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IB: Error in requesting historical data from IB

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    IB: Error in requesting historical data from IB

    I am trying to pull in live data for the HHI from HKEX. I get the the message in my title with the following " No security definition has been found for the request(200)"
    I am just starting with NT so maybe I have missed a simple configuration issue?

    #2
    Hello,

    First, your provider must support these instruments. Please confirm that. If they do:
    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.
    DenNinjaTrader Customer Service

    Comment


      #3
      Hi Ben. This instrument is already in the NT master list. I get the instrument in my IB platform. I am connected to IB per the green in the lower left of the NT plartform. One thing to note is that the Instrument is HHI.HK in the IB platform and I changed it accordingly in the symbol map in the instrument list. however, there is still no data. i am able to get the live HSI futures from the same exchange. So something is clearly wrong with the instrument master.

      Comment


        #4
        I am having the same problems when I try to create master instruments for futures contracts from the SGX. I am using the symbols from IB , SSG for SG MSCI futures and STW for Taiwan futures. I get the same error message when I try to create a chart for either, similar to the error msg for HHI: No security definition has been found for the request(200)"

        Comment


          #5
          Hello Ansing,

          Per HHI, if you load this instrument in the portfolio page of TWS do you see any values being reported?

          Per SSG and STW, please provide me with the settings you're using for these instruments in the NT instrument manager.
          KyleNinjaTrader Customer Service

          Comment


            #6
            Hi Kyle, yes I get HHI quotes every day The symbol is HHI.HK .
            For SSG and STW those are the IB root symbols.
            The settings for SSG, are .1 tick size at 20 US dollar per point ( since there is no Sing dollar currency choice) and symbol map I have SSG in the IB box.
            STW does actually trade in US dolar at 10$ per .1. Also put STW in the symbol map.

            Comment


              #7
              Hello Ansing,

              I tested the HHI 08-10 on my end using the IB demo connection and I was able to receive real-time data in NinjaTrader, see screenshot.

              Do you receive real-time data as well in the Control Center?

              Can you please double check if you setup the HHI as the attached screenshots.

              Unfortunately the other two instruments will not work, since NinjaTrader does not support Singapore Dollar as Currency in the Instrument Editor window.
              Attached Files
              JasonNinjaTrader Customer Service

              Comment


                #8
                I do not get any live data in the control center for HHI. My settings are the same as yours.
                Also, the STW is denominated in US dollars although it is a Taiwan futures. And my question is when will the platform accept Singapore dollar markets?

                Comment


                  #9
                  Hi Asing,

                  I have tested that instrument, but changed the currency.

                  Can you please reset your instruments. To reset your instruments please: go to the Tools menu, select the Options menu item, select the Misc tab, and then click on 'Reset Instruments'.


                  Once you reset the instruments please edit the instrument to change the IB symbol mapping and the currency based on the screenshots.
                  Attached Files
                  Ryan O.NinjaTrader Customer Service

                  Comment


                    #10
                    Hi Ryan, perhaps we are getting confused here. HHI trades in HK Dollars not US dollars. So you are telling me that I should chage it to US dollars?
                    The STW, Taiwan index, trades at the SGX and is denominated in US dollars.The SSG, trades at SGX and is deniminated in Sing dollars. I am unable to get data for any of these instruments.

                    Comment


                      #11
                      Hi Asing,

                      I have tested the HHI on my end and receive data with the currency set to HongKongDollor and have received data for STW. To start fresh please use the steps I have provided below:
                      • Disconnect
                      • Tools
                      • Options
                      • Misc tab
                      • Reset Instruments
                      • Restart NinjaTrader
                      • Tools
                      • Instrument Manager
                      • Remove HHI and HHI.HK from your Default list
                      • Select HHI within the Available master instrument list
                      • Edit
                      • Misc tab
                      • Under Mapping next to IB input HHI.HK
                      • Click Ok
                      • Add HHI to your Default list
                      • Click New
                      • Input the information as shown in the attached screen shots for STW in both the Definitions and Misc tab
                      • Click Ok
                      • Add STW to your Default list

                      Please let me know if I may be of further assistance.
                      Attached Files
                      Christopher J.NinjaTrader Customer Service

                      Comment


                        #12
                        Thank you , Christopher. It is now working.

                        Comment


                          #13
                          No problem at all, glad to help.

                          Have a great day and Happy Trading!
                          Christopher J.NinjaTrader Customer Service

                          Comment


                            #14
                            Just a follow up: I have upgraded to NT 7 ( I run both versions now, 6.5 & 7) and it does not archive the bar data for HHI. I created a 1 min bar chart for HHI July2010 this morning in NT 7 ver 18. After a couple of hours of data, I tried to change the interval to 5 min and then all of the days data was lost and the chart started creating a 5 min bar from that moment. When I switched back to the 1 min interval, again all of the data was lost, and it began creating bars from that moment. Does not happen for the HSI contract which is from the same exchange ( HKFE).

                            Comment


                              #15
                              Please go to Tools-->Options-->enable "Save chart data as historical"-->Click Ok.

                              Please let me know if the issue persists after this procedure.
                              Christopher J.NinjaTrader Customer Service

                              Comment

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