Is anyone having trouble getting SPX history from IB ??

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brodnicki steven
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Is anyone having trouble getting SPX history from IB ??

Postby brodnicki steven » 16 Nov 2009

I can't get history anymore from IB for symbol SPX, I even deleted the symbol and re-inserted it using quotemanager and auto IB. I only get current quotes, no history at all using the current version of MC.
I know IB had a bulletin about having to subscribe to cboe quotes and I checked and it is listed as "free" with a check mark. (I thought we had to pay for it after a certain date)
I thought that I would check here before contacting IB.
Futures, Forex etc work fine.

vandevenne steven
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Postby vandevenne steven » 16 Nov 2009

Hi Steven,

I have no problem with history for SPX via CME. Downloading from the Globex option is no problem either.

I also remember the message from IB, but I did not take any special action with regard to that.

Steven

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TJ
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Postby TJ » 16 Nov 2009

SPX index is from CBOE

if you don't subscribe to the new package, you don't get the data.



SPX futures is from CME

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Postby TJ » 16 Nov 2009

I do not look at SPX much...

but I noticed the following:

1. the current day opening is always wrong
I have checked the session time, and tried different configurations, to no avail.
the prev day data is ok. That means I have to wait til the next day to see the proper opening price.

2. I can't get intraday charts. It just won't plot. Don't know why


.
Last edited by TJ on 16 Nov 2009, edited 1 time in total.

brodnicki steven
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Postby brodnicki steven » 16 Nov 2009

SPX index is from CBOE

if you don't subscribe to the new package, you don't get the data.



SPX futures is from CME


** I can't find a "New Package" to subscribe to, just the old cboe, which shows as free. Am I missing something ?
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TJ
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Postby TJ » 16 Nov 2009

Oct 30, 2009

Market Data Revision - CBOE & OneChicago


Continuing the recent trend in which market data vendors have begun to reorganize their quote services into a series of separate subscription offerings, the CBOE and OneChicago have each announced changes to their offerings which IB, as a re-distributor of this data, is obligated to reflect in the subscriptions made available to our clients. These changes, along with their scheduled implementation dates, are as follows:

CBOE

The CBOE has created a new subscription service titled Market Data Express Indices which will provide quotes for all CBOE proprietary and Standard & Poor's licensed indices (approximately 50, in aggregate). Both non-professional subscribers who currently obtain this data through the US Securities & Commodities Non-Professional Bundle and professional subscribers who obtain this data through the US Options Exchanges Professional subscription will need to subscribe to Market Data Express Indices prior to November 1, 2009 in order to ensure continuity of service. This new subscription will be provided free of charge through the remainder of 2009 after which point the monthly fee for all subscribers will be USD 2. It should also be noted that this change solely impacts index quotes and does not impact the subscription election for options.

OneChicago

OneChicago has created a new subscription service titled OCX.Data which will provide quotes for all OneChicago futures products. Both non-professional subscribers who currently obtain this data through the US Securities & Commodities Non-Professional Bundle and professional subscribers who obtain this data through the US Options Exchanges Professional will need to subscribe to OCX.Data prior to December 1, 2009 in order to ensure continuity of service. This new subscription is priced at 1 USD per month.

brodnicki steven
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Postby brodnicki steven » 16 Nov 2009

It looks like it is checked on my subscription form, but still no historical quotes.

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Postby TJ » 16 Nov 2009

the data is activated the day after subscription.


I don't know how much history you can get from IB...
their history server is separated from the live data,
the history server is known to go off line periodically.

try reduce the history you are requesting... see if it helps.
also check the QM to see if you are having a pace violation.
If so, then you have to shut down TWS and start over again.

brodnicki steven
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Postby brodnicki steven » 16 Nov 2009

No pacing violation and I'm only trying to get 1,3 or 5 days of 1,3 or 5 minute data(I keep trying different combinations), it just comes back up as today's data only OR a "No Data" message on the chart. Maybe their history server is down.

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Postby TJ » 16 Nov 2009

I am having the same problem,
no intraday chart...

looks like a problem at my end... because IB seems to be streaming the data.
don't know if it is MC, or my configuration.
I am still trouble shooting.

brodnicki steven
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Postby brodnicki steven » 16 Nov 2009

I'm getting intra-day data, just no history(not even intraday history). So you should be able to get it too.


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