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Index symbol issues with Ninjatrader and Interactive brokers

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    Index symbol issues with Ninjatrader and Interactive brokers

    Hi
    I have some issues in gettign data from Intertactive Brokers into Ninjatrader on the following symbols:
    TRINQ (trin index for Nasdaq), TRINDJ (trin index for DOW) and PCR (CBOE Put call Ratio)

    For the PCR i get an error in the IB Gateway (see below) for the 2 others data does just not show up :

    "2020-01-02 14:04:38.746 [TK] INFO [JTS-EServerSocket-87] - [0:66:76:1:0:0:0:ERR] -'bJ' : cause - The symbol or the local-symbol or the security id must be entered
    2020-01-02 14:04:38.746 [TK] ERROR [JTS-EServerSocket-87] - catching
    jextend.e: The symbol or the local-symbol or the security id must be entered
    at jextend.bC.y(bC.java:380)
    at jextend.bJ.k(bJ.java:721)
    at jextend.a8.o(a8.java:482)
    at jextend.dC.a(dC.java:2339)
    at jextend.dC.aY(dC.java:2552)
    at jextend.dC.run(dC.java:2075)
    at java.lang.Thread.run(Unknown Source)"

    can you help here ?

    Best Regards,
    Sune

    #2

    So I may accurately assist you, please answer all of the following questions:
    • What version of NinjaTrader 8 are you using? Please provide the entire version number. This can be found under Help -> About (Example: 8.0.?.?)
    • What version of TWS/Gateway are you using?
    • Are you able to view these symbols in real-time (not delayed) within TWS without issue?

    Comment


      #3
      Hi
      Seems Interactive Brokers themselves does not know the symbol for the put call ratio which should be pcr in my understanding. It also seems that there is no comparable symbol to TRINDJ in the IB symbol list.
      Last but not least TRINQ exists though and is names TRIN-NASD in the IB symbol list. So 1˝ out of 3 ;-)

      Gateway version is build 973.2h
      Ninjatrader version is 8.0.20.0 64 bit

      Best Regards,
      Sune

      Comment


        #4
        I agree that TRINDJ and PCR do not exist as pre-programmed indices within NinjaTrader for any provider. With that said, if we can find the underlying mapping information from Interactive Brokers, we may be able to add in a custom index instrument. Here is a general guide on adding new instruments into NinjaTrader:
        • From the NinjaTrader Control Center window select the menu Tools > Instruments
        • Click the "add"
        • Enter instrument specific information and select the appropriate exchange
        • Fill in the relevant symbol mapping for Kinetick
        • Press the "OK" button
        You can search for Interactive Brokers symbols on their publicly available site here:

        Comment


          #5
          Originally posted by NinjaTrader_PatrickG View Post
          I agree that TRINDJ and PCR do not exist as pre-programmed indices within NinjaTrader for any provider.
          Hi Patrick
          can you please post a link where one can read all available "pre-programmed indices within NinjaTrader for" IB.
          As I suppose that most retail IB account holders using Ninjatrader have subscribed the basic bundle data feed of IB, would it be possible for ninjatrader to expand the "pre-programmed" instuments within NinjaTrader to include most of the instruments included on this "basic IB bundle" ?
          Thank you.
          gt

          Comment


            #6
            You can find the list of all indices in general by going to Tools > Instruments and sorting by Index type:To find out whether or not an index is configured for use with Interactive Brokers specifically, double-click on the instrument > Scroll down to the 'Symbol Map' section > If there is information entered in the 'Interactive Brokers' field, it should work with Interactive Brokers by default:

            Comment

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