IB - charting real time European [LSE, DAX, VIRTX, EuroNext] stocks ??

[k2again]

Hello
WE have IB as our data provider through our account with them and have real time data subscriptions for the following four major European exchanges
Swiss - VIRTX
German - DAX/XETRA
France/Belgium/Netherlands - Euronext
UK - LSE [the FTSE 100 stocks at least]

We are having many many problems consistently generating charts for these european stock. eg - on the UK LSE, RIO worked fine and the chart was as expected, but BARC, HBOS and RBS gave data feed errors and we never have gotten any charts. All of them are on a list we created for LSE.

What are we able to do???

We did both importing and hand entering of limited number on the four sets of exchange stocks - but we cannot seem to get many charts for many of the instruments on these exchanges.

Do you perhaps have a nice, clear and detailed set of instructions for those people who are almost exclusively trading on European exchanges? Thanks - this was the main reason we set up an account with IB - so we could use their datafeeds - as IB assured us we could use NinjaTrader with the European stock data feeds. But apparently no one at IB has any idea about how to do this.

Thanks for your help on thios - NT or forum membersk2again

[NinjaTrader_Jason]

Hello,

Importing a list of stock symbols should work.

Can you please tell me what the errors exactly stated.

Please go to Tools-->Instrument Manager, highlight a stock that does not generate data and click Edit.

Check if the Default exchange is selected as well as the exchange the stock is traded on. Check if all other parameters are correct, such as currency and the symbol mapping used in the Misc-tab.

Add the stock to your default instrument list with the Default exchange listed under "Exchange".

Check if you receive data by selecting the stock from your default instrument list.

[tagomi]

I also use IB with Ninja. But US-markets only. Sometimes I also miss chart data, and only chart data. Last time after the weekend. Tried then the IB-chart, which was empty too. So try this. IB could be the problem...

[Newell]

I am trying to get the chart for STW 11-08 on SGX Futures (STW using IB) and although I have no errors, I only have what appears to be open and close bars. If any one has advice for how to set up the instrument manager for this, I would greatly apreciate that.

[k2again]

Jason - thanks
Now I have most of the symbols working.

1) BUT - what is the exchange for the CAC and Amsterdam and Belgium??? Are they Liffe? It should be shown now as the Euronext - as the Euronext has collected the Brussels, Amsterdam and Paris exchanges all under one roof. Your list of European exchanges is sure not very clear for other than the LSE [UK], VIRTX [Swiss] and the XETRA DAX [Germany].

2) Updates NOT on charts:
- HOT [Hochtief] on the XETRA DAX is not coming in and updating. It shows fine on the IB list of stocks and upodates very regularly - every few seconds.

Good news is that other XETRA DAX stocks like BMW and ADS and RWE are all fine on the charts.

3) Swiss stocks on VIRTX are seemingly fine.... but then it is pretty easy as you show VIRTX clearly as the logical exchange.

Thanks for "HOT" help
Keith

Hello,
Importing a list of stock symbols should work.
Can you please tell me what the errors exactly stated.
Please go to Tools-->Instrument Manager, highlight a stock that does not generate data and click Edit.
Check if the Default exchange is selected as well as the exchange the stock is traded on. Check if all other parameters are correct, such as currency and the symbol mapping used in the Misc-tab.
Add the stock to your default instrument list with the Default exchange listed under "Exchange".
Check if you receive data by selecting the stock from your default instrument list.

[NinjaTrader_Jason]

Hello Newell,

Can you please check the STW chart in TWS and check if it resembles the chart in NinjaTrader.

If possible please post a screenshot of your chart.

[NinjaTrader_Jason]

Hello Keith,

1. If you are referriong to the CAC40 futures contracts, please try the Monep or Matif exchange.

2. Try right clicking in the chart and select "Reload Historical Data" and check if the price will update. If not, please close the chart and open up a new one.

If the issue persists, please test this instrument in the SuperDOM and Control Center and check if you receive real-time data.

[Newell]

Jason here are screens that show what I am seeing. I use this same data feed and regularly trade using charts from another system. I am trying to switch to NT but I do trade STW every night so this one is needed. I am sure its my lack of understanding the instrument manager.

Thanks for all of your help with this.

[NinjaTrader_Jason]

Hello Newell,

Can you please select a 30 minute interval in the NinjaTrader chart as well and check if the chart now resembles the TWS chart.

Try right clicking in the chart and select "Reload Historical Data".

[Newell]

Here is the chart. The time frame does not seem to make any difference. I have also reset database, repaired database and removed the symbol entirely and set it up new many times. changed exchanges and yet this is the best I can do. I have also attached a chart created at the same time from the same IB data in my other system.

Thanks

[NinjaTrader_Jason]

Unfortunately, only IB live accounts have access to historical minute data as you can see at the link below.
http://www.ninjatrader-support.com/HelpGuideV6/HistoricalData.html

It seems the historical data you do display is stored in your database when you received real-time data for this instrument in NinjaTrader.

If you have access to an IB live account, please connect to this account in NinjaTrader and check if you display all data you requested.

[Newell]

it is the same chart from my active IB account.

[NinjaTrader_Jason]

Hello Newell,

Could you please send me an email to support[at]ninjatrader[dot]com including your IB connection information and screesnhot of the STW for the Definition and Misc-tab in the Instrument Manager.

That way I can test the STW on my end and check if I can reproduce the outcome.

Please put "Attn Jason" in the subject header.

[k2again]

Newell - in future, perhaps it would be better for your to start your own topic and thread - rather than hijack one that does not relate to your issue. Thanks


I am trying to get the chart for STW 11-08 on SGX Futures (STW using IB) and although I have no errors, I only have what appears to be open and close bars. If any one has advice for how to set up the instrument manager for this, I would greatly apreciate that.

[NinjaTrader_Jason]

Hello Keith,

Did the instructions in post #7 help solve the issue?

My apologies for working on two cases in this thread.

[Newell]

I agree Keith and I apologize. I was only supporting the need for more discussion of IB data and charting real time European and Asian futures. I did not expect my issue to interrupt yours like that. Sorry.
Newell

[k2again]

Hello Jason,
Sorry - I thought I had replied this am - but the response must have gotten lost on my end.
Hello Keith,
Did the instructions in post #7 help solve the issue?

1) EURONEXT EXCHANGE INSTRUMENTS No - I want to know which exchange I need to put in to get the CAC and AEX and Belgian stocks - - these are all covered in the Euronext.

IB lists all the exchange abbreviations when you assign a stock - and it has the name of the exchange [Paris-CAC, etc] right beside it - so you know which exchange is which abbreviation.

Is there someplace in Help or on the NT web site that tells users what the NT acronym is for the - in particular - foreign exchanges? Right now - putting 'exchange' in either help or on the forum does not result in anything useful. We know there are many and sometimes they change - but we are doing all this to be able to get to European stocks - and so it is not so simple as AMEX or NYSE or NASDAQ...

2) Re: HOT on the XETRA DAX - it plots fine on an IB chart and list - but is not active after yesterday's data ends and it is not updating even after hitting the 'Reload Historical Data' on the chart....

3) No problem - It was someone else that jumped in....My apologies for working on two cases in this thread.

Thanks for your help - Keith

[k2again]

Newell - no problem - I'm pretty new here so I did not know how these things are discussed. Appreciate that it would be nice to have more European and Asian and South African stocks discussed here -a s we can do a lot of this around the world trading and NT has some very nice software compatible with IB and others that link to those exchanges - perhaps we can ask NT to start a separate Topic for NON USA Exchanges???
Best regards, Keith
I agree Keith and I apologize. I was only supporting the need for more discussion of IB data and charting real time European and Asian futures. I did not expect my issue to interrupt yours like that. Sorry. Newell

[NinjaTrader_Jason]

Hello k2again,

Please select the Default and Bse (Belgium), Aex (Dutch) and Pse (French) exchange for these stocks. Enter the the stock symbol next to IB in the Misc-tab.

Check if you receive data.

As per the HOT chart, please right click in the chart and select Format Data Series and ensure the current date is entered next to Last date.

[k2again]

Re 1 below - CAC - Pse exchange stocks:
HELP: I tried and did not get DG or VK or RMS on PSE
I get the error " Error in requesting historical data from IB: No security definition has nbeen found for the request [200] - for all 3 below - but they are all fine on my IB screen.

So I guess I am not clear how to enter a new stock for the Pse?
But I was able to get stocks on the LSE and XETRA... CAC/Pse seems to be an issue.
What are the precise steps for the exchange?
Do you have to enter it and then import it on a new list ?
Or do you load it in instrument explorer?
Thanks, K2

Hello k2again,
1) Please select the Default and Bse (Belgium), Aex (Dutch) and Pse (French) exchange for these stocks. Enter the the stock symbol next to IB in the Misc-tab. Check if you receive data.

As per the HOT chart, please right click in the chart and select Format Data Series and ensure the current date is entered next to Last date.

FIXED IT THANKS!!! I had to enter it in an instrument list showing the Xetra as the exchange and Euros and the map symbol opposite IB [my connection data feed].

[NinjaTrader_Jason]

I suggest to load these stock manually in the Instrument Editor. Make sure the Default and native exchange are selected and enter the correct symbol mapping next to Interactive Brokers under the Misc-tab.

Add the newly created instrument to your instrument list and check if you receive data.

[k2again]

Hi Jason - thansks for the quick feedback... much appreciated. BUT - I loaded them - and set them with both default and Pse exchanges - in Euros and put the IB map symbol opposite the IB in Misc.However, no luck with the Pse stocks - other ideas???

These while not the majority of what we trade - are important... Are you folks sure that the exchange is right?

in 2007 [I think] the Euronext came together to consolidate at least three exchanges in Europe. Perhaps your interface is not updated.

Remember that I have no problem getting the data and charts on the IB platform for these stocks and that I have the SMI-virtx, DAX-Xetra and LSE/LIFFE indices and stocks all working fine. If you need a screen shot of the CAC ones working in IB - PLEASE just let me know..

SUGGESTION: - it could have something to do with your exchanges - PLS have a look at your end - as Euronext is the OEX and PSE and the Belgian exchange all together now... and maybe you are not linked correctly since that took place/

[NinjaTrader_Jason]

Could you please try the Sbf exchange instead of the Pse exchange along with the Default exchange.

Let me know if this will work for you.

[k2again]

Jason - thanks - and have a look at the IB interface - that shows not just the acronym - but also the exchange beside it - that might make it a lot easier for your members - at least not those in the USA anyway... THANKS FOR YOUR PROMPT REPLY....

[k2again]

Jason

IB has the SMI - [Swiss Market Index] as coming through the SOFFEX exchange - in Swiss Francs. I would like to chart this - but I do not see where the SOFFEX exchange is on your list. Thanks for some feedback... K2

[NinjaTrader_Jason]

Unfortunately this exchange is not supported in the software.

I suggest to enable the Default and Eurex exchange and check if this will allow you to receive data for this index.

[k2again]

Hi Jason,

Perhaps you might check with IB. This is a very important index in Europe - coming right after the DAX, FTSE100 and CAC40. Some even argue that the SMI is more useful than the CAC40.

Normally - this index comes with a subscription to the VIRTX - but for IB - they have this wierd setup for the SMI and it comes through Eurex Level I subscription.

So I have checked off all the Eurex ones and as well - Default - and put SMI opposite the IB symbol map. But alas - nothing ocmes through.

Thanks for seeeing if we cannot work this out. k2



Unfortunately this exchange is not supported in the software.
I suggest to enable the Default and Eurex exchange and check if this will allow you to receive data for this index.

[NinjaTrader_Jason]

Could you please try enabling only the Default and EurexSW exchange and check if you receive data.

If not, please enable only the EurexSW exchange and check again.

In addition, are you able to receive data for this index in TWS?

[k2again]

Jason - once again - PERFECT - it worked with Default and EurexSW enabled. All the Swiss exchange stocks come through Virtx.

BUT YES - I was able to get the TWS data and a chart - but their charts are no where near so good as yours....

QUESTION: Which is the latest version of NT that we should be running with TWS. It keeps telling me there is an update - but I am always nervous about upgrading when it is linked to IB's TWS.....

Thanks again for all your help. k2


Could you please try enabling only the Default and EurexSW exchange and check if you receive data.

If not, please enable only the EurexSW exchange and check again.

In addition, are you able to receive data for this index in TWS?

[NinjaTrader_Jason]

Hi k2,

Our latest version is NinjaTrader 6.5.1000.7. You can check your version at Help-->About. The official supported TWS version is 887.2.

If you are running an older version of Ninjatrader, please install the latest version on top of the existing version.

[k2again]

Thanks very much - have a nice weekend.
Hi k2,

Our latest version is NinjaTrader 6.5.1000.7. You can check your version at Help-->About. The official supported TWS version is 887.2.

If you are running an older version of Ninjatrader, please install the latest version on top of the existing version.

[NinjaTrader_Jason]

Have a great weekend as well!