RP symbol mapping

[jbesada]

Hello,


What is the mapping EUR/GBP symbol future for IB? I am using RP but it doesn’t works. From TWS, RP is working fine.

Regards

[NinjaTrader_Kyle]

Hello,

Thank you for your post.

When attempting to create a chart of RP, does an error trigger? If so what does that error report?

[jbesada]

Please, find the error log when charting RP 12-12:

24/09/2012 15:30:37 Default Error on loading chart data for 'RP 12-12 Globex': IB TWS: Error in requesting historical data from IB: No security definition has been found for the request(200)

From TWS I can print a Chart with RP symbol.

Regards

[NinjaTrader_Kyle]

Hello,

Please open the Instrument Manager (Tools > Instrument Manager) and select RP from the list on the right, then click Edit. Please ensure that all settings match what is shown in the attached image.

After making changes to your existing settings, click OK to exit the Instrument Editor. Next, click OK to exit the Instrument Manager and restart NinjaTrader.

Next, open the Instrument Manager again - remove RP from your Default instrument list and then re-add the symbol with the Globex exchange selected and the 12-12 expiry in place. The following link to our Help Guide outlines the steps which are required: http://www.ninjatrader.com/support/h...ment_lists.htm

After adding RP to your Default instrument list, please connect to Interactive Brokers and create a new chart of the symbol.

[jbesada]

Hi,

Now it is working, just two comments.

From CME, TickSize is 0,000025 (one extra zero).
I cannot see historical values, only real time. Any idea?

Thank you

[NinjaTrader_Kyle]

Hello,

Both real-time and historical data were available and correctly displayed when using the setting which I'd provided earlier.

[jbesada]

Hi,

It works fine (even for historical) with periods above 1 minute, but I can not get historical value with a period of 5 seconds for example.
Is there any way to solve it?

Regards

[NinjaTrader_Kyle]

Hello,

Thank you for clarifying.

Interactive Brokers does not offer historical tick data (which would be used to build second based bars) to NinjaTrader. Because of this, only real-time data would be available in this interval.

If you require historical data in this interval you'll want to look in to adding service from a provider like BarChart, eSignal, IQ Feed or Kinetick.

More information about the various types of data which each data provider supports can be found here: http://www.ninjatrader.com/support/h...rical_data.htm