This is really useful jcl, thanks. I will test it out as well.

Cheers

Hi, tried it again using the newest Beta Version 1.56.4 , but still the very same error messages as above...any idea?? Thx

I was just informed that the uploaded IB plugin version did indeed not yet support expired futures, but this one should:

http://opserver.de/down/IB.zip

And also use a newer contract. I don't think that IB lets you download a future from 2015, but March 2017 should work.

Sorry...still not working...used the newest Beta 1.56.5 and the new IB.dll
Error message slightly different though....

Download compiling..........
IB.dll => Interactive Brokers plugin mounted
Login Interactive Brokers..
!IB Socket connected
!Account DUxxxxx at UTC 24.04. 07:13
Download...
Error 053: DAX-FUTX-20170317-FDAX-DTB-EUR unavailable at this time
!DAX-FUTX-20170317-FDAX-DTB-EUR 01.01. 00:00:00 to 24.04. 07:15:13 failed history unavailable!
Error 056: Can't download DAX-FUTX-20170317-FDAX-DTB-EUR 2017 history
No bars generated
Logout.. ok

Error 053 is ok since that asset is not available. But Error 056 should not happen, however I can also confirm the problem.

The historical data of that contract is not available. We found other contracts where it did not work either. We're currently checking with IB API support what the problem might be. Please stay tuned for the next attempts.

Thanks for checking, but why should that asset not be available? It is the latest expired FDAX exp. date 17/03/17 , at 7:13 UTC, which is 9:13 CET, so during normal session hours?

Well, don't ask me, ask IB - but at least here I could agree with them, since I also would consider it "unavailable" when it is not available anymore.