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LSJ
 Veteran
    Posts: 190
Joined: 7/23/2012
Location: Citrus Springs, FL
User Profile |
I am using DTN IQfeed for real time futures. Is there a mapping so that the IQFeed symbols will map to IB?
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Bekaert
 Regular
  Posts: 52
Joined: 2/1/2008
Location: Oostkamp, Belgium, Europe
User Profile |
Most of the regular IQ feed symbols and market statistic symbols you can find on there website
http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed
and
http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=lookup&displayaction=support§ion=guide&web=iqfeed
Then in your OT Rt futures profile you just have to enter them into the Symbol toolbar or directly into the focus list ( click right and => “add symbols”, enter thye symbol and also the name, because he will not find this in his RT database
For future there are several symbol available, for the ES mini future for example the is:
The symbology for a future contract is [FUTURE ROOT][MONTH CODE][2 DIGIT YEAR]
MONTH CODES: Jan-F Feb-G Mar-H Apr-J May-K Jun-M Jul-N Aug-Q Sep-U Oct-V Nov-X Dec-Z
For example: @ESZ15 = Emini S&P 500 December 2015 Future Contract
ES.. for the continious contract (24h/24h)
For Night/Electronic sessions, the first character is "@" (example @ES) or "Q" (example QCL).
Replace the Month and Year code with "#" for Front Month (ie. @ES# instead of @ESZ15).
Replace the Month and Year code with "#C" for Front Month back-adjusted history (ie. @ES#C instead of @ESZ15).
Regards
Marc
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Barry Cohen
 Idol
    Posts: 2308
Joined: 1/1/1900
User Profile |
We currently do not have any internal mappings for futures when used with IQ Feed except this one recently. If you know of any that need internal mappings please let me know which ones.
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LSJ
 Veteran
    Posts: 190
Joined: 7/23/2012
Location: Citrus Springs, FL
User Profile |
The only problem is that I would like for my trade plan to take place in the brokerage (IB) except the symbol is not recognized and it is necessary to go to IB TWS and manually place the trade.
Wish list.
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LSJ
 Veteran
    Posts: 190
Joined: 7/23/2012
Location: Citrus Springs, FL
User Profile |
Thanks Bekaert but I am receiving IQFeed symbols OK and have made the necessary edits to the OT database to recognize the symbols. The problem is when placing a trade using integrated brokerage to IB, IB does not recognize the symbol.
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Barry Cohen
 Idol
    Posts: 2308
Joined: 1/1/1900
User Profile |
We can do internal mappings for IB as well. If you know the IB symbol mapping let us know & I can have it updated pretty quickly.
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Bekaert
 Regular
  Posts: 52
Joined: 2/1/2008
Location: Oostkamp, Belgium, Europe
User Profile |
I'm using the symbols ESU6 for the september SPX e-mini and the symbol ESZ6 now to trade the December spx e-mini future
I even trade it automatically with Omnipilot to IB (TWS) with no problems
Are those the symbols that you use also ?
ESZ6 is the symbol you get from DTN IQ and is also recognized by TWS
Let me know if that works
Regards Marc
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LSJ
 Veteran
    Posts: 190
Joined: 7/23/2012
Location: Citrus Springs, FL
User Profile |
Hi Barry,
I sent you a reply and don't see it now so just in case here is what I found. The metals futures, HG, GC and SI have "Q" prefix from DTN which needs to be stripped for IB brokerage. Thanks
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Barry Cohen
 Idol
    Posts: 2308
Joined: 1/1/1900
User Profile |
I saw it, you posted it here, thanks. I'll respond to you in that thread shortly.
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