IB datafeed integration

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capgain
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Joined: 14 Apr 2008
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IB datafeed integration

Postby capgain » 02 Nov 2008

I am getting no data for several tickers using IB datafeed (i tried both TS4 and latest 5 beta version). I get data and create charts for spy, dia, etc but not able to do for iwm, tlt (among others). The way I do is use quotemanager for each ticker (use SMART from IB dialog). Are there any tricks I am missing ...

If anyone using IB datafeed can check for tlt and iwm and give me their feedback, I would really appreciate it.

In general, I found the free server to load fast and IB to be quite slow. Do folks use a combination of IB for real time and free server for historical ?

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Marina Pashkova
Posts: 2758
Joined: 27 Jul 2007

Postby Marina Pashkova » 05 Nov 2008

Hi capgain,

What are the underlyings (as shown in IB) for the symbols that you tried to add/plot in MC but couldn't?

As for the combination of IB for real-time and another feed for history, it is quite possible. I cannot recommend any specific free historical sources, but I do know that many of our customers use ASCII-mapped symbols in this combination. Unfortunately, I don't know where they take data for those ASCII files from.

Regards.

capgain
Posts: 63
Joined: 14 Apr 2008
Been thanked: 3 times

Postby capgain » 06 Nov 2008

Hi capgain,

What are the underlyings (as shown in IB) for the symbols that you tried to add/plot in MC but couldn't?



Thanks for your response, Marina
Please see attached example. I am mostly having problems with some ETFs like IWM, TLT, etc
Attachments
iwm.jpg
iwm.jpg (33.71 KiB) Viewed 512 times

fs

Postby fs » 06 Nov 2008

This isn't a MC issue, but an IB permission issue. When you use SMART as an exchange, IB default to ARCA for some ETF's and you need a data feed subscription from IB to get ARCA historical data. (Use this link to see the datafeeds you need to subscribe to. Click on the North American Tab and you will see ARCA is 2nd of the top. http://www.interactivebrokers.com/en/ac ... entity=llc)

This is easy to verify that you do not have permission. Add IWM and the others you have issues with to TWS with SMART as an exchange and you will see the description is Stock (ARCA). Now try plotting a chart of that symbol in IB Charting and you will get a message of the top of the chart saying: "No market data permission for ARCA STK. You will also see the same error message in the Quote Manager log if you try plotting in MC.

If you want to plot the data for those symbols defaulting to ARCA under SMART, you should not pick SMART as the exchange, but select one manually. ISLAND for example will work. BATS probably will work too.

capgain
Posts: 63
Joined: 14 Apr 2008
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Postby capgain » 06 Nov 2008

FS, thanks a lot for your detailed explaination. It works now when I use Island ..


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