Creating mapping .sm files

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Leo
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Creating mapping .sm files

Postby Leo » 31 Jan 2020

Hello,

I need to map the whole S&P500 stock list from the TS datafeed and map this list to the corresponding stocks in IB.
From what I've read, I could import a .sm file containing the TS S&P500 list in the IB Symbol Mapping but am not sure how to do that, or maybe there's another way to have 500 stocks from TS automatically mapped with IB.

Thanks in advance for help.

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Anna MultiCharts
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Re: Creating mapping .sm files

Postby Anna MultiCharts » 03 Feb 2020

Hello, Leo!

There is no fully automated way for configuring symbol mapping.
We can suggest the following procedure with the minimum number of steps:
1. Add all TS symbols from the S&P500 list into Portfolio Trader: see how.
2. Right-click on the strategy name -> Show Properties -> Auto Trading tab -> ‘Select Broker Plug-in’ section. Select Interactive Brokers there.
3. Add an empty signal to portfolio (or any signal, just make sure that it won’t send any orders to the broker): see how.
4. Turn on auto trading. As soon as it is started – turn it off.
5. Then in MultiCharts go File -> Broker Profiles -> Symbol Mapping. You’ll find that symbol mapping was created automatically. If required, you can adjust individual lines manually.

Leo
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Re: Creating mapping .sm files

Postby Leo » 04 Feb 2020

Thanks Anna, it works!

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Re: Creating mapping .sm files

Postby Leo » 05 Feb 2020

Hello Anna,

symbol mapping works but orders form a trading system are rejected by MC as the stock is not recognized.

For example, TCOM has been mapped following your suggestions, but MC rejects orders
Attachments
mc tcom.png
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Anna MultiCharts
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Re: Creating mapping .sm files

Postby Anna MultiCharts » 06 Feb 2020

Leo,

It is important to have the IB symbols added from SMART exchange. Click on the ‘…’ button next to a symbol in the Broker symbol column and add the correct stock symbol from IB, then select it for the mapping.
Do the same for all other symbols that are not from SMART.

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Re: Creating mapping .sm files

Postby Salzburg » 29 Dec 2020

Since trying to keep a good structure with stocks in multicharts quote manager is very difficult due to limitations of possibility to group and search stocks such as delisted stocks, Nasdaq100, sp500 etc etc... and maintain updated lists etc going ahead.

May i suggest

- Add possibility to tag symbols with for example SP500Delisted, SP500Delisted/listed, Nasdaq100, etc etc, in this way one can keep a structure without affecting any setting, should not be that difficult to add ?

- Mapping problem, when you trade a portfolio and would like to maintain thousands of stocks, it creates a large headache, especially without grouping tagging possiblity, BUT also mapping issue... as of now, one can maintain some kind of order by using different names for the exchange, and in this way keep a structure.
BUT, mapping, the .sm file format that MC is using for import and export, is binary... it cant be edited... would it be possible to in some way select a large group of symbols, and adjust ? since for IB it would be very simple because when using smart, its all the same settings in mapping more or less.
Adjusting each symbol one by one is not a great option when you dealing with thousands of symbols.

Yes, as i understand from top of this thread i assume that by having the stocks/symbols in SMART exchaneg before adding them to mapping, it would be automatic, BUT then its impossible to maintain any form of structure, since exchange is the only option as of now to group and order symbols.

I assume this is a problem that is easily understandable, and that a solution would benefit everyone that is using Multicharts.

Thanks

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Re: Creating mapping .sm files

Postby Salzburg » 17 Jan 2021

@multicharts
Will Multichart team ever consider making mapping thousands of stocks a non manual per symbol labour ?

Like for example mapping all IB equity symbols in one go to, SMART, for example, instead of forcing users to manually and individually map thousands of symbols..

I am looking for reasons not to abandon multichart, because apart from non intrabar portfolio backtesting, mapping of stocks in one go, and proper databas structure so one can segment listed, delisted, index constituents, category of the symbol like IT, telecom etc etc...

Apart from this, Multichart is an awesome tool, so why not solve the above things ? it really lacks decent retail portfolio algo plattforms out there..

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Kate MultiCharts
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Re: Creating mapping .sm files

Postby Kate MultiCharts » 29 Jan 2021

@multicharts
Will Multichart team ever consider making mapping thousands of stocks a non manual per symbol labour ?

Like for example mapping all IB equity symbols in one go to, SMART, for example, instead of forcing users to manually and individually map thousands of symbols..

I am looking for reasons not to abandon multichart, because apart from non intrabar portfolio backtesting, mapping of stocks in one go, and proper databas structure so one can segment listed, delisted, index constituents, category of the symbol like IT, telecom etc etc...

Apart from this, Multichart is an awesome tool, so why not solve the above things ? it really lacks decent retail portfolio algo plattforms out there..
Hello Salzburg,

This is not something that is included in our to-do-list at this moment due to the complexity and significance of the changes required to be done in the core MultiCharts components.

Could you please let us know what combination of data feed and broker you'd like to use?

Salzburg
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Re: Creating mapping .sm files

Postby Salzburg » 29 Jan 2021

@multicharts
Will Multichart team ever consider making mapping thousands of stocks a non manual per symbol labour ?

Like for example mapping all IB equity symbols in one go to, SMART, for example, instead of forcing users to manually and individually map thousands of symbols..

I am looking for reasons not to abandon multichart, because apart from non intrabar portfolio backtesting, mapping of stocks in one go, and proper databas structure so one can segment listed, delisted, index constituents, category of the symbol like IT, telecom etc etc...

Apart from this, Multichart is an awesome tool, so why not solve the above things ? it really lacks decent retail portfolio algo plattforms out there..
Hello Salzburg,

This is not something that is included in our to-do-list at this moment due to the complexity and significance of the changes required to be done in the core MultiCharts components.

Could you please let us know what combination of data feed and broker you'd like to use?
Thanks Kate,

Appreciate your reply.

I would like to use IQ as datafeed and IB as broker. (but i would really be happy to change feed supplier if that solved MC problem)
And since when using SMART with IB, it should really not be difficult to map all selected symbols to same path.
You could even have the user to set the maping path for the broker such as iB at the broker level, so when you auto add a stock symbol from IB it uses smart maping correctly from start. (if you now would allow the user to ad a symbol in mapping by auto in some way, if not one is still stuck having to manually add thousands time each stock and then map it.. Its just not a working solution as it is now.

Thanks

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Kate MultiCharts
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Re: Creating mapping .sm files

Postby Kate MultiCharts » 29 Jan 2021

@multicharts
Will Multichart team ever consider making mapping thousands of stocks a non manual per symbol labour ?

Like for example mapping all IB equity symbols in one go to, SMART, for example, instead of forcing users to manually and individually map thousands of symbols..

I am looking for reasons not to abandon multichart, because apart from non intrabar portfolio backtesting, mapping of stocks in one go, and proper databas structure so one can segment listed, delisted, index constituents, category of the symbol like IT, telecom etc etc...

Apart from this, Multichart is an awesome tool, so why not solve the above things ? it really lacks decent retail portfolio algo plattforms out there..
Hello Salzburg,

This is not something that is included in our to-do-list at this moment due to the complexity and significance of the changes required to be done in the core MultiCharts components.

Could you please let us know what combination of data feed and broker you'd like to use?
Thanks Kate,

Appreciate your reply.

I would like to use IQ as datafeed and IB as broker. (but i would really be happy to change feed supplier if that solved MC problem)
And since when using SMART with IB, it should really not be difficult to map all selected symbols to same path.
You could even have the user to set the maping path for the broker such as iB at the broker level, so when you auto add a stock symbol from IB it uses smart maping correctly from start. (if you now would allow the user to ad a symbol in mapping by auto in some way, if not one is still stuck having to manually add thousands time each stock and then map it.. Its just not a working solution as it is now.

Thanks
Hello again Salzburg,

If you want to trade a portfolio of instruments, using different data feed and broker, you could do the following:
1. Create a symbol list with a correct formatting. If you trade through IB, the symbols should correspond to their settings, i.e.
-specify currency in the description (USD in your case);
-add the correct exchange (SMART for Stocks in your case).
2. Make a backup copy of your database via our Backup tool . Then delete all IQFeed and IB symbols in QuoteManager. Delete Symbol Mapping by going in MultiCharts to File -> Broker Profiles -> Symbol Mapping -> select IB broker.
3. Import symbol list 2 times:
- first time select IB as the Data Source;
- second time select IQFeed as the Data Source.
4. Create a new Portfolio workspace and add the newly added symbols from IQFeed.

Please note: since symbol mapping from IQFeed (data feed) to IB (broker) is formed automatically and they have different native symbology, the mapping might be incorrect. As the result some orders might get rejected. For those instruments symbol mapping should be configured manually. It is necessary for trading, when using different data feed and broker.

Salzburg
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Re: Creating mapping .sm files

Postby Salzburg » 29 Jan 2021



Hello Salzburg,

This is not something that is included in our to-do-list at this moment due to the complexity and significance of the changes required to be done in the core MultiCharts components.

Could you please let us know what combination of data feed and broker you'd like to use?
Thanks Kate,

Appreciate your reply.

I would like to use IQ as datafeed and IB as broker. (but i would really be happy to change feed supplier if that solved MC problem)
And since when using SMART with IB, it should really not be difficult to map all selected symbols to same path.
You could even have the user to set the maping path for the broker such as iB at the broker level, so when you auto add a stock symbol from IB it uses smart maping correctly from start. (if you now would allow the user to ad a symbol in mapping by auto in some way, if not one is still stuck having to manually add thousands time each stock and then map it.. Its just not a working solution as it is now.

Thanks
Hello again Salzburg,

If you want to trade a portfolio of instruments, using different data feed and broker, you could do the following:
1. Create a symbol list with a correct formatting. If you trade through IB, the symbols should correspond to their settings, i.e.
-specify currency in the description (USD in your case);
-add the correct exchange (SMART for Stocks in your case).
2. Make a backup copy of your database via our Backup tool . Then delete all IQFeed and IB symbols in QuoteManager. Delete Symbol Mapping by going in MultiCharts to File -> Broker Profiles -> Symbol Mapping -> select IB broker.
3. Import symbol list 2 times:
- first time select IB as the Data Source;
- second time select IQFeed as the Data Source.
4. Create a new Portfolio workspace and add the newly added symbols from IQFeed.

Please note: since symbol mapping from IQFeed (data feed) to IB (broker) is formed automatically and they have different native symbology, the mapping might be incorrect. As the result some orders might get rejected. For those instruments symbol mapping should be configured manually. It is necessary for trading, when using different data feed and broker.
Kate, thank you this hack/solution might solve to having them auto added to mapping, but, they will be incorrectly mapped for sure as the path will not be correct, at least i have never had auto maping baing doen with correct path.

So i would still need to manually change every mapping of the auto added symbols..

But thank you, i appreciate your help anyway

fatgecko
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Re: Creating mapping .sm files

Postby fatgecko » 31 May 2021

Any further update on this from MC?

It is a major limitation when trying to scan and trade on whole exchanges. I have ~10,000 symbols, and manually mapping each would take ~150 hours, not to mention requiring some serious physiotherapy on my hand afterwards! As a hack I have used Pulover's Screen Macro app (free download) to run a macro that scrolls through the symbol list and does the mapping - but it has taken many hours to develop and is a very clunky workaround. MC's stated aim is that "The program must function with numbers of symbols in tens of thousands", but honestly the platform is not currently set up to do that with this broker mapping issue.

Surely the solution is for MC to add functionality to multi-select instruments and specify broker exchange, and then automatically map where possible?


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