Interactive Brokers - Adding Securities

[Scarlett09]

Hi,

I signed up for the Level 1 US Commodities exchange market data subscription with Interactive Brokers. I have added the CME Globex securities into the NT Utilities via the Import Stock Symbols and changing the "Traded On" to Globex instead of NYSE.

Yet when I go to the NT Tools / Instrument Manger those securities are being saved as: Instrument Type: Stock (and not futures), therefore when I go to open a chart I am receiving a 200 series error message.

Please advise,

[NinjaTrader_JC]

Hello Scarlett09,

The error message indicates the instrument in question is either not setup correctly or you are not authorized to receive data for this instrument.

Note that using the "Import Stock Symbols" utility it will only import "Stock" instruments. All other instruments must be mapped manually.

Here is an example on how to map a symbol that you receive the data for in IB if not already defined in NinjaTrader. Written and video instructions below, the SPY will be used as an example.
http://screencast.com/t/ShiCvNgeg4r

* Enter the instrument in TWS: For example the SPY

* Right click the instrument in TWS select Contract Info -> Details -> The Interactive Brokers symbol website will open.

* Take note of the BOLD exchange in the list,Example: ARCA

* Open the NinjaTrader Control Center

* Tools -> Instrument Manager

* Search for the instrument to make sure that it is not part of the list or the name is not taken.

* Press 'New'

* Fill in the Master Instrument with the instrument label,Example: SPY

* In the exchanges menu, check 'Default' and check the exchange that was BOLD on the IB website (ARCA).

* On the 'Misc' tab, scroll to the Interactive Brokers field under the Symbol Map section. Set this field to the same symbol it is in TWS.

* Press 'OK'

* Use the '<' Arrow to add it to your Default List.


You may also view the following thread for another example.
http://www.ninjatrader.com/support/f...ad.php?t=45833

[Scarlett09]

Hi,

I did all that was instructed yet still having trouble receiving data.

If we could use the Energy sector select futures ETF as an example. IB uses the code IXE for the 12-12 contract that is traded on Globex (in bold as well) which I am receiving pricing on the CSW IB page. That translates to the code XAE. I add XAE per the instructions with IXE on the Misc tab for Interactive Brokers, then add it to the default menu - yet when I add it to a Market Analyzer or a chart there is no data feed into my NT.

Please advise,

[NinjaTrader_JC]

Hello Scarlett09,

When you are mapping a symbol from a data provider you will want to use the symbol that the data provider uses inside the Misc tab. For Example using the IXE (ENERGY SELECT SECTOR INDEX) Dec'12 contract inside of IB you will want to put in IXE as the Symbol map next to the InteractiveBrokers option. That is because IB uses IXE as the symbol name as shown in the following link under "Symbol".
http://www1.interactivebrokers.ch/co...33503&detlev=2


Let us know if the issue persists.

[Scarlett09]

Basically there.

Using IXE, IXF... if I add these to the Instrument Manager per instructions and then open a Market Analyzer, right-click and add Instrument List "Default" I will receive live prices. From there I can right-click and add a chart.

But If I try to add an instrument separately to the Market Analyzer via "Add Instrument" / Type: Future / IXE (12-12) I receive the error message "You need to select an instrument".

More importantly with the charts, as I believe you have stated in other forums IB does not provide historical tick data. Thus am I able to build up historical data by adding these securities to my Instrument Manager or not?

Thank you,

[NinjaTrader_JC]

Hello Scarlett09,

Could you send a screenshot of how you are trying to add the instrument in?

Note that you do not want to put the contract expiry in the Name field, you would want to select it from the drop down menu just to the right of it. Also, you may use the "..." ellipse button just below name to search for the instrument.

The easiest way to add a single instrument that is already in you Default Instrument list would be to select the Type as "<Default>" and then select it from the drop down list.



Correct, IB does not provide historical tick data. Click here to view more information on Historical Data and Understand the data provided by your connectivity provider

You can save the real-time tick data that you are receiving from IB as historical by enabling the "Save chart data as Historical" option under Tools -> Options -> Data tab, but you will only be able to save tick data that you are receiving from the real-time data when you have a chart open with that particular symbol.

Let us know if we can be of further assistance.