IB feeds from LSE not following

[systemtrader10]

Hi,

We are working with a client who uses Interactive Brokers (IB).

One of the strategies involves equities traded on the London Stock Exchange (LSE).

We are using directed quotes with the LSE feed via IB.

We have confirm the quotes flow correctly into TWS (Build 938). However, the LSE quotes are not flowing into NT.

This appears to be a related thread when using directed feeds via IB: http://www.ninjatrader.com/support/f...ad.php?t=42681

Thanks in advance.

ST10.

[NinjaTrader_Jason]

Hello ST10,

Can you please provide me a LSE stock you like to use, so I can test it on my end.

[systemtrader10]

Hi. RIO is a good example.

Therefore, RIO|LSE using the directed quote.

Thanks,

ST10

[NinjaTrader_Jason]

Please see the attached screenshots.

I have the Default exchange enabled as well which cannot be seen in the screenshot.

When you add the RIO to your instrument list, make sure 'Exchange' is set to Lse.

Once added to your instrument list, please click OK. Subsequently check if you receuve realtime data when you select the RIO from your instrument list.

[systemtrader10]

Jason,

That does not use directed quotes.

Please see the thread I've linked to in my original post?

If you subscribe to all the feeds for LSE listed stocks (e.g. LSE, Chi-X, etc) then you will get a blended feed. We subscribe to the LSE feed only (not all). Therefore, you need a qualifier on instrument mapping.

[NinjaTrader_Jason]

I see, did you remove and re-add the instruments to your instrument list after you made the changes? If not, please do so and check if you receive realtime data.

Am I correct you have the Default and Lse exchanges enabled in the Definition-tab?

When you add the stock to your instrument list, you can set 'Exchange' to either Default or Lse. Please try both ways if you do not receive data initially.

Do you receive data if you test the setup of post #2? If you are only subscribed to the LSE feed, but receive data using this setup, I assume it would be the correct data.

[systemtrader10]

Thanks.

I've removed and re-added the instrument - no change.

I've tired without a directed quote qualifier - i.e. your post #2 (i.e. just RIO not RIO|LSE) - no change.

Default appears to become selected whatever I do - don't tick it (i.e. LSE only), click ok, go back into the instrument Default is clicked again - end result - no change.

Can you please confirm you were able to test directed quotes your end against the same builds (NT - 7.0.1.21)?

[NinjaTrader_Jason]

I tested using the IB demo account with TWS 938 and NinjaTrader 7.0.1000.21. Unfortunately, I do not have access to an IB account that has LSE stocks enabled. When I test the demo connection with RIO|LSE as symbol map, I still receive realtime data.

Yes, the Default exchange always needs to be selected for stock instruments.

[systemtrader10]

Hi, thanks.

I've now also confirmed on another machine with a different configuration.

I've reinstalled TWS on the target machine - no change.

I'm in the process of backing up the database, i'm then going to reset the instruments, if that fails, I'm uninstall and clear down the NT DB to start a afresh. Can you please send me a link to instructions to fully clearing now NT (e.g. deleting the database)?

Any recommendations prior to taking that option, which isn't obviously preferred?

[NinjaTrader_Jason]

You can completely uninstall/reinstall NinjaTrade as per the instructions below. You will lose all settings and data.

Uninstall NinjaTrader via the Windows Control Panel-->Add/Remove Programs (XP), Programs and Features (Vista and later).

Manually delete the Documents-->NinjaTrader 7 folder.

Clear your browser cache and download and install NinjaTrader 7 at the link below.

http://www.ninjatrader.com/download-registration.php

Let me know if the issue remains.