ASX Stocks via Interactive Brokers

[systemtrader10]

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

[NinjaTrader_Kyle]

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.

[systemtrader10]

thanks. We'll get real time enabled.

Can you please tell me what the mapping is?

Thanks,

ST10

[NinjaTrader_Kyle]

Hello,

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

[systemtrader10]

Thanks.

It looks to be just BHP?

[NinjaTrader_Kyle]

Hi,

Thanks for including this image.

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

[systemtrader10]

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

[NinjaTrader_Jason]

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/helpGuides/nt7/multiple_connections.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.

[systemtrader10]

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.

[NinjaTrader_Jason]

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.

[systemtrader10]

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

[NinjaTrader_JC]

'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?

[systemtrader10]

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

ST10

[NinjaTrader_Kyle]

Hello,

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

[systemtrader10]

Hi. 927.7

ST10