical bars: SPY.ARCA-1-WEEK-MID-EXTERNAL ending on '2024-01-01 04:59:59+00:00' with duration '364 D'ESC[0m
ESC[1m2025-02-25T07:42:32.641841000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Number of bars retrieved in batch: 76ESC[0m
ESC[1m2025-02-25T07:42:32.641853000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: Total number of bars in data: 76ESC[0m
ESC[1m2025-02-25T07:42:32.641885000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Requesting historical bars: SPY.ARCA-1-WEEK-MID-EXTERNAL ending on '2023-01-02 04:59:59+00:00' with duration '86399 S'ESC[0m
ESC[1m2025-02-25T07:42:32.789981000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Number of bars retrieved in batch: 1ESC[0m
ESC[1m2025-02-25T07:42:32.789995000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: Total number of bars in data: 77ESC[0m
2025-02-24 at 23:42:32 | DEBUG | Raw ts_init for weekly: First: 20825522000000000, Last: 20836029000000000
First: 20825522000000000, Last: 20836029000000000 are translated to the following UTC datetime, which is not expected
2025-02-24 at 23:42:32 | INFO | Data for weekly: First ts_init: 1970-08-29 20:52:02-04:00, Last ts_init: 1970-08-29 23:47:09-04:00
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I tried to follow code example https://github.com/nautechsystems/nautilus_trader/blob/master/examples/live/interactive_brokers/historical_download.py and get Monthly and Weekly bar for a stock, but found two issues:
Here are some logs about ts_init values with weekly bar:
2025-02-24 at 23:42:32 | INFO | Date ranges for weekly in America/New_York: [(datetime.datetime(2023, 1, 1, 0, 0, tzinfo=<DstTzInfo 'America/New_York' LMT-1 day, 19:04:00 STD>), datetime.datetime(2023, 12, 31, 23, 59, 59, tzinfo=<DstTzInfo 'America/New_York' LMT-1 day, 19:04:00 STD>))]
ESC[1m2025-02-25T07:42:32.417049000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Requesting historical bars: SPY.ARCA-1-WEEK-MID-EXTERNAL ending on '2024-01-01 04:59:59+00:00' with duration '364 D'ESC[0m
ESC[1m2025-02-25T07:42:32.641841000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Number of bars retrieved in batch: 76ESC[0m
ESC[1m2025-02-25T07:42:32.641853000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: Total number of bars in data: 76ESC[0m
ESC[1m2025-02-25T07:42:32.641885000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Requesting historical bars: SPY.ARCA-1-WEEK-MID-EXTERNAL ending on '2023-01-02 04:59:59+00:00' with duration '86399 S'ESC[0m
ESC[1m2025-02-25T07:42:32.789981000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: SPY.ARCA: Number of bars retrieved in batch: 1ESC[0m
ESC[1m2025-02-25T07:42:32.789995000ZESC[0m [INFO] TRADER-000.HistoricInteractiveBrokersClient: Total number of bars in data: 77ESC[0m
2025-02-24 at 23:42:32 | DEBUG | Raw ts_init for weekly: First: 20825522000000000, Last: 20836029000000000
First: 20825522000000000, Last: 20836029000000000 are translated to the following UTC datetime, which is not expected
2025-02-24 at 23:42:32 | INFO | Data for weekly: First ts_init: 1970-08-29 20:52:02-04:00, Last ts_init: 1970-08-29 23:47:09-04:00
Thanks!
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