cannot pull historical options data (error 162)

[jdrylewicz]

Hi,
I have been trying to get historical SPX options data but keep running into issues:

I have pulled an option using the option chain as defined in the ib_sync notebook:

option = Option(conId=627487877, symbol='SPX', lastTradeDateOrContractMonth='20230817', strike=4015.0, right='C', multiplier='100', exchange='CBOE', currency='USD', localSymbol='SPX 230818C04015000', tradingClass='SPX')

I then try to use the reqHistoricalData method:
ib.reqHistoricalData(option, endDateTime='', durationStr='1 D',barSizeSetting='1 min', whatToShow='TRADES', useRTH=True, keepUpToDate=False)

I get the following error:

Error 162, reqId 2447: Historical Market Data Service error message:HMDS query returned no data: SPX 230818C04015000@CBOE Trades, contract: Option(conId=627487877, symbol='SPX', lastTradeDateOrContractMonth='20230817', strike=4015.0, right='C', multiplier='100', exchange='CBOE', currency='USD', localSymbol='SPX 230818C04015000', tradingClass='SPX')

I can pull data normally for US stocks / futures and get the option chain to work as expected. I would love to hear from the community on how to get around this.

Thanks!