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Automated Trading Support for automated trading systems using NinjaScript. Support for our ATI (Automated Trading Interface) used to link an external application such as TradeStation and eSignal to NinjaTrader.

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Old 03-09-2011, 07:46 AM   #1
WSquared
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Default Symbol Mapping with IB TWS

Is there an easy way to confirm that Symbols in TradeStation are proper symbols at IB? With Stocks I'm sure it will just be the few oddball symbols like BRKdotB vs BRKspaceB. Is this something that I need to manually type in every symbol to confirm, or there a simplier way?

Thanks. W2
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Old 03-09-2011, 08:08 AM   #2
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Hello,

Best way is to check in the Control Center-Tools->Instrument Manager.

Then lookup the instrument and click edit. Then goto the Misc tab and check the symbol map for Interactive Brokers is correct for IB, Then also check the External symbol is the correct one for TradeStation.

This is how you would manually check the symbol map is correct. To verify your IB symbol is setup correctly you would need to open a chart to see if your getting data.

To confirm you have TS correctly mapped you would have to wait for a strategy trade and then check the log tab in the Ninja Control Center to make sure the trade went throughj to the correct instrument.

Let me know if I can be of further assistance.
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Old 03-14-2011, 02:45 AM   #3
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Unless I'm doing something wrong, the contracts I'm interested in from IB are not pre-configured.

I'm specifically looking for VX (VIX futures) on CFE. As far as I can tell, they're under master symbol VX, and now with VXJ1, VXH1 etc... None work, and when I map that symbol to IB in Instrument Manager, I get a panic (200) no mapping found message and no data. Here's the contract I'm trying to get - and many others like it.

http://www.interactivebrokers.co.uk/...conid=83073911
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Old 03-14-2011, 06:24 AM   #4
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Hello,

So take tradestation out of the equation as this is not involved. You must be able to get data in NinjaTrader to be able to trade the instrument which means setting up the symbol correctly for IB.

Can you please let me know what exchange and what symbol mapping you are using for this instrument for IB. As they must match what is on this page.

Also, are you wanting the VIX or VM? As the page you linked was for the VIX.

I look forward to assisting you further.
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Old 03-14-2011, 09:12 AM   #5
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TradeStation not involved in any way...

These are futures on the VIX underlying (the VIX is not itself tradeable, only the futures contracts that are based on it). IB lists the "trading class" as VX, and the specific contracts I'm looking for are the march expiry (VXH1) and april expiry (VXJ1). All are listed on CFE.

I've tried listing as VX (with contract rollover date) and VXH1, always with CFE. Neither seems to work at all.

Thanks in advance
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Old 03-14-2011, 10:08 AM   #6
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Hello,

First off for the symbol map in the Misc tab when you edit the symbol in the isntrument manager.

What specifically do you have for IB there? Would like to confirm what you have here.

It should be just VX. With no expiry here as NinjaTrader will add the expiry information automatically.

I look forward to assisting you further.
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Old 03-14-2011, 10:27 AM   #7
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Correct, it just says VX at the IB mapping
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Old 03-14-2011, 10:31 AM   #8
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Hello,

In this case I would need to simply test the mapping on my side to look into this further. As from the information you've given me it should work. Please verify you are getting live data inside of IB's TWS.

If so please contact me at support at ninjatrader dot com ATTN: Brett and I will give you next steps.

I look forward to assisting you further.
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