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NSE CDS charts in NT8 from IB TWS data

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    NSE CDS charts in NT8 from IB TWS data

    I am trying to open NSE CDS (Currency) contracts in NT8 with data from IB TWS.
    I edited instrument USDINR October 2021 Future contract as follows-

    Master instrument- USDINR
    Instrument type- Future
    Currency- Indian Rupee
    Exchanges- Selected NSE (showing 1 exchange)
    Point value- 1000
    Merge policy- Use global settings
    Sim feed start price- (Auto filled)
    Trading hours- NSE
    Tick size- 0.0025
    Description- US Dollars in Indian Rupee
    URL- https://misc.interactivebrokers.com
    Symbol Map -
    Interactive Brokers- USDINR
    Contract months- General-
    Contract month- 10-21
    Rollover date-10/11/2021 (showing configured 10-21, 1 rollover)

    I similarly configured GBPINR, EURINR and JPYINR October 2021 Future contracts.

    I can see the rates of all 4 contracts in Market Analyzer.

    However, if I try to open a chart with any of these contracts, an error message appears -

    "Error on requesting bars series: IB was unable to locate instrument. Please verify your symbol mapping is correct for instrument USDINR NSE".

    Evidently my symbol mapping is incorrect.

    Kindly guide me on how to correctly map the 4 NSE CDS future contracts (USDINR, GBPINR, EURINR, JPYINR) using data from IB TWS, their continuous future contracts, and USDINR option contracts.

    #2
    Hello Ranawat,

    If the symbol map is incorrect, I would expect no data to be received at all. Do you get realtime data in the charts? Do you see the last traded price change in the Market Analyzer?

    When I test it on my end, I'm not able to load any data for this instrument. I used the same instrument settings and tried multiple times. One thing I notice is that a forex instrument named USDINR is somehow created after I create the USDINR futures and connect to Interactive Brokers. Do you see the same on your end? If you type USDINR at Control Center-->Instruments, do you see 2 instruments listed (one futures and one forex)? The forex instrument uses the same symbol map as the futures instrument. I think this forex instrument prevents data from being loaded. When I delete it, it comes back each time after I connect to Interactive Brokers.
    JasonNinjaTrader Customer Service

    Comment


      #3
      1. I am not getting any data on charts for USDINR/ GBPINR/ EURINR/ JPYINR.
      Blank charts and error message as in my post..

      2. Last traded price is changing/ updating in real time in Market Analyzer for all 4 instruments.

      3. Yes, I can see two USDINR instruments, one is futures and another is forex.
      And as you have noticed, the forex instrument comes back after I remove it and restart NT8.
      If I remove both USDINR instruments and restart NT and create USDINR future instrument, then the USDINR forex instrument automatically reappears.

      Comment


        #4
        Hello Ranawat,

        Thank you for your reply.


        Please send me your log and trace files so that I may look into what occurred.

        You can do this by going to the Control Center-> Help-> Email Support

        Ensuring 'Log and Trace Files' is checked will include these files. This is checked by default.

        Please reference the following ticket number in the body of the email: ATTN MAX 3305349

        Comment

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