IB and TSE/Venture stock data feed (or not?)

[coherent]

I am having trouble with data feeds for canadian stocks when using IB as my data source. I am not setting the correct symbol with these.

I have managed to retrieve daily data from Yahoo for these.

Using GQM as an example, I set the exchange as "tse" [I also checked "default" based on some other messages here in the forum]. For the symbol map I used GQM.TO for Yahoo and it works. For InteractiveBrokers I am at a loss.

Is NT compatible with IB and TSE/Venture stocks? If so, can you help me out on the proper symbol?

Thanks
R

[NinjaTrader_Ben]

Hello,

I suggest doing this:

The easiest way to add an instrument and have all of the settings correct for your broker is to do this:
Please delete any instruments you have added by going to Tools>Instrument Manager>select the instrument you added on the master list on the right>Delete.
Now:
- Open a DOM
- Type the symbol of the instrument into the instrument field
- Press Enter on your keyboard. This adds the instrument to your master list in the Instrument Manager, it is call on-the-fly.
- Now follow this link to add the instrument your Default list:
http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html
If the exchange is not on the list of exchanges we can show you how to add a new exchange as well.

[coherent]

Hi Ben,

Thanks for the reply. I tried your suggestion.

I found that the suggested approach does in fact fill in all of the names in the symbol map.

The exchanges are left blank, so I used the method as per my original note.

I have edited the exchange list to "tse" and "default" but the symbol notation for the TSE stocks is not the same at IB and Yahoo. I know the Yahoo format (*.TO) and can get that to work. IB - not so much.....

[NinjaTrader_Ben]

Hello,

Is it working now? If not, you can add an exchange this way if that helps:

Assigning an exchange through Symbol Mapping:
Exchanges not listed in the Definition tab of the Instrument Editor can easily be added within the Misc tab.
In the Symbol Map section of the Misc tab, enter the exchange using the following format:
'Symbol|Exchange'
For example, in the case of PATSystems some users are setup to trade the emini Russell (TF) using the ICE_NYBOT exchange. Since this exchange is not listed in the Definition tab, it would be added to the Misc tab's Symbol Mapping section as 'TF|ICE_NYBOT' (see attached)

[coherent]

Hi Ben-

No, it is still not working.

I think I need the proper formatting for IB.

Yahoo takes a *.TO (that is, GQM.TO). I tried GQM|TSE without success. In another charting package the format for IB is TSE:GQM, so I expect if it is going to work, I need learn the proper format for exchange+symbol to put on the symbol map line for IB. Again, I used GQM.TO in symbol map to get Yahoo to work.

I have looked through the IB documentation to find out what format might work, and did some Googling to see what other apps are using, and most have a combination of exchange+symbol, but the formats vary.

[NinjaTrader_RyanO]

Hi,

If you add the instrument that you want to see within IB's TWS platform you can right click on it and then choose contract details to see the symbol mapping.

In most cases with IB you are going to use @TSE for the exchange. So in the example you will place GOM@TSE. The exchange in NinjaTrader will be the default exchange.

[coherent]

Hi Ryan.

Thanks for the response.

I think I did as you suggested and still receive an error from IB.

Here is what I have:

connected to IB
other non-canadian tickers working fine

-In the Instrument Manager I have the "Master Instrument" as "GQM"

-In the "Exchange" list I have "Default" and "TSE" checked (NT says I must have something checked in addition to "Default"

-Under the "Misc." tab, under "Symbol Map" I have "GQM@TSE" for InteractiveBrokers and "GQM.TO" for Yahoo. All others are GQM.

I have also tried this for another Canadian stock EGU@TSE. IB lists this at such, but in the details it also says the exchange is FWB, SWB, TIQSSWB, whatever that means. There is not similar data for GQM, although I know IB handles it because it is one of my holdings in IB TWS.

Thanks for the suggestion. Can you comment regarding if I have the GQM@TSE in the correct place in NT? If so, any other ideas?

Thanks again,
R

[NinjaTrader_Kyle]

Hi coherent,

So that we may further test, we will need you to provide us with your login credentials. Please send a note to Support [AT] NinjaTrader [DOT] com with 'ATTN: Kyle' in the subject line.

In the message, please include the following:
1.) A link to this forum thread.

2.) Your username and password for the IB connection. (our testing account is not authorized for TSE)

[coherent]

OK, I have an update.

IB requires that the currency needs to specified if not USD so that the format is something like this GQM[smart,stk, cad].

IB shows these as TRE for the exchange as well as SMART, depending on where I look.


Any thoughts on specifying the currency in NT and the format?

[NinjaTrader_Kyle]

Hi coherent,

In NinjaTrader, the currency would be set in the Definition tab of the Instrument Editor (and not through the symbol mapping).

Please see if changing the currency over to CAD allows you to receive data. If not, please proceed per my instructions in post #8.

[coherent]

Thanks Ben. These settings did not resolve the problem.

As IB uses a dynamic security code at every log-in which requires a "decoder card" of sorts, passing my IB access along is unworkable.

NT seems ok for IB domestic feeds, though, so I can use it for part of my trading.

Thanks again.