I am having difficulty even knowing where to begin with this issue. I have TS ICEUS data and it is not mapping correctly to IB. The minmove and price scales are identical, see screenshots.
When I attempt to trade Coffee or Cocoa systematically, I am entered into trades that are not code / strategy generated, and the attendant stops / take profits are rejected as 'not conforming to minimum price variations'.
When I look at the front month IB data for coffee, currently KCZ2, I see that it is 1/100 of the spot price. Why? What is IB doing here?
When I spoke with Polly in MC cust serv. she stated that:
...'2:05:09 PM: Polly: Please look in the Trade Bar where KCZ2 is entered. Ask and Bid values are not shown.
It means no real time data is received from the broker. For proper operation you need real-time data subscription on your broker account....'
Is this true? Is a real time data subscription needed to trade ICEUS with IB and MC? If so, what it the purpose of symbol mapping?
How can I symbol map my TS data to IB for automated trading? IB does not have a 'real time only' data subscription for ICEUS, you have to pay for historical and live. I do not need back-testing capabilities for this strategy, just accurate fills for live orders.
Another user asked an identical question in 2019 and it was not resolved. Will changing the multiplier and adding '*.01' to the TS data description fix it? Why does IB quote the instrument (KC) at 1/100th of the spot price?
Thank you
Tony
Symbol Mapping ICEUS products between TS and IB
Symbol Mapping ICEUS products between TS and IB
- Attachments
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- KC Price Does Not Conform.png
- Error notices in MC trade logs
- (169.17 KiB) Not downloaded yet
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- KC TradeStation Pricescale.png
- (158.2 KiB) Not downloaded yet
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- KC Symbol Mapped Dec Cont Interactive Brokers Price Scale.png
- Shows multiplier matches with TS
- (150.56 KiB) Not downloaded yet
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- KC Order Tab.png
- Shows rejected orders
- (188.87 KiB) Not downloaded yet
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- KC Multiplier issue.png
- Shows the scale diff btwn TS & IB
- (167.06 KiB) Not downloaded yet
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Re: Symbol Mapping ICEUS products between TS and IB
Hello tonyt,
Have you tried applying the method described in the mentioned forum post? Did you notice any issues after that?
Have you tried applying the method described in the mentioned forum post? Did you notice any issues after that?