Unable to use autotrading on Eurex Bond Futures

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danilo
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Unable to use autotrading on Eurex Bond Futures

Postby danilo » 11 Jun 2012

I'm unable to use the autotrading on DTB (Eurex) Bond Futures. For example I have added in quote manager the future "FBTP SEP 12" (root symbol: BTP). Quote manager is able to receive the market data information, but when I enable the autotrading I receive a message that said that IB is unable to recognize the contract "FBTP SEP 12". I have made another test on the future ESU2 (root symbol: ES) quoted on Globex and the autotrading is working fine. The only difference that I was able to see in the 2 contracts is the expiration date the for the BTP future is wrong (expiry in 2038), while for ES is correct.

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Re: Unable to use autotrading on Eurex Bond Futures

Postby Gaempi » 11 Jun 2012

Hi danilo

What do you mean with Bond future BTP: Bund Future or Bobl Future or Schatz Future?

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Re: Unable to use autotrading on Eurex Bond Futures

Postby JoshM » 11 Jun 2012

I think he means Long-Term Euro-BTP Futures (FBTP) (Italian fixed income) futures.

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Re: Unable to use autotrading on Eurex Bond Futures

Postby danilo » 11 Jun 2012


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Re: Unable to use autotrading on Eurex Bond Futures

Postby Henry MultiСharts » 11 Jun 2012

danilo wrote:I'm unable to use the autotrading on DTB (Eurex) Bond Futures. For example I have added in quote manager the future "FBTP SEP 12" (root symbol: BTP). Quote manager is able to receive the market data information, but when I enable the autotrading I receive a message that said that IB is unable to recognize the contract "FBTP SEP 12". I have made another test on the future ESU2 (root symbol: ES) quoted on Globex and the autotrading is working fine. The only difference that I was able to see in the 2 contracts is the expiration date the for the BTP future is wrong (expiry in 2038), while for ES is correct.

Hello Danilo,

Are you using IB as both data feed and broker?
You need to add both data feed and broker instruments from the data source (QuoteManager->Instrument tab->Add symbol->From data source). Then erase all symbol mapping lines for this instrument in File->Broker profiles->Symbol mapping. Create the correct mapping after doing that.

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Re: Unable to use autotrading on Eurex Bond Futures

Postby danilo » 11 Jun 2012

The mapping was automatically performed by MC, please see attached images...
Attachments
FBTP mapping.jpg
FBTP MC Mapping
FBTP mapping.jpg (45.67 KiB) Viewed 405 times
IB_SymbolMapping.jpg
IB Symbol mapping
IB_SymbolMapping.jpg (56.15 KiB) Viewed 403 times
OrderPosition_log.jpg
MC Order position log
OrderPosition_log.jpg (310.02 KiB) Viewed 396 times

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Re: Unable to use autotrading on Eurex Bond Futures

Postby danilo » 11 Jun 2012

I was able to send an order using the following 3 different orders settings (TWS VB Sample). Please see attached screenshots...
Attachments
TWS_Order_Sample_3.jpg
TWS_Order_Sample_3.jpg (95.25 KiB) Viewed 395 times
TWS_Order_Sample_2.jpg
TWS_Order_Sample_2.jpg (95.24 KiB) Viewed 400 times
TWS_Order_Sample.jpg
TWS_Order_Sample.jpg (96.02 KiB) Viewed 388 times

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danilo
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Re: Unable to use autotrading on Eurex Bond Futures

Postby danilo » 11 Jun 2012

ISSUE SOLVED !

I had to explicitly push the button "auto" and then the mapping worked. Apparently the only difference was on the exchange that changed from "DTB" to "DTB;MIBSX".
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