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How to retrieve USD.S.3M (USD 3 month Interest Rate) data from Interactive Brokers

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    How to retrieve USD.S.3M (USD 3 month Interest Rate) data from Interactive Brokers

    In my IB TWS I can access the symbol USD.S.3M (USD 3 month Interest Rate) and I want to use that data-series in some of my strategies. Does anyone have experience in getting this data into NT?
    Last edited by Stett0002; 05-15-2021, 12:02 AM.

    #2

    Hello Stett0002,

    Thank you for your post.

    NinjaTrader comes preloaded with the most commonly traded instruments. Should you wish to add an instrument to your database that is not located in the preloaded lists, please follow these steps:
    • Navigate to the Control Center > Tools > Instruments window.
    • Left-click on the ‘add’ button that appears near the lower right-hand corner of the Instruments window.
    • Enter instrument-specific symbol mapping, exchanges, and other information on the Instrument editor that appears. This information will largely depend on your broker or data feed provider’s specific settings regarding the instrument in question.
    • Left-click the OK button once each field has been filled out with correct information.

    The new instrument has now been created in your database. Should you wish to add this instrument to an instrument list:
    • Navigate to the Control Center > Tools > Instruments Lists window.
    • Left-click to select the instrument list that you wish to add this instrument to in the left panel, then left-click on the ‘add’ button at the bottom of the right-hand panel.
    • Type the name and (if applicable) front month of your instrument in the search field that appears. Press the Enter button on your keyboard to confirm this change.
    • Left-click the OK button to close the Instrument Lists window.

    Your new instrument is now added to the instrument list of your choice.

    Please let us know if we may be of further assistance.
    Shawn B.NinjaTrader Customer Service

    Comment


      #3
      Thank you Shawn, that´s very helpful. I went through the instructions but wasn‘t able yet to load that specific symbol. I suspect it‘s because I‘m missing the appropriate syntax. The symbol (USD.S.3M, referring to USD 3 month interest rate) isn‘t a tradeable instrument but rather an index value calculated by IB. It bears the question as to whether a) IB makes this symbol available at all through the API or b) what the appropriate symbology would be (there is no official exchange).
      Any additional ideas or experiences appreciated

      Comment


        #4
        Hello Stett0002,

        Thank you for your reply.

        Please contact Interactive Brokers for more information on their specific symbol mapping for the USD 3-month Interest Rate.

        Please let us know if we may be of any further assistance.
        Jermaine S.NinjaTrader Customer Service

        Comment


          #5
          Hi,
          I was told by IB to use these settings: Symbol=USD.S.3M, currency=USD, exchange=IR. After a bit of experimenting I succeeded with the syntax USD.S.3M|IR.
          So apparently there must be provided some reference to their 'exchange'.
          All good now, thank you,
          Stett

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