uvol - dvol - ib symbols/mapping

[pjsmith]

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.

[NinjaTrader_Kate]

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.

[pjsmith]

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

[pjsmith]

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

[pjsmith]

Just a reminder - I had to reset my symbol database after downgrading from the new release to the prior one (it wiped the whole thing), but I note that the mapping for NYSE Up/DN VOL for interactive brokers is still wrong on your servers. It should ne VOL-NYSE. Please fix it.