IB SI contract ambiguous

[benoirat]

Hi,

I am trying to load data from IB for the silver contract (SI, already defined in NT by NT).

It has been working up to last week. Today I get the following error:

The contract description specified for SI is ambiguous, you must specify the multiplier

Why is the multiplier not being specified? It is in the NT config.

[NinjaTrader_Matthew]

Thanks for your report, we're looking into this further.

Can you please clarify if you see this on both the SI 07-13 and 09-13? Or does it only occur on one contract?

[sb123]

I have got the same problem. NT support reproduced it on their side.

[Harry]

Confirm problem, SI data cannot be downloaded for the Sep'13 contract

The problem occurs with the new contracts starting with the Sep'13 silver contract.

No problem to load data for the Jul'13 contract.

[sb123]

Sep 13 is the active contract since the end of June. You can't trade silver futures using NT/IB at the moment as most of the liquidity is in the Sep contract. A quick resolution to this problem would be greatly appreciated.

[NinjaTrader_Matthew]

We've learned that IB has made a change in terms of the SI Nymex September Futures contract and above which now requires a trading class to be specified. Our current mapping procedures cannot accommodate this requirement, however our development team is actively looking into this report to see what can be done.

Once I have an update, I will let you know.

[sb123]

We've learned that IB has made a change in terms of the SI Nymex September Futures contract and above which now requires a trading class to be specified. Our current mapping procedures cannot accommodate this requirement, however our development team is actively looking into this report to see what can be done.

Once I have an update, I will let you know.

Thank you for the update.

Is there any chance for IB to revert the change?
If not what would be your best guess when a new compatible version of NT could be available?

[benoirat]

Sorry for the late answer.

Can you please clarify if you see this on both the SI 07-13 and 09-13? Or does it only occur on one contract?

I can confirm that this only happens on the 09-13 and 12-13 contracts Previous contracts work fine.

[sb123]

We've learned that IB has made a change in terms of the SI Nymex September Futures contract and above which now requires a trading class to be specified. Our current mapping procedures cannot accommodate this requirement, however our development team is actively looking into this report to see what can be done.

Once I have an update, I will let you know.

Hi,

Do you have any update when this issue is going to be resolved? I have to trade silver futures manually at the moment which is painful and costs me some money.

Thank you
sb

[NinjaTrader_Matthew]

Hi guys,

Thanks for checking in and we do understand your concerns.

We are still looking into this report. Unfortunately I do not have an ETA on this time, but I will be updating this thread as soon as I have more information.

Thank you for your patience and understanding.

[NinjaTrader_Matthew]

Due to the changes on this contract, you will need to manually update the Symbol Mapping in NinjaTrader.

You may do this by going to Tools--> Instrument Manager--> locate the SI instrument and select "Edit".

From the Instrument Editor, click on the "Misc tab"--> Scroll down to the Symbol Map Section, and on the Interactive Brokers row, please use the following symbol:


SI|||5000


Please see the attached screen shot for further clarification.


Once this has been updated, please restart NinjaTrader and let us know if you see the same error with these settings.

[sb123]

Thanks. It works. I have managed to execute a live test trade.

sb

[Harry]

I have also tested it on my side. It works as expected. Thank you for your fast reaction.

[curmudgeon]

has this been changed again ?

Hi

I implemented the fix as specified, and I was able to download minute history over the weekend to backfill my database, but now I'm seeing the same problem again.

Could you please let me know if I've missed something or if I did something else wrong ?

Thanks

[Harry]

Hi

I implemented the fix as specified, and I was able to download minute history over the weekend to backfill my database, but now I'm seeing the same problem again.

Could you please let me know if I've missed something or if I did something else wrong ?

Thanks

Your settings look correct, I have the same settings on my side. Everything works here as expected.

Which version of TWS and which version of NinjaTrader do you use?