View Full Version : IB Forex Instrument Mapping in Release 6 and Later
whitmark
01-15-2006, 11:50 AM
Could you please clarify the NT to IB instrument mapping for Forex currency pairsthat I understand is available with release .006 and later? An example of valid values for each of the input fields would be appreciated.
Also, is there an updated instrument manager "database" with forex symbols added for IB?
Regards,
Whitmark
NinjaTrader_Ray
01-15-2006, 12:05 PM
Save the attached file in the following folder
C:\Program Files\NinjaTrader Version 5\db
then restart. This should load a bunch of currency pairs into the Instrument Manager.
Ray
whitmark
01-15-2006, 03:21 PM
Thanks Ray, that worked great. I noticed the DOM came to life but I could not get any historical data for the chart from EUR.USD :IDEALPRO as I get the log message:
Historical Market Data Service error message:No historical market data for EUR/CASH@IDEALPRO (mailto:EUR/CASH@IDEALPRO) Last 0 NoHistoricalData
I assume this is an IB limitation. Please confirm.
Regards.
Whitmark
NinjaTrader_Ray
01-16-2006, 01:36 AM
Yes. Are you using static or dynamic ladder?
whitmark
01-16-2006, 04:16 AM
I am using the Dynamic DOM. Also, I am experiencing some other issues:
1) SIM101 Account will not work with IB Forex symbols. I assume its a lack of last price issue. Is there an alternative solution?
2) When setting up the Forex commission schedule in Ninja, I understand the IB commission are 0.00002 * value traded, with a minimum of $2.50.
http://www.interactivebrokers.com/en/accounts/fees/commissionForex.php?ib_entity=llc
I assume in the Ninja commission setup, theunit value is 25000 so the commission entry should display as:
2.5$ min; 2E-05/25000
Please confirm. Thanks.
Regards.
Whitmark
NinjaTrader_Ray
01-16-2006, 04:35 AM
1) Market data needs to come in to drive the simulator. Place a limit above the ask, wait for market to change, then you will see order fill.
2) $2.05 minimum, then add one commission level with a value of 0.00002 and a units value of 0.
Ray
whitmark
02-07-2006, 01:16 PM
Ray,
I still can't get the SIM101 Account to work with IB forex symbols (nor the regular account on the IB paper trading account). I've tried your suggestion but I still get the"no market data" error. On the second or third try, the message dialog box locks up. I was looking forward to system testing the DLL interface with Forex symbols but am hesitant until I could get the SIM or IB paper trading working.
It does appear that trades can be placed successfully on the DOMusing my regular account.However, when I press generate to display thetrade detail I get an error:
System.ArgumentException: Item has already been added. Key in dictionary: "9296ded2b17b4ac2b616c07e13524281" Key being added: "9296ded2b17b4ac2b616c07e13524281"
Pressing continue did not resolve. Tried reparing the DB to no avail.
Asyou know,IB could really usea solution for their lackof Forex position management functionalityon TWS. Perhaps this is an area of opportunity for Ninja, as I understandBT now offers thiscapability.
Regards,
Whitmark
NinjaTrader_Ray
02-09-2006, 01:55 AM
Try this.
I set up the $EURUSD, set the exchange to IBIdeal, you should be able to get market data and sim trade against it as per the attached image.
Regarding the exception, can you generate this each time? If yes, please send us your database via Help-->Mail To Support, in the subject include "For Ray"
Ray