• If this is your first visit, you will have to register before you can post. To view messages, please scroll below and select the forum that you would like to visits. Questions? Be sure to check out the Forum FAQ.

Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

ASX Stocks via Interactive Brokers

Collapse
X
  • Filter
  • Time
  • Show
Clear All
new posts

    ASX Stocks via Interactive Brokers

    Hi,

    I'm currently working with a client to has a strategy that includes ASX (Australian Stock Exchange) instruments.

    We are trying to run the strategy with an Interactive Brokers demo account. We are just looking for delayed data at this stage.

    Therefore, 2 questions:

    1. Can we use the delayed data from ASX via Interactive Brokers to paper trade this strategy?
    2. (assuming 1) What is the mapping of those instruments (screen shot attached)?

    Thanks,

    ST10
    Attached Files

    #2
    Hello systemtrader10,

    Thank you for your post.

    Unfortunately delayed Interactive Brokers data is not supported within NinjaTrader at this time. A full authorization for real-time and historical data is needed to access a symbol within NinjaTrader.
    KyleNinjaTrader Customer Service

    Comment


      #3
      thanks. We'll get real time enabled.

      Can you please tell me what the mapping is?

      Thanks,

      ST10

      Comment


        #4
        Hello,

        The symbol mapping will always exactly match the symbol which you use to access the instrument within TWS itself.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Thanks.

          It looks to be just BHP?
          Attached Files

          Comment


            #6
            Hi,

            Thanks for including this image.

            You are correct, the mapping for this symbol should simply be BHP based on what is shown here.
            KyleNinjaTrader Customer Service

            Comment


              #7
              Hi,

              Thanks for your help on this.

              I’ve now enabled real time streaming for IB of ASX and shared it with the paper trading account. I’ve logged out of IB and logged back in.

              I’m usually connected to IQFeed for Futures data as my primary connection then I connect to IB for brokering (now also ASX data).

              It would appear I can get the last data – but I can’t seem to pull down historical min data (see empty chart – 60 min in this case).

              Does NT “roll over” to the second connect if the data can’t be gathered from the first? If I'm connected to IQ and then IB I get an error about SYNTAX_ERROR. I have left the Instrument mapping for IQFeed blank for BHP.

              ST10
              Attached Files

              Comment


                #8
                Hello ST10,

                When connected to multiple connections simultaneously in NinjaTrader, you will receive realtime data from the first connected connection on most occassions. Only when the first connection does not support a certain instrument type (stock, futures, forex, index), it will receive realtime data from the second connection. Please see the link below for information when using multiple connections.
                http://www.ninjatrader.com/support/h...onnections.htm

                Since IQFeed supports stocks, you will not receive realtime data for ASX stocks while connected to IQFeed first. Can you please connect to IB first and check if you receive realtime data for the ASX stocks.
                JasonNinjaTrader Customer Service

                Comment


                  #9
                  Thanks.

                  IQFeed doesn't support ASX stocks - hence the whole problem (see below).

                  I've tested connecting to IB first. Yes, it seems to bring a print of the last price. ASX (Australian time) is obviously closed now.

                  So from reading the link I'm not sure where that leaves us. I want IQFeed to be my data source for futures, US Stocks and Forex. IQFeed don't support ASX stocks, so that feed needs to come from IB. So, what do we do.

                  Comment


                    #10
                    Unfortunately it is not possible to receive US stocks from IQFeed and ASX stocks from IB simultaneously in NinjaTrader. If you connect to IB first, all realtime data will be received from IB. Both IB and IQFeed support all 4 instrument types.
                    JasonNinjaTrader Customer Service

                    Comment


                      #11
                      Hi,

                      Unfortunately, I’m still not able to pull down data for BHP.

                      I’m now connected only to IB and have enabled real time data.

                      I’m surprised that the mapping is just BHP as per my original post. There doesn’t appear to be any exchange identifier.

                      For instance, if you are looking at BHP on Google finance it is ASX:BHP.

                      This is likely as there is a ADR on the NYSE by the same ticker (BHP).

                      ST10

                      Comment


                        #12
                        'Hello systemtrader10,

                        When you go to Tools -> Instrument Manager and select the "BHP" under Details you should be able to select the exchange "ASX" and the press the left arrow button to add it to your instrument list.

                        Then open up a chart and select the "BHP Asx" inside of the instrument drop down menu. Are you able to see data then?
                        JCNinjaTrader Customer Service

                        Comment


                          #13
                          Hi, yes. I've done that. The data doesn't come through on the chart.

                          ST10

                          Comment


                            #14
                            Hello,

                            Which build of Interactive Brokers TWS are you using? (Help > About Trader Workstation)
                            KyleNinjaTrader Customer Service

                            Comment


                              #15
                              Hi. 927.7

                              ST10

                              Comment

                              Latest Posts

                              Collapse

                              Topics Statistics Last Post
                              Started by tonynt, Today, 02:48 AM
                              0 responses
                              5 views
                              0 likes
                              Last Post tonynt
                              by tonynt
                               
                              Started by cls71, Today, 02:11 AM
                              2 responses
                              11 views
                              0 likes
                              Last Post NinjaTrader_ChrisSch  
                              Started by RB104, Today, 01:52 AM
                              0 responses
                              4 views
                              0 likes
                              Last Post RB104
                              by RB104
                               
                              Started by reks13, Today, 01:52 AM
                              0 responses
                              5 views
                              0 likes
                              Last Post reks13
                              by reks13
                               
                              Started by raffu, Today, 01:35 AM
                              1 response
                              12 views
                              0 likes
                              Last Post raffu
                              by raffu
                               
                              Working...
                              X