Intreractive Brokers New Instruments for London Stock Exchange

[stefanjagger]

Hi,

I am looking for the easiest way to add all Interactive Brokers London Stock Exchange instruments to NinjaTrader. In my search for answers I came across this link - https://ninjatrader.com/support/foru...ata-from-yahoo - where it explains how to add new instruments.

NinjaTrader comes pre-loaded with the most commonly traded instruments however, you may find the need to add an additional instrument. Please follow the instructions below to add an instrument in the Instrument Manager.

• From the NinjaTrader Control Center window select the menu Tools > Instrument Manager
• Press the "New" button
• *Enter in instrument specific information and select the appropriate exchange (add Default exchange for equities in addition to the actual exchange)
• Fill in any relevant information under the "Misc" tab such as symbol mapping for your target connectivty provider
• Press the "OK" button

I read up in the documentation but I am stuck at the Symbol Mapping. Which symbol map would I choose for IB to work properly? In Trader Workstation for IB I see VOD LSE for Vodafone on the LSE. I can't find any information on what the mapping would should be.

I was looking at Tools > Import Stock Symbol and using this as a possible way to import all the symbols and select traded on LSE to bring them all in to an instrument list. But I am then not sure how they would map to LSE as the mapping appears to be per instrument and i'd prefer not to have to manually input all LSE (and later other instruments).

VOD is also particularly confusing because it's traded on the Nasdaq so already has the mappings created. So I created a new instrument called VOD_LSE and tried setting the IB mapping to LSE.VOD, LSE VOD, VOD LSE and VOD.LSE, all gave the same error attached.

Many thanks,
Stefan

[NinjaTrader_ChrisL]

Hi stefanjagger, thanks for your post.

We are going to need to test this on your PC because we have limited data enablements from Interactive Brokers.

The first thing I noticed is the NT database does contain this VOD instrument by default and the exchange list in the Instruments window contains the LSE. The first thing you should try is going to Tools>Instruments>Search "VOD">select the LSE for the exchange and remove the other exchanges. After this try pulling up a 1 minute or 1 day chart of the instrument. If this works, also use this window to search for the other instruments you need.

Please also confirm that you have real-time data for these instruments and not delayed data from IB.

[stefanjagger]

Hi ChrisL, thanks for your response.

I have done as you asked by editing the existing VOD instrument. I selected only LSE and unticked Default and Nasdaq exchanges. Additionally I also changed the trading hours from US Equities RTH to Default 24x7, removed historical data and removed my test VOD_LSE instrument. The same error attached appears when switching to VOD chart and as sort of expected no data load on chart. The data is a live stream from IB.

I've attached an image of what IB VOD looks like in the instrument list. I am wondering if the mapping within the instrument needs setting up somehow to account for the exchange being LSE over at IB?

Thanks,
Stefan

[NinjaTrader_ChrisL]

Hi stefanjagger,

I found that we can specify the exchange for IB in the symbol mapping with the '|' (pipe) character. Please try editing the symbol mapping for VOD to "VOD|LSE" in NinjaTrader.

[stefanjagger]

Thanks Chirs I literally just found the same thing! Interestingly because I left the currency as USD within the instrument manager it still popped the VOD Default error message as before. Changing the currency to GBP sorted that.

Some useful information in this thread for anyone else searching this : https://ninjatrader.com/support/foru...45-fwb-missing

Is it possible to set the mapping to include |LSE when importing stock symbol lists?

Thanks

[NinjaTrader_ChrisL]

Hi Stefan, thanks for your reply.

Unfortunately, that will not work for the symbol mapping. The symbols imported from the list are for the primary instrument name only and the mapping needs to be added later.

[stefanjagger]

Is it possible to access the NT database so we can code the changes in? I did a full export, extracted the backup file, but couldn't find anything in there to be able to work out another method to import.

[NinjaTrader_ChrisL]

Hi Stefan,

It's not supported to edit the database outside of NinjaTrader. There are tools that can read .sdf files and the NT database can be found under Documents\NinjaTrader 8\db\NinjaTrader.sdf If you would like you can try editing this with a software tool but It could corrupt your database.