Adding new Russell exchange for IB

[zstheorist]

All Russell indices at Interactive Brokers have had their exchange changed from CBOE to RUSSELL. How do I add that exchange as a choice in setting up a new ^RUT index instrument so I can get data again? I haven't been able to access RUT since about October 6.

They also required a new subscription, which I am paying for and do receive data within TWS 9.06. I am using NT 6.5.1000.18.

[NinjaTrader_Chip]

Hello zstheorist,

Thank you for your post.

Russell is not an actual exchange. Can you provide the specific instructions you received from Interactive Brokers concerning this exchange edit/update?

Thank you,

[zstheorist]

_I_ know it is not an exchange, however, IB changed how they list it internally so that when I opened TWS after the change I had to reload RUT as an index. When I did, THEY listed the exchange explicitly as being RUSSELL. I am certain it is some internal book keeping device, but it is preventing NT from seeing the data. I assume that this is what they are also now sending out via the API, but there have been no details on this. I have a specific request in with IB to clarify, because this happened without comment at the same time they switched data providers.

[NinjaTrader_Kyle]

Hello zstheorist,

Thanks for the clarification.

Unfortunately, RUT is not a NinjaTrader supported instrument at this time when using IB as a data source due to the RUSSELL exchange the data comes in on. Unfortunately, this exchange is not available within our software.

A change to this is on my development team's list of future considerations for the software.

[pathom]

I had the same problem. Do the following: Go to RUT in instrument manager, open MISC and type RUT|RUSSELL into the symbol map at the InteractiveBrokers line. then it should work. Cheers

[zstheorist]

I got this mesage from IB:

"Please note the change was made to the Russell 2000 Stock Index was done not by IB but was a force change by the exchange. Through the API the only parameter changed is the exchange.
m_exchange = "RUSSELL"
Regards,"


Thank you Pathom, it worked like a charm! I'll have to remember that trick!

If you are making software recommendations, I would suggest a configurable file to add exchanges. I know in the past when major instruments changed we had to download a .txt file and reload the default list. As long as I can use this brilliant work around from Pathom I'll be happy for now.

Thanks again.

[vassil]

Is there a solution already?

Hi,
just tried to subscribe RUT on IB/TWS, but is seems not to work.
Is there already a solution?

Thanks

[NinjaTrader_ChristopherS]

Hello Vassil,

You will need to contact Interactive Brokers to manage your data subscription with them.

Let us know if we can be of further assistance.*

[vassil]

Hello Christopher,

Thank you for your reply.
I have RUT in TWS. However if I select ^RUT in NT, I get error message:
Error in requesting historical data from IB: Invalid destination exchange specified (200).
It looks like the instrument definition in NT is not correct. What are the correct settings in NT?

Thanks

[NinjaTrader_ChristopherS]

Hello Vassil,

To resolve this, please try resetting your instruments.

Disconnect from your data feed: NinjaTrader Control Center > File > Disconnect > Select your data feed

Reset your Instruments: NinjaTrader Control Center > Tools > Options > Data tab > Reset Instruments >OK

Restart NinjaTrader > Connect (NinjaTrader Control Center > File > Connect > Select your connection

[vassil]

Hello Christopher,

I did the Reset Instruments, but RUT instrument is still not correctly sent to IB. The problem is same as explained by zstheorist in his posting from 10-20-2010 (see his post below).

It should work if there is a way to specify an exchange named "RUSSELL". Can this be done in NT somehow?

Thanks

[NinjaTrader_ChristopherS]

Hello Vassil,

Please go to Tools > Instrument Manager, search for the RUT, select it and click Edit.

Then in the Instrument Editor window go to the Misc tab, scroll down to the Symbol Map section, select Interactive Brokers, enter in RUT and press OK > OK.

[vassil]

Hello Christopher,

the mapping for IB is RUT, see screenshot.

The problem is the exchange. So is there a way to specify an exchange named "RUSSELL"? This is what IB expects, see the screenshot in my previous email.

In addition I did a test to request RUT directily from TWS's API and it confirmed that observation.

Thanks

[NinjaTrader_ChristopherS]

Hello vassil,

What version of NinjaTrader are you using? You can check under Help -> About (Example: 7.0.1000.X)

[vassil]

Hello Christopher,

I use 7.0.1000.7