IB new API problem with DJ600 Future?

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dahmen walter
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IB new API problem with DJ600 Future?

Postby dahmen walter » 20 Jul 2022

Hello,

I am on MultiCharts64 Version 14.0 Release (Build 21978). Since July 11, 22 the futures for Symbol DJ600 do not connect with quote manager any longer. The symbol is in TWS but no data are gathered from quote manager after July 08 resulting in the following error reported:

Interactive Brokers TWS error messagge: Id= 99; Code= 200;description= No security definition has been found for the request; for FXXP SEP 22;DTB;FUT;EUR

All other EUREX Symbols work normally.
Is there a solution for this problem from MC or is this in the responsibility of IB to reenable working with MC for DJ600 Future?

Thanks for support.

Walter

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Kate MultiCharts
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Re: IB new API problem with DJ600 Future?

Postby Kate MultiCharts » 20 Jul 2022

Hello Walter,

Usually the “No security definition has been found for the request” message appears when users do not have a required subscription.

However, you could also try updating to the latest version of MultiCharts. After that re-add the problematic symbols from the data source and create new charts for them.

dahmen walter
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Re: IB new API problem with DJ600 Future?

Postby dahmen walter » 26 Jul 2022

Hello Kate,

the cause of the problem (since Monday all EUREX / Soffex is affected) is that IB changed the exchange name from 'DTB' to EUREX. Newly created symbols with the exchange 'EUREX' work as expected, but there are no historical contracts made available from IB.
I tried to change the exchange in Quote Manager for SMI (Soffex --> now EUREX as well) from Soffex to EUREX and subsequent editing of the symbols for using the Symbol Dictionary as source for settings and sessions of the instrument resulting in the creation of a new Eurex instrument without the historical data.
My question: Is there an elegant way to transfer the historical contracts from DTB to the new exchange EUREX without data loss without exporting to ASCII and importing 400 Symbols. Main purpose is to have my continuous contracts working again which is not psossible at the moment as IB provides no historical contracts wit the exchange EUREX.

Thank You in advance

Walter

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Kate MultiCharts
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Re: IB new API problem with DJ600 Future?

Postby Kate MultiCharts » 26 Jul 2022

Walter,

It’s possible to change the exchange setting for one or multiple symbols:
  1. Select the symbols to edit holding the Ctrl or Shift button.
  2. Right-click one of the symbols -> Edit Symbols
  3. On the Settings tab select the required exchanged in the ‘Use Exchange&ECN’s Settings’ drop-down box.
New exchange will be applied to all of the selected symbols. You’ll need to re-open the charts for them to apply the setting.

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Re: IB new API problem with DJ600 Future?

Postby dahmen walter » 26 Jul 2022

Thank You Kate,

this did the trick!

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Re: IB new API problem with DJ600 Future?

Postby Tibouss » 30 Jul 2022

Thank you for your reply.
@dahmen walter did you exeperience some problems with data after this modification?
In fact for Euro-Bobl Futures (FGBM) continuous contract some entire days of datas are missing.
Did you get such issue?

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Re: IB new API problem with DJ600 Future?

Postby dahmen walter » 01 Aug 2022

@Kate, @Tibouss
I had successfully tested this modification on the EUREX Stock Index Futures for FDAX, FESTX50, FSMI and FXXP as well as on the Volatility Indices of EUREX prior to writing to You success. Unfortunately with FGBL, FGBS and FGBM there were serious problems still persistent with FGBL today with not only the inability to backfill any of the corresponding September 22 Futures with data prior to July 26 but killing the QuoteManager by interrupting the connectivity and trying over and over again to backfill these newly created missing data ending in no connectivity to IB at all.

For root cause analysis during the weekend I tried the following constellations:

1 - Fresh Install of MC R3 Build 21978 and trying to backfill a newly created FGBL SEP 22 (root symbol GBL) - same result: backfill for days Jul 29 to 26 and disfunction of quotemanager after about 4 to 5 Minutes with the reconnect loop
2 - dito with MC R4 Build 23013 - no change at all
Consequently there is no influence of MC Release / Build version.

Next question: Is this a problem of IB or of Multicharts - therefore I made a connection with AB to TWS resulting in the same inability to get data prior to July 26 - therefore there is a delivery problem for Tick-Data from IB to whatever client tries to get these data

Next consideration - can I prevent the failure if there is no data gap by filling in the missing Tick data by impoting these data from another data source. Therefore I loaded historical tick data from LP-software into AB and exported these data into an ASCII file and imported these data into QuoteManger.
Although no missing data are in the database of Quote Manager Multicharts again and again tries a backfill resulting in the known catastrophic behaviour.

The screenshot of the disconnections after trying to backfill FGBL SEP 22 as well as the non-IB data from JUL 25, 2022 are attached.

MC, please contact IB what they have created with their new API and please establish a procedure preventing crashing of the connection in case of unsuccessfull backfilling attempts. Thanks in advance to the engineering team for taking care of this problem.

Best regards

Walter
Attachments
FBTP SEP 22-Tick-Trade_20220725.txt
(782.35 KiB) Downloaded 55 times
20220731 145436 QuoteManager Disconnection Loop after FGBL SEP 22.png
(274.46 KiB) Not downloaded yet

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Kate MultiCharts
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Re: IB new API problem with DJ600 Future?

Postby Kate MultiCharts » 03 Aug 2022

Hello Walter,

We’d recommend trying to change the way tick-based bars are built:
  1. Go to the IB data feed settings: QuoteManager -> Tools -> Data Sources -> IB -> Settings
  2. Select to ‘Build Tick-based Bars Using’ 1 Second instead of 1 Tick
If you notice the same behaviour, please join the live chat Monday-Friday from 6:00 AM till 12:00 PM ET so that we could investigate it via remote connection.

As for importing data, it is possible to import it into an instrument from an ASCII file. Please find more info here.
Before you do that, I’d recommend backing up the data you have by using the Backup app or by exporting it.


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