German stocks via IB feed

[hometradingblog]

Hi;
I am looking to add German stock symbols to NT via the IB feed. In IB I am subscribed to the German Stock Bundle in IB (IBIS and FWB) and can see the live prices in TWS.
However I am having trouble adding them to the Instruments in NT.

I tried BMW and used the symbol BMW in the Symbol Map section. Ticked the Default and Xetra exchanges, but can't seem to get any data.

Get the error message "No market data permission for SWB. TRQXDE.STK"

Do I need to use a different exchange for this or do I need to subscribe to a different data feed from IB?

Thanks
Thomas

[NinjaTrader_Jason]

Hello Thomas,

I was able to receive real-time data for the German BMW stock while testing it in the IB demo account.

Make sure you set Currency to Euro in the Definition-tab and assign the Default and Xetra exchanges. Enter BMW next to Interactive Brokers in the Misc-tab.

Let me know if this will not work for you.

[hometradingblog]

Thanks Jason, you were to quick for me, I was just editing the post. I am getting a permission error (see original post) so I assume I need to subscribe to a different data package, you wouldn't know the correct IB package?

[NinjaTrader_Jason]

Unfortunately I am not sure what package you need to add. Our live IB connection is not authorized for such stocks either. When I select the BMW in TWS, I see a button named 'Market Data Subscripion Manager'. If you click this button, you can add the data package in question.

If this button is not available on your end, please contact IB to clarify what data package you require.

[hometradingblog]

Hi Jason;
I was querying IB in regards to the package, they are suggesting to add IBIS as the exchange in NT. Looking through the exchange list, there is no IBIS, how can this be added?

Thanks
Thomas

[NinjaTrader_Jason]

Hello Thomas,

NinjaTrader does not support the IBIS exchange, but does support the Xetra exchange which you need to use.

However, if you do not receive data in TWS, you will not receive it in NinjaTrader either. Even if we did have IBIS available you would not receive data in NinjaTrader, since your IB connection does not include German stocks.

[J_o_s]

Hello Thomas,

I had an related error with Dutch stocks, and I got my problem solved by, when adding the stock to the instrument list, not selecting the default exchange but using the appropriate exchange (i.e. Xetra in your case). You could also, when switching from one chart to another, instead of typing in "BMW" followed by an enter, type in "BMW XETRA" and enter.

As far as I know this problem is related to the "SMART" routing of IB, which gives the need to explicit name the exchange, not only when creating the instrument, but also when adding this to an instrument list (such as Dax stocks).

Hope this is of some help,

Regards,

[hometradingblog]

Great half way there, indeed when I type in BMW XETRA when opening a new chart it loads correctly. Thanks for this.

However, when I define BMW in the instrument list and only tick the Xetra exchange, NT automatically ticks the Default exchange. When I then try to switch between symbols on a chart, it tries to load the data from the Stuttgart exchange again - which fails. How can I make sure NT always uses the Xetra exchange?

Thanks
Thomas

[J_o_s]

Great half way there, indeed when I type in BMW XETRA when opening a new chart it loads correctly. Thanks for this.

However, when I define BMW in the instrument list and only tick the Xetra exchange, NT automatically ticks the Default exchange. When I then try to switch between symbols on a chart, it tries to load the data from the Stuttgart exchange again - which fails. How can I make sure NT always uses the Xetra exchange?

Thanks
Thomas

Hm, if I look at the instrument which gave me the same problems, I've defined both an Default exchange and the correct exchange (Xetra in your case). Then, when adding the instrument in the list, I've specified the correct exchange. Now, when selecting the instrument from this list of using the Download Manager to download the data, it works.

Please see the attachment in which I highlighted the steps (numbers 1 through 3) I've taken. Step 1 is searching the instrument, step 2 is manually specifying which exchange NT should use, and last adding this instrument to the list. I hope this will make it somewhat clearer,

Regards,

[hometradingblog]

Great, step 2 was the missing link - you never stop learning!

Thanks again

[Twingo445]

Hi

you have to use this code in the MAP field for Interactive Brokers:

BMW|IBIS
ADS|IBIS
SAP|IBIS

etc.

I only found out because i checked out the MAP field for the DAX, there i found

DAX|DTB, while for the DAX Future its is only FDAX

I think this should solve all problems. Even the historical datas will be loaded on this way.

Have fun.

Thomas

[unitrade]

This is the key.

And you dont need to subscribe to IBIS. You can use chix. Its nearly the same.

default, xetra and for ib map its BMW|CHIXDE

Thanks

[Twingo445]

But ...

Thanks.

But please Note that IB is blocking trading dring the First 5 minutes to prevent Traders for Volatile trades in this time frame and the lower volume compared to Xetra.