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Donloading .IV index symbols

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    Donloading .IV index symbols

    I'm trying to access intraday indicative value data in NT7 using my IB connection. These are non tradeable index symbols that are quoted on many systems, IB included. For example, ERX.IV is the way I'd type the symbol into my IB TWS screen and would get a quote.

    With NT, I get "no security definition has been found" error (200) and no data. I'm new to NT so maybe there's a step I skipped? I imported via the utility. These are defined as "index" symbols in IB, but in the instrument manager this option is greyed out.

    #2
    Hi sf631,

    Thank you for your post.

    The reason the instrument type is greyed out is because the symbol was added from a chart which defaults that symbol to a stock.

    For this index you will want to create a new instrument using the steps below.

    • From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
    • Press the "New" button
    • *Enter in instrument specific information and select the appropriate exchange
    • Fill in any relevant information under the "Misc" tab such as symbol mapping (for this particular symbol the mapping will be ERX.IV) for your target connectivty provider
    • Press the "OK" button
    Ryan O.NinjaTrader Customer Service

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