PDA

View Full Version : Unable to read Hong Kong futures data from IB


Jeffrey.Ng
07-09-2010, 12:25 PM
Hi,

I found that when I tried to get historical futures data from IB, there are some months missing which show nothing on the NJ chart. I wanna debug this by using the console client provided by IB, but anyone can tell me the symbol used to retrieve Hong Kong future data (MHI/HFI) from IB? Cheers.

NinjaTrader_Chip
07-09-2010, 12:35 PM
Hello Jeffrey.Ng,

Thank you for your post.

For the symbols, try out the following links from Interactive Brokers website:

MINI HANG SENG INDEX (MHI@HKFE) - link (http://www.interactivebrokers.co.uk/contract_info/index.php?action=Details&site=GEN&conid=75836458)
HANG SENG STOCK INDEX (HSI@HKFE) - link (http://www.interactivebrokers.co.uk/contract_info/index.php?action=Details&site=GEN&conid=75836453)

Please let me know if this isn’t what you were looking for or if I can answer any additional questions.

Jeffrey.Ng
07-09-2010, 10:10 PM
I cannot find the appropriate symbol by these two links (actually I searched these links myself before post here)

I am looking for HSI 05-09 & MHI 05-09 (Ninja Trader Symbol), can you please tell me the corresponding IB symbol which Ninja Trader used to retrieve data from IB?

Thanks.

NinjaTrader_Ben
07-10-2010, 10:29 AM
Hello,

I am jumping in here, but you may want to try this:
The easiest way to add an instrument and have all of the settings correct for your broker is to do this:
Please delete any instruments you have added by going to Tools>Instrument Manager>select the instrument you added on the master list on the right>Delete.
Now:
- Open a DOM
- Type the symbol of the instrument into the instrument field
- Press Enter on your keyboard. This adds the instrument to your master list in the Instrument Manager, it is call on-the-fly.
- Now follow this link to add the instrument your Default list:
http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html (http://www.ninjatrader-support.com/HelpGuideV6/AddRemoveFromList.html)
If the exchange is not on the list of exchanges we can show you how to add a new exchange as well.

Jeffrey.Ng
07-10-2010, 09:52 PM
Actually I can retrieve data of other months....so I think create/recreate the instrument may not hit the root cause...

NinjaTrader_Ben
07-11-2010, 10:09 AM
Hello,

I will have someone reply to you on Monday. Thank you for your patience.

NinjaTrader_Kyle
07-12-2010, 04:27 AM
Hello Jeffrey.Ng,

Please clarify for us which version of NinjaTrader you're using.

Likewise, please let us know which version of TWS you're running.

Jeffrey.Ng
07-17-2010, 08:03 AM
I am using NT 6.5.1000.16, TWS 900.6, JDK: 1.6.0_20-b02. Thanks for your help.

NinjaTrader_Ben
07-17-2010, 09:27 AM
Hello,

Try updating your TWS here:
http://www.ninjatrader.com/webnew/support_interactivebrokers.htm

Jeffrey.Ng
08-08-2010, 08:44 AM
Tried and no luck....Any idea about this?

NinjaTrader_Chip
08-08-2010, 11:17 AM
Hello Jeffrey.Ng,

Please confirm that you have completed the update of the Interactive Brokers TWS software version 906.

Also note that these contracts you detailed in this thread are expired “05-09” so you will need to use the current front month for these instruments.

Thank you,

outofstock
08-19-2010, 06:18 PM
Jeffrey, I have the same problem, what symbol do you enter for HSI?
I search the instrument manager with "hang seng index" it returns me the symbol of "HSI 08-10", unfortunately, it doesnt display the chart. I tried "HSI 07-10" all the way back to "HSI 01-10", still no luck.