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uvol - dvol - ib symbols/mapping

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    uvol - dvol - ib symbols/mapping

    Hi,

    Can someone please confirm the correct mappings for uvol & dvol for IB?

    I had the defaults, UVOL, DVOL, but in the LOG, it is stated 'unable to find instrument, please check mapping'.

    I tried NYSE-VOL, but it only plots one (I've a feeling IB do somthing odd with bid/ask).

    Thanks.
    Last edited by pjsmith; 03-25-2019, 10:27 AM.

    #2
    Hello pjsmith,

    Thank you for your post.

    After some research it seems that it is VOL-NYSE. The bid is up volume, ask is down volume.

    UVOL and DVOL specifically are not available from their API to the best of my knowledge.

    Please let us know if we may be of further assistance to you.
    Kate W.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_Kate View Post
      Hello pjsmith,

      Thank you for your post.

      After some research it seems that it is VOL-NYSE. The bid is up volume, ask is down volume.

      UVOL and DVOL specifically are not available from their API to the best of my knowledge.

      Please let us know if we may be of further assistance to you.
      Thanks for confirming. So does NT handle the splitting of bid/ask into different symbols (i.e. ^UVOL ^DVOL), or do we need to do that ourselves?

      And, btw - I think that means your symbol db is wrong...

      Thanks

      Comment


        #4
        Originally posted by pjsmith View Post

        Thanks for confirming. So does NT handle the splitting of bid/ask into different symbols (i.e. ^UVOL ^DVOL), or do we need to do that ourselves?

        And, btw - I think that means your symbol db is wrong...

        Thanks
        edit - I realised I can specify bid or ask in the price type of the series properties....

        So, for anyone else trying to figure this out...

        Update the symbol DB so UVOL and DVOL BOTH point to VOL-NYSE

        If you data series properties, set 'price based on' to bid for uvol, ask for dvol (I think that's the right way around, but you get the idea).

        Unfortunately, it does appear that if you do this, you will only get real-time information - No historical data
        Last edited by pjsmith; 03-25-2019, 11:31 AM.

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