Trading the new e-mini Russell 2000: TFZ8

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danilo
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Trading the new e-mini Russell 2000: TFZ8

Postby danilo » 13 Oct 2008

I'm unable to use the autotrading for the future TFZ8, I receive the following IB messages:


"No security defintition has been found for the request"

"Can't find EId with ticker id:522414"

Could you verify ?


Regards,
Danilo

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Marina Pashkova
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Postby Marina Pashkova » 16 Oct 2008

Dear Danilo,

The underlying for TFZ8 symbol changed from RUT to TF. Please go to QuoteManager and change the root field for this symbol from RUT to TF.

Should fix the problem.

Best regards.

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Marina Pashkova
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Postby Marina Pashkova » 16 Oct 2008

Hi Danilo,

I also have a quick question for you: have you run into a similar problem with any other IB symbols?

I am asking because underlying RUT was shared by two different futures and autotrading could not choose between those two symbols and hence would not work.

For TFZ8 the problem was resolved simply because IB changed its root. We are now trying to find out if there are any other symbols sharing a root so that we could add a field within our symbol dictionary to differentiate between those. In case you are aware of any such symbols, please let us know.

Your feedback would be much appreciated.

Thank you!

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danilo
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Postby danilo » 16 Oct 2008

Hi Marina,

the problem has been solved following your suggestion (I had also to update the Autotrading symbol dictionary). Regarding your question you can find attached the current list of futures currently tradable at IB. Now I have a question for you: It's possible change the symbol's description in quote manager without any problem ?

for example:
"USD DEC08 TF Futures TFZ8" -> "Russell 2000 Index Future"

I remember that previous version had some kind of problem.


Regards,
Danilo
Attachments
IB Futures List.zip
IB's Futures List
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Moulinex
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Postby Moulinex » 17 Oct 2008

If I'm not wrong it's possible but is not possible to modify a group of contract of the same symbol! And this is not good...
For example if I have CLU8,CLV8,CLX8 and CLZ8 I have to modify the description one by one...

Ones more.. It could be fine edit the symbol root... Exchanges and/or data feeds have different ways to identify the symbols! This request is done in order to make homogeneous a data base and to memorize better all the symbols.... thank you!

zukkaweb
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Postby zukkaweb » 20 Oct 2008

Hi Marina,

Regarding your question you can find attached the current list of futures currently tradable at IB.
Danilo


Hi Danilo,

this list is very usefull, do you prepare it by hand on excel, or is there a way to download it also in automatic way by IB?

The idea is to prepare one also for stocks,

and after one for each kind of instruments.

Marina

Coul be possible to prepare a file in excel that contains all futures, stock, option, etc... and we could import in quotemanager. with all data like margin, commission, expirion date, so it is ready in few seconds?

Better, why don't make a function to syncronize with ib and download in automatic all information from ib?


bye

:D

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danilo
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Postby danilo » 20 Oct 2008

The excel file was build using the informations available in HTLM format at the following page:

http://www.interactivebrokers.com/en/trading/marginRequirements/margin.php?p=f&ib_entity=llc

Regards,
Danilo

zukkaweb
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Postby zukkaweb » 20 Oct 2008

Thanks Danilo,

this is very usefull to set quotemanager.

regards

:-)

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Marina Pashkova
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Postby Marina Pashkova » 22 Oct 2008

Hi Marina,

the problem has been solved following your suggestion (I had also to update the Autotrading symbol dictionary). Regarding your question you can find attached the current list of futures currently tradable at IB. Now I have a question for you: It's possible change the symbol's description in quote manager without any problem ?

for example:
"USD DEC08 TF Futures TFZ8" -> "Russell 2000 Index Future"

I remember that previous version had some kind of problem.


Regards,
Danilo


Hi Danilo,

When working with Interactive Brokers, you need to use the description as it is provided by the broker. For this data feed the description is important so you can't enter anything other than IB's own description in this field.

Regards.

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danilo
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Postby danilo » 27 Oct 2008

Marina,

I understood that as was implemented the data-feed for IB, the description is important. But would be useful to verify the possibility to use 2 descriptions, one which contains a hidden description necessary for IB (automatically build by QM), and one public that contains a description useful to the user.

Regards,
Danilo

Moulinex
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Postby Moulinex » 28 Oct 2008

Marina,

In my opinion Danilo suggests the easiest solution for to face this question. I underscore (ever in my opinion) the importance of this feature and the easiness to make it.
In this topic I suggested the possibility to edit the symbol root too. I guess is as easy as the description field. It could be fine or edit manually the symbol root or to choose it from a list:
example CLZ8
choice CLZ8, CL Z8, CL dec08, ...
this suggestion starts from the fact that some exchanges have different ways to identify a contract.
hope this will be appreciate!


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