Interactive Brokers API feed Exchange Name Changed  [SOLVED]

Questions about MultiCharts and user contributed studies.
Nevik
Posts: 24
Joined: 20 Dec 2009
Location: Los Angeles, CA
Has thanked: 9 times
Been thanked: 1 time

Interactive Brokers API feed Exchange Name Changed

Postby Nevik » 13 Nov 2022

I was looking at my data feed from IB and I noticed that ESZ2-GLOBEX-FUT is now ESZ2-CME-FUT.
I am wondering if this will cause my continuous Custom Futures charts to stop working.
I will assume it will so maybe someone knows of a work-around?

NiC72
Posts: 111
Joined: 02 Nov 2009
Location: Sweden
Has thanked: 39 times
Been thanked: 14 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby NiC72 » 14 Nov 2022

Today it is not possible to open anything from Globex:
"Expired cache for symbol ESZ2. Remove and re-add the symbol mapping for this symbol."
"No security definition has been found for the request"

Makes no difference when I "Remove and re-add the symbol mapping for this symbol".
See that NQZ2 has been changed to "GLOBEX;CME;QBALGO" vs. "GLOBEX;QBALGO" before, but it still doesn't work.

User avatar
Kate MultiCharts
Posts: 598
Joined: 21 Oct 2020
Has thanked: 9 times
Been thanked: 148 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby Kate MultiCharts » 14 Nov 2022

Dear Users,

You’ll need to re-add the symbols in QuoteManager -> Instrument -> Add Symbol -> From Data Source -> IB.
After the symbols are re-added, please open new charts for them or change the instruments in your workspaces in Format -> Instrument -> Instrument tab.

For Custom Futures here's what you can do:
  1. Add all expired contracts manually (QuoteManager -> Add symbol -> Manually) with CME exchange
  2. Export data from your GLOBEX contracts and import it into new CME contracts. Find guides here.
  3. Build a CME custom futures. If you "Use Symbol Dictionary Settings" for your custom futures, adjust the root settings in QuoteManager -> Tools -> Symbol Dictionary -> IB.
EDIT: Cypress' post below is also very convenient if you have data for GLOBEX symbols.

Cypress
Posts: 8
Joined: 14 Feb 2018
Has thanked: 3 times
Been thanked: 2 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby Cypress » 14 Nov 2022

My solution is very simple: change the exchange of every symbol involved in Quote manager - Edit symbol - Settings from GLOBEX to CME and after re-add the instrument in the charts (now with the new exchange) and save the wokspace.
The real problem is that you can't download historical data prior to this weekend, when it was ESZ2-GLOBEX.

Nevik
Posts: 24
Joined: 20 Dec 2009
Location: Los Angeles, CA
Has thanked: 9 times
Been thanked: 1 time

Re: Interactive Brokers API feed Exchange Name Changed

Postby Nevik » 14 Nov 2022

Thank-you Kate!

Nevik
Posts: 24
Joined: 20 Dec 2009
Location: Los Angeles, CA
Has thanked: 9 times
Been thanked: 1 time

Re: Interactive Brokers API feed Exchange Name Changed

Postby Nevik » 14 Nov 2022

Cypress is right...the real problem is the expired contracts. We can add the expired contracts in QuoteManager as Kate suggests and then import the data for old to new which is not difficult however it could be time consuming depending on how much data you plan to import/export.

PK1
Posts: 102
Joined: 12 Jun 2011
Has thanked: 42 times
Been thanked: 12 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby PK1 » 14 Nov 2022

Hello,
I could change GLOBEX to CME everywhere and MC is able to show all expired contracts with data, that seems to be fine.

But it's not possible to load any historical data prior to the last hour when MC was Online. This happens for ES/NQ/RTY/MES/MNQ/M2K
According to the error-message MC expects a date format in the data from IB with format: YYYYMMDD{SPACE}hh:mm:ss ...
But the format MC is receiving from IB is 20221021-16:40:28 ...
So the "-" between date and time is there but MC is expecting a space.

My MC-Version is the latest with the recent minor update.

Edit: Just checked TSLA within a new clean chart-window, it's the same. So it looks like recent Update (I've updated today) is expecting the wrong format. Not possible to load any historical data.
Attachments
2022-11-14 17_46_18-Window.png
(17.49 KiB) Not downloaded yet

PK1
Posts: 102
Joined: 12 Jun 2011
Has thanked: 42 times
Been thanked: 12 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby PK1 » 14 Nov 2022

...
But it's not possible to load any historical data prior to the last hour when MC was Online. This happens for ES/NQ/RTY/MES/MNQ/M2K
According to the error-message MC expects a date format in the data from IB with format: YYYYMMDD{SPACE}hh:mm:ss ...
But the format MC is receiving from IB is 20221021-16:40:28 ...
...
In the other thread Polly says TWS-Update above a specific version helps. It works for me. Data can be loaded again.

NiC72
Posts: 111
Joined: 02 Nov 2009
Location: Sweden
Has thanked: 39 times
Been thanked: 14 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby NiC72 » 14 Nov 2022

Need Tick data.. Have the latest IB Gateway, Added new contract, Imported data from old one. Now when I try to download today's tick data it gets stuck on:
Data request for NQZ2 CME FUT USD 20 1 Tick Trade [11/13/2022 22:50:59.000 - 11/13/2022 23:00:59.000]
It is stuck there, unable to display or save anything.

User avatar
Kate MultiCharts
Posts: 598
Joined: 21 Oct 2020
Has thanked: 9 times
Been thanked: 148 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby Kate MultiCharts » 14 Nov 2022

Need Tick data.. Have the latest IB Gateway, Added new contract, Imported data from old one. Now when I try to download today's tick data it gets stuck on:
Data request for NQZ2 CME FUT USD 20 1 Tick Trade [11/13/2022 22:50:59.000 - 11/13/2022 23:00:59.000]
It is stuck there, unable to display or save anything.
Hi NiC72,

Please make sure you downloaded the latest Gateway version here - Version 10.20.1c.
After you update, double-check that you have only the correct version launched and restart MultiCharts to reconnect.

NiC72
Posts: 111
Joined: 02 Nov 2009
Location: Sweden
Has thanked: 39 times
Been thanked: 14 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby NiC72 » 14 Nov 2022

Please make sure you downloaded the latest Gateway version here - Version 10.20.1c.
After you update, double-check that you have only the correct version launched and restart MultiCharts to reconnect.
I have Version 10.20.1c, and start it before starting MC.
All the instruments I have used in GLOBEX have exported data since the close last Friday and a year ago and imported the data into the new instruments in CME.
It gets stuck on:
NQ TickData [11/13/2022 22:50:59.000 - 11/13/2022 23:00:59.000].
ES, NQ, RTY, they all get stuck [11/13/2022 22:.. - 11/13/2022 23:...]

If I take minutes instead, then it works. But I need Ticks.

Edit:
Sunday's data cannot be accessed either on CME or Globex. Opened the export txt file and manually added 8000 rows of data for Sunday. Import the file, Checked the edit data and everything looked good, but it stops before 00:00 on Monday. (just like the other instruments) MC does not want to read in what is already imported. It requests data from IB that doesn't exist, that's where the stop is.

User avatar
Kate MultiCharts
Posts: 598
Joined: 21 Oct 2020
Has thanked: 9 times
Been thanked: 148 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby Kate MultiCharts » 15 Nov 2022

Please make sure you downloaded the latest Gateway version here - Version 10.20.1c.
After you update, double-check that you have only the correct version launched and restart MultiCharts to reconnect.
I have Version 10.20.1c, and start it before starting MC.
All the instruments I have used in GLOBEX have exported data since the close last Friday and a year ago and imported the data into the new instruments in CME.
It gets stuck on:
NQ TickData [11/13/2022 22:50:59.000 - 11/13/2022 23:00:59.000].
ES, NQ, RTY, they all get stuck [11/13/2022 22:.. - 11/13/2022 23:...]

If I take minutes instead, then it works. But I need Ticks.

Edit:
Sunday's data cannot be accessed either on CME or Globex. Opened the export txt file and manually added 8000 rows of data for Sunday. Import the file, Checked the edit data and everything looked good, but it stops before 00:00 on Monday. (just like the other instruments) MC does not want to read in what is already imported. It requests data from IB that doesn't exist, that's where the stop is.
NiC72,

Could you join the live chat Monday-Friday from 6:00 AM till 1:00 PM ET to demonstrate the behaviour via remote connection?

NiC72
Posts: 111
Joined: 02 Nov 2009
Location: Sweden
Has thanked: 39 times
Been thanked: 14 times

Re: Interactive Brokers API feed Exchange Name Changed  [SOLVED]

Postby NiC72 » 15 Nov 2022


NiC72,

Could you join the live chat Monday-Friday from 6:00 AM till 1:00 PM ET to demonstrate the behaviour via remote connection?
Thank you Kate, for solving the whole situation. You were brilliant!

User avatar
Kate MultiCharts
Posts: 598
Joined: 21 Oct 2020
Has thanked: 9 times
Been thanked: 148 times

Re: Interactive Brokers API feed Exchange Name Changed

Postby Kate MultiCharts » 16 Nov 2022


NiC72,

Could you join the live chat Monday-Friday from 6:00 AM till 1:00 PM ET to demonstrate the behaviour via remote connection?
Thank you Kate, for solving the whole situation. You were brilliant!
I'm happy I was available to help!

For other users facing the same behaviour:
There was a period of data missing as we could see in the Edit Data menu, IB was not returning the data requests for it, so here's what we did:
  1. Switched to "Build Tick-based Bars Using: 1 Second" in QuoteManager -> Tools -> Data Sources -> IB (to speed up data loading).
  2. Restarted all the MC apps to apply the setting.
  3. Plotted 1 chart only for the missing period (using From...To data range).
  4. Waited for the data to be plotted.
  5. Plotted a chart for the whole data range the user required - the chart was plotted correctly.


Return to “MultiCharts”