Pb retrieving data from IB  [SOLVED]

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Pb retrieving data from IB

Postby Guest » 19 Apr 2009

I have difficulties retrieving data related to DJStoxx600 (IB symbol DJ600) and EuroStoxx50 (IB symbol ESTX50) from IB with MultiCharts.

I have the appropriate subscribtions from IB to see these symbols in RT. When I try to represent them in a chart inside MultiCharts, or to simulate a signal with them, QuoteManagers displays the following messages:

[04/09/2009 22:15:26] Establishing connection to TWS: Datafeed Version= 1.0.2199.205, TWS Version= 8929, JTS Path= C:\Jts, JTS FileName= C:\Jts\jts.jar
[04/09/2009 22:15:26] Connecting to TWS... Host= 127.0.0.1, HostIP= 127.0.0.1, Port= 7496, ClientID= *****
[04/09/2009 22:15:26] Connection is OK.
[04/09/2009 22:15:26] Connecting to real-time data for DJ600
[04/09/2009 22:15:26] TWS warning message: Id= -1; Code= 2104; Description= Market data farm connection is OK:usfuture
[04/09/2009 22:15:26] TWS warning message: Id= -1; Code= 2104; Description= Market data farm connection is OK:cashfarm
[04/09/2009 22:15:26] TWS warning message: Id= -1; Code= 2104; Description= Market data farm connection is OK:eurofarm
[04/09/2009 22:15:26] Data request for DJ600 1 Minute Trade [ 04/05/2009 20:01:00 - 04/09/2009 20:00:00 ] (Id= 1000001)
[04/09/2009 22:15:26] TWS error message: Id= 2; Code= 200; Description= No security definition has been found for the request
[04/09/2009 22:15:27] TWS warning message: Id= -1; Code= 2106; Description= HMDS data farm connection is OK:ushmds2a
[04/09/2009 22:15:27] TWS warning message: Id= -1; Code= 2106; Description= HMDS data farm connection is OK:euhmds2

After checking with IB's API support team, they informed me that the error code was related to a misformulated request from MultiCharts.

Based on the error message, it seems that the API program or Multi-chart program is sending invalid parameters for DJStoxx600 contract. In this particular case, I highly recommend that you consult with the Multi-Chart vendor with respect to how to request market data with their application, especially for this DJStoxx600 contract. Thank you.

Raymund
IB Technical Support


Other symbols (futures) are retrieved OK from IB inside Multicharts.

Could you please check ?

Thanks in advance,

Pierre

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Postby SUPER » 20 Apr 2009

pch,

I did not have any problem with setting up and receiving data for DJ600, attached screen shot.

I suggest you delete you symbol/data and then try setting it up again in Quote Manager. I used Add Symbol > From DataSource > Interactive Brokers > etc.

Regards
Super
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dj.JPG
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Guest

Postby Guest » 20 Apr 2009

pch,

I did not have any problem with setting up and receiving data for DJ600, attached screen shot.

I suggest you delete you symbol/data and then try setting it up again in Quote Manager. I used Add Symbol > From DataSource > Interactive Brokers > etc.

Regards
Super


Thank you Super,

Your are retrieving data from the Future of DJStoxx600, not from the index itself. As I mentioned in my post, Futures are OK, Indexes (DJStoxx600 and EuroStoxx50) are not working. I tried your suggestion, which I had operated already a certain number of times, without any result.

Regards,

Pierre

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Postby Andrew Kirillov » 20 Apr 2009

It works perfectly. Please add the symbols From Data source.
Image
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dj600.png
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Guest

Postby Guest » 20 Apr 2009

It works perfectly. Please add the symbols From Data source.


Andrew,

Thanks for the answer. I kept trying to do what you suggest. After deleting EuroStoxx50 symbol and recreating it, I am able to download historical data for this symbol, which is in line with your graph.
On the DJStoxx600, I can view data from the moment I connect Multicharts, but I can not download historical data.
Your charts is suggesting the same situation for you.
IMHO, this does not yet work 100%.
Can you please confirm ?

Pierre

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Postby BeleBala » 20 Apr 2009

pch,

I try to open a chart for DJ600 thru the chart function of TWS and it shows no historical data.

So I think it is a problem from IB.

Edmond

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  [SOLVED]

Postby Andrew Kirillov » 21 Apr 2009

You are correct. My tests confirm your point.

Guest

Postby Guest » 21 Apr 2009

pch,

I try to open a chart for DJ600 thru the chart function of TWS and it shows no historical data.

So I think it is a problem from IB.

Edmond


Thank you Edmond, I will talk with them again.
Cheers,

Pierre


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