NYSE A/D with IB

[ij001]

Hi there

I'm with Interactive Brokers (IB) and subscribe to NYSE quotes.

Which symbol in the Instrument Manager will give me NYSE A/D?

I see ^AD, ^ADD but both don't load anything.

I see posts from earlier years and before NT7 so I'm not sure if it still applies here.

[NinjaTrader_JC]

Hello ij001,

Do you get real-time data or delayed data in IB for those Instrument?

[ij001]

Hello ij001,

Do you get real-time data or delayed data in IB for those Instrument?

Real time data.

[NinjaTrader_Kyle]

Hello,

1.) Which version of NinjaTrader are you using? (Help > About)

2.) Which build of Interactive Brokers TWS are you using? (Help > About Trader Workstation)

[ij001]

Hello,

1.) Which version of NinjaTrader are you using? (Help > About)

2.) Which build of Interactive Brokers TWS are you using? (Help > About Trader Workstation)

7.0.1000.10 (Live)

IB TWS: Build 921.5

[NinjaTrader_Kyle]

Hello,

First, please shut down NinjaTrader and TWS then install:
NinjaTrader 7.0.1000.11: http://www.ninjatrader.com/download-registration
TWS build 927.7: http://www.ninjatrader.com/ninjatrad...tall_927_7.exe

After installing these versions you'll need to create the instrument within NinjaTrader's Instrument Manager:
NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument. Please follow the instructions below to add an instrument in the Instrument Manager.

• 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 (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
• Press the "OK" button

The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

• Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
• Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
• Select the appropriate expiration date if this is a futures instrument
• Press the "<" button to add the instrument to the list

You are now complete and can press the "OK" button.

[ij001]

Hello,

First, please shut down NinjaTrader and TWS then install:
NinjaTrader 7.0.1000.11: http://www.ninjatrader.com/download-registration
TWS build 927.7: http://www.ninjatrader.com/ninjatrad...tall_927_7.exe

After installing these versions you'll need to create the instrument within NinjaTrader's Instrument Manager:
NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument. Please follow the instructions below to add an instrument in the Instrument Manager.

• 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 (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivity provider
• Press the "OK" button

The instrument is now added to the master instrument list. Please follow the instructions below if you want to add this instrument to an instrument list.

• Select the instrument list you wish to add the instrument to via the "Instrument lists" drop down list in the upper left hand corner
• Select the exchange (Default recommend for equities) as this will route orders to your broker smart routing system
• Select the appropriate expiration date if this is a futures instrument
• Press the "<" button to add the instrument to the list

You are now complete and can press the "OK" button.

I was able to find two Advance Decline Issues in the instrument manger as mentioned. ^AD and ^ADD
They both don't load anything after I load them as described above.

I dont' understand why. In MISC IB the symbol is AD-NYSE which is correct.

[NinjaTrader_Kyle]

Hello,

AD, as I understand it, is the instrument you need to use. That instrument is not pre-configured within NinjaTrader. In order to access data, you must add the instrument using the correct settings.

Taking step back, what symbol and exchange is used to access the symbol within TWS?

[ij001]

Hello,

AD, as I understand it, is the instrument you need to use. That instrument is not pre-configured within NinjaTrader. In order to access data, you must add the instrument using the correct settings.

Taking step back, what symbol and exchange is used to access the symbol within TWS?

Ok so when I search for AD I guess it's not configured. That's weird bc within
'Misc' the exchange is checked off as NYSE. I dunno why I search
AD and it comes up as ^AD after I add it from the master instrument.

Anyway At IB the symbol is AD-NYSE.

[ij001]

Ok so when I search for AD I guess it's not configured. That's weird bc within
'Misc' the exchange is checked off as NYSE. I dunno why I search
AD and it comes up as ^AD after I add it from the master instrument.

Anyway At IB the symbol is AD-NYSE.

I called IB customer service today and they stated it can only be viewed their Market Stats page. There is no direct access via the symbol.

Please see attached.

I assume that will restrict us from charting it with IB unless somebody else has new information?

[NinjaTrader_ChristopherJ]

Can you tell me if you receive data within TWS as well as your IB chart for AD-NYSE.

[ij001]

Can you tell me if you receive data within TWS as well as your IB chart for AD-NYSE.

Within TWS yes I recieve data but only in the Market Statistics tab page.

No IB chart for AD-NYSE (to my knowledge).

Nothing comes up anymore and you can't right click on it...

[NinjaTrader_Kyle]

Hello ij001,

Thank you for clarifying.

Based on this description, it would not be possible to access this data within NinjaTrader. In order to access the symbol we would need to be able to fully load that data within TWS charts.