Error loading data from IB

[guillembm]

Hello,

I receive this error loading data from IB for symbol TWS (attached image).

I saw that a possible solution would be reseting instruments. I wonder if this would work but I think that this means deleting the instruments database.

Is there a less agressive solution?

Thanks

[NinjaTrader_Jason]

Hello guillembm,

It will not delete the instrument database. It will reset the instruments to their default settings.

Can you please check what TWS version you have installed. You can check this at Help-->About TradersWorkStation. Could it be you hvave a different version than 938? If so, please install version 938. You can download and install TWS 938 from the following link.

http://www.ninjatrader.com/ninjatrader/TWS/tws40_install_938_1.exe

We are currently investigating to upgrade to 940 or higher and we are working with Interactive Brokers on this. We will update you once there is additional information.

[guillembm]

Error loading data from IB

My version is 941.2c Do I have to downgrade it? I wonder if this is the solution because I have no issues with US stocks. I just checked that the IB data subscription is correct. I attach an image the settings for TLW.

I added a lot of new instruments and changed their mapping for esignal. Will reset change this? What does it mean to bring to the default setting?

[NinjaTrader_Jason]

Yes, can you please install TWS 938 and check if the issue remains.

Yes, it would change any custom mapping you have entered.

[NinjaTrader_Jason]

Hello guillembm,

We now support TWS 944.3 as per the IB connection guide below.

http://www.ninjatrader.com/ConnectionGuides/Interactive-Brokers-Connection-Guide.php

Can you please upgrade to this version. If you still experience any issues, please let me know.

[guillembm]

Now it's even worse. With the older tws version I could at least work with US stocks. Now with the new nor EU stocks neither US.

I attach image with error message

[NinjaTrader_Jason]

Can you please go to Control Center-->Tools-->Instrument Manager, highlight the AAPL and click Edit. What exchanges do you have enabled?

Could it be you have multiple instruments named AAPL in the Instrument Manager?

[guillembm]

I solved the US stocks issue restarting TWS. For UK stocks the problem remains.

It seems that on tws I just can get real time data when the data routing is through DIRECT instead of SMART. Could this be the source of the problem?

[NinjaTrader_Jason]

I am not sure. Can you please check what exchanges are enabled for UK stocks as well as the Currency setting.

The Currency setting needs to be correct when you connect to IB in NinjaTrader.

Make sure the Default and Lse exchanges are enabled

[guillembm]

I attached them on the post sent Yesterday, 03:03 PM

[NinjaTrader_Jason]

I see. I suspect it is related to SMART and DIRECT. NinjaTrader uses SMART with IB. So if you do not receive data via SMART in TWS, you will not receive data in NinjaTrader either.

[guillembm]

Have you tried to reproduce this error on your end?. TLW from LSE

I spoke with IB and NT and IB says that it cannot be configured to receive data from Direct instead of Smart. You also say that NT only works with Smart.

Then the conclusion is that NT cannot receive historical data from IB of the LSE.

[NinjaTrader_Jason]

Unfortunately our IB account does not include London stock data.

Can you please try the following. Go to Control Center-->Tools-->Instrument Manager, highlight the TLW and click Edit.

Select the Misc-tab and change the symbol map for the Interactive Brokers row to TLW|LSE. Click OK.

Remove and re-add the TLW to your instrument list now that it has different settings. Instructions can be found at the link below.

http://www.ninjatrader.com/support/helpGuides/nt7/instrument_lists.htm

Click OK in the Instrument Manager and check if you are able to load data without error.

[guillembm]

The result is the same. I exactly copy pasted TLW|LSE

Honestly, I think that you should do the effort to try to load LSE market data from IB to test. It's only 5 GBP

[NinjaTrader_Jason]

Unfortunately it does not seem to be possible to receive data when data is routed through DIRECT. It is possible when you are using SMART, see screenshots. I have the Lse exchange enabled as well in the second screenshot, which cannot be seen. Also, when you add the TLW to your instrument list, you will need to make sure 'Exchange' is set to Default.