Can you please tell me what the appropriate convention is for denoting symbols as being specific to a particular exchange when using IB as a data feed?
I want to import symbols from ASX and LSE and avoid problems with symbols duplicated on other exchanges. For example, there is a BHP on both NYSE and ASX. I haven't analysed how many there are but thought there must be a way to denote a security as belonging to a particular exchange which is compatible with the IB feed.
In TWS the convention is Symbol|Exchange but when importing that format into NT I get an error saying the symbol or character is invalid. Needless to say that manually trawling through hundreds or thousands and making adjustments to the broker-specific symbol behind an import-compatible symbol list is not an option.
Thanks.
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