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Integrated Brokerage
DTN IQFeed and IB
Last Activity 12/12/2017 1:50 PM
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LSJ

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Subject : DTN IQFeed and IB
Posted : 9/23/2016 8:07 PM
Post #26250

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

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Subject : RE: DTN IQFeed and IB
Posted : 9/25/2016 5:27 AM
Post #26251 - In reply to #26250

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

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Subject : RE: DTN IQFeed and IB
Posted : 9/26/2016 9:31 AM
Post #26252 - In reply to #26251

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

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Subject : RE: DTN IQFeed and IB
Posted : 9/29/2016 9:14 AM
Post #26253 - In reply to #26250

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

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Subject : RE: DTN IQFeed and IB
Posted : 9/29/2016 10:44 AM
Post #26254 - In reply to #26251

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

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Subject : RE: DTN IQFeed and IB
Posted : 9/29/2016 4:57 PM
Post #26258 - In reply to #26254

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

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Subject : RE: DTN IQFeed and IB
Posted : 10/2/2016 4:41 AM
Post #26259 - In reply to #26250

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

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Subject : RE: DTN IQFeed and IB
Posted : 10/10/2016 11:20 AM
Post #26268 - In reply to #26252

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

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Subject : RE: DTN IQFeed and IB
Posted : 10/10/2016 12:15 PM
Post #26269 - In reply to #26268

I saw it, you posted it here, thanks. I'll respond to you in that thread shortly.
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