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RE: IB forex symbol names

kaizen — Mon, 08 Dec 2008 18:39:40 GMT

[quote][b]jthorne (8/14/2007)[/b][hr]Here's a basic USD/GBP pair.

[img]http://www.hornes.org/USDGBP.jpg[/img]

I'm using 5 minute bars in the folder set up with IB as my data provider.[/quote]

Try setting the code to update with Mid rather than last price.

RE: IB forex symbol names

billb — Mon, 08 Dec 2008 11:46:47 GMT

Have you set the exchange to IDEAL or IDEALPRO? Can you attach a screen capture of your current symbol setup?

[quote][b]alexcaicn (12/8/2008)[/b][hr]the same problem as forex EUR/USD

1 RE Edition2

2 I could download historical data of EUR/USD

3 I could get live data of any Stock

4 there is no error message for getting live data of EUR/USD

5 my account base currency is HKD

BUT NO LIVE DATA, ALL SHOWS 0

please let me know how to solve this problem[/quote]

RE: IB forex symbol names

alexcaicn — Mon, 08 Dec 2008 08:52:22 GMT

the same problem as forex EUR/USD

1 RE Edition2

2 I could download historical data of EUR/USD

3 I could get live data of any Stock

4 there is no error message for getting live data of EUR/USD

5 my account base currency is HKD

BUT NO LIVE DATA, ALL SHOWS 0

please let me know how to solve this problem

RE: IB forex symbol names

billb — Wed, 15 Aug 2007 20:56:06 GMT

As I was investigating this today, it started working with the latest RightEdge production build. Obviously a bit disturbing. The only thing I can think of at this point is that maybe I was running TWS for a few minutes before it started working. I'm still going to continue investigating this, but I thought I'd report back with this news.

RE: IB forex symbol names

billb — Tue, 14 Aug 2007 11:51:28 GMT

You've certainly uncovered something. Is it a setting in IB or the API? Not sure yet. Hopefully we don't have to do something different between live and test accounts in IB.

[quote][b]jthorne (8/14/2007)[/b][hr]So I've found an actual bug? Oddly enough, that will make me feel better...

[quote][b]billb (8/14/2007)[/b][hr]:crazy: Now I've seen it all. I can take the same symbol setup and run it against the paper broker account and it works. I move to a production account and I don't get an error, however, I never get any data. Wow.

Maybe this is a setting in the production accounts? I'll investigate.[/quote][/quote]

RE: IB forex symbol names

jthorne — Tue, 14 Aug 2007 11:43:28 GMT

So I've found an actual bug? Oddly enough, that will make me feel better...

[quote][b]billb (8/14/2007)[/b][hr]:crazy: Now I've seen it all. I can take the same symbol setup and run it against the paper broker account and it works. I move to a production account and I don't get an error, however, I never get any data. Wow.

Maybe this is a setting in the production accounts? I'll investigate.[/quote]

RE: IB forex symbol names

billb — Tue, 14 Aug 2007 11:40:52 GMT

:crazy: Now I've seen it all. I can take the same symbol setup and run it against the paper broker account and it works. I move to a production account and I don't get an error, however, I never get any data. Wow.

Maybe this is a setting in the production accounts? I'll investigate.

RE: IB forex symbol names

jthorne — Tue, 14 Aug 2007 11:16:54 GMT

Here's a basic USD/GBP pair.

[img]http://www.hornes.org/USDGBP.jpg[/img]

I'm using 5 minute bars in the folder set up with IB as my data provider.

RE: IB forex symbol names

billb — Tue, 14 Aug 2007 11:00:33 GMT

Hrm, this is becoming a bit puzzling. Can you send me a screen shot of your Symbol Information dialog? I'll compare exactly to mine. Also, check out my other post about getting TWS API 9.20. We've worked w/ IB post 9.0 w/ forex and I don't know that they've fixed anything related to it just not working.

No problem w/ the email messages. We'll keep going until we get it hammered out.

[quote][b]jthorne (8/14/2007)[/b][hr]This is really strange... sorry for all the posts. Here's what I'm doing:

1) Since I'm not trying to papertrade yet, I'm using my live IB account.
2) I can see forex live data (as well as charts) in TWS.
3) I can download historical data in RightEdge as well as see live data for stocks
4) I can't get jack squat for forex. In every case the symbol is unrecognized by IB.

Is there some TWS API version I need to check? Or other configuration issue that would only impact forex?

[/quote]

RE: IB forex symbol names

jthorne — Tue, 14 Aug 2007 10:49:24 GMT

This is really strange... sorry for all the posts. Here's what I'm doing:

1) Since I'm not trying to papertrade yet, I'm using my live IB account.
2) I can see forex live data (as well as charts) in TWS.
3) I can download historical data in RightEdge as well as see live data for stocks
4) I can't get jack squat for forex. In every case the symbol is unrecognized by IB.

Is there some TWS API version I need to check? Or other configuration issue that would only impact forex?

[quote][b]dplaisted (8/14/2007)[/b][hr][quote][b]jthorne (8/14/2007)[/b][hr]Okay, I've now tried setting the exchange to IDEALPRO... still no historical data or live data.

Is forex disabled in the trial edition? Not the broker services, just the data feed from IB.[/quote]

The trial version of RightEdge is no different than the full version. Are you using the demo account for IB? As I understand it, the IB demo account is fairly limited, and I wouldn't be surprised if it didn't include forex. Can you get forex quotes from within Trader Workstation?

Daniel[/quote]

RE: IB forex symbol names

billb — Tue, 14 Aug 2007 10:44:41 GMT

Nothing is disabled in the trial version. I didn't try historical data, only live (not sure if IB supports historical forex data). Do you have a real account w/ IB or are you trying this with the edemo account?

Also, which version of the IB API do you have? We built RightEdge against 9.20 TWS API which can be obtained here.

[quote][b]jthorne (8/14/2007)[/b][hr]Okay, I've now tried setting the exchange to IDEALPRO... still no historical data or live data.

Is forex disabled in the trial edition? Not the broker services, just the data feed from IB.[/quote]

RE: IB forex symbol names

dplaisted — Tue, 14 Aug 2007 10:43:21 GMT

The trial version of RightEdge is no different than the full version. Are you using the demo account for IB? As I understand it, the IB demo account is fairly limited, and I wouldn't be surprised if it didn't include forex. Can you get forex quotes from within Trader Workstation?

Daniel

RE: IB forex symbol names

jthorne — Tue, 14 Aug 2007 10:27:10 GMT

Okay, I've now tried setting the exchange to IDEALPRO... still no historical data or live data.

Is forex disabled in the trial edition? Not the broker services, just the data feed from IB.

RE: IB forex symbol names

jthorne — Tue, 14 Aug 2007 10:21:36 GMT

[quote][b]dplaisted (8/14/2007)[/b][hr]
Did you set the exchange to IDEALPRO?[/quote]

Not that I know of... looking for where I would configure that now.

RE: IB forex symbol names

dplaisted — Tue, 14 Aug 2007 10:00:35 GMT

[quote][b]jthorne (8/14/2007)[/b][hr][quote][b]billb (8/14/2007)[/b][hr]Just tested EUR/USD. My symbol name is EUR and here's my symbol setup.[/quote]

Okay, I just tried this and it didn't work. I tried both downloading historical data (did this first) and then live data. Do I need to configure a certain bar or tick size somewhere?[/quote]

Did you set the exchange to IDEALPRO?

RE: IB forex symbol names

jthorne — Tue, 14 Aug 2007 09:33:08 GMT

[quote][b]billb (8/14/2007)[/b][hr]Just tested EUR/USD. My symbol name is EUR and here's my symbol setup.[/quote]

Okay, I just tried this and it didn't work. I tried both downloading historical data (did this first) and then live data. Do I need to configure a certain bar or tick size somewhere?

RE: IB forex symbol names

billb — Tue, 14 Aug 2007 07:12:07 GMT

Just tested EUR/USD. My symbol name is EUR and here's my symbol setup.

[quote][b]jthorne (8/13/2007)[/b][hr]Hmmmm... I forgot to mention I had already tried this... didn't work. I've also tried with USD/CAD and others. Can't seem to get any data on forex from TWS. Very frustrating. But like I said, I can get equities, and I can see the forex data right there in TWS.

I always get the following error: Code 200, No Security definition has been found for the request.

[quote][b]dplaisted (8/13/2007)[/b][hr]Right now you would need to use GBP as the symbol name, and set the asset currency to CHF in the symbol information. We have changed this so you can enter it as GBP/CHF, and we hope to release a version which includes this update soon. One thing to note is that to trade the GBP/CHF pair, your account currency would need to be either GBP or CHF. Otherwise we don't have a way to convert your profit from CHF to USD, for example. Eventually we may support using the current GBP/USD or USD/CHF rate to calculate the correct profit.

Thanks,
Daniel[/quote][/quote]

RE: IB forex symbol names

jthorne — Mon, 13 Aug 2007 23:57:37 GMT

Hmmmm... I forgot to mention I had already tried this... didn't work. I've also tried with USD/CAD and others. Can't seem to get any data on forex from TWS. Very frustrating. But like I said, I can get equities, and I can see the forex data right there in TWS.

I always get the following error: Code 200, No Security definition has been found for the request.

[quote][b]dplaisted (8/13/2007)[/b][hr]Right now you would need to use GBP as the symbol name, and set the asset currency to CHF in the symbol information. We have changed this so you can enter it as GBP/CHF, and we hope to release a version which includes this update soon. One thing to note is that to trade the GBP/CHF pair, your account currency would need to be either GBP or CHF. Otherwise we don't have a way to convert your profit from CHF to USD, for example. Eventually we may support using the current GBP/USD or USD/CHF rate to calculate the correct profit.

Thanks,
Daniel[/quote]

RE: IB forex symbol names

jthorne — Mon, 13 Aug 2007 23:54:00 GMT

So are you referring to paper trading or actual trading? I can't do foreign currency pairs with live trading?

RE: IB forex symbol names

dplaisted — Mon, 13 Aug 2007 23:48:47 GMT

Right now you would need to use GBP as the symbol name, and set the asset currency to CHF in the symbol information. We have changed this so you can enter it as GBP/CHF, and we hope to release a version which includes this update soon. One thing to note is that to trade the GBP/CHF pair, your account currency would need to be either GBP or CHF. Otherwise we don't have a way to convert your profit from CHF to USD, for example. Eventually we may support using the current GBP/USD or USD/CHF rate to calculate the correct profit.

Thanks,
Daniel

IB forex symbol names

jthorne — Mon, 13 Aug 2007 23:30:17 GMT

Okay, this should be easy, but I've failed on every count. What is the proper symbol naming convention for forex pairs when connecting to Interactive Brokers?

GBPCHF
GBP.CHF
GBP/CHF

Everything comes up unknown. I know the data connection to IB is good (I can easily retrieve stocks).