I am trying to get an automated strategy to run with stocks traded on Xetra in Germany. I have already got a similar strategy running for NDX100 stocks via InteractiveBrokers. The problem seems to be getting the real-time data link to TraderWorkstation to work for the German stocks.
When I start the strategy, it won't start, and I am only getting the following error message in the log:
The strategy 'DataLoad' has called the Add() method with an invalid instrument. Either 'ADS' does not exist in the Instrument Manager or the specified exchange has not been configured.
What I have done so far:
- created a symbol list with the instrument manager for all the German stocks I want to trade
- mapped each symbol to the IB-internal symbols (e.g. LXS on Xetra is LANX at IB)
- configured each symbol to trade on Xetra
- imported historical data for all symbols (and it works for backtesting)
Where is the problem?
Thanks
Martin
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