Hello community
I'm subscribed for Datafeed for E-mini Futures at Interactive Brokers. I'm trying to get the data into the Wealth-Lab but did not have any success. I installed the extension and configured it as described in Help and I do can get some other data for stocks from IBKR. But not e-mini futures. I tried with:
ESH2
ESH2;FUT;USD;GLOBEX;50
ES###;FUT;USD;GLBX;50
and some more variants, but did not find the correct one. ESH2 - that is the symbol that I see in TradeStation if I open "details" for the future contract.
What am I doing wrong?
Best regards
Natalia
I'm subscribed for Datafeed for E-mini Futures at Interactive Brokers. I'm trying to get the data into the Wealth-Lab but did not have any success. I installed the extension and configured it as described in Help and I do can get some other data for stocks from IBKR. But not e-mini futures. I tried with:
ESH2
ESH2;FUT;USD;GLOBEX;50
ES###;FUT;USD;GLBX;50
and some more variants, but did not find the correct one. ESH2 - that is the symbol that I see in TradeStation if I open "details" for the future contract.
What am I doing wrong?
Best regards
Natalia
Rename
Hi Natalia,
Sorry for the trouble, I know it's awkward right now. We're working on a major upgrade of the IB Broker Provider so that you'll only have to enter the symbol and it will work! I think it'll be ready by next week.
Try:
ESH22;FUT;USD;GLOBEX;50
I think you might have to use the 2-digit year with the current version. Next week you'll be able to use 1-digit or 2-digits. Let me know if it works!
Sorry for the trouble, I know it's awkward right now. We're working on a major upgrade of the IB Broker Provider so that you'll only have to enter the symbol and it will work! I think it'll be ready by next week.
Try:
ESH22;FUT;USD;GLOBEX;50
I think you might have to use the 2-digit year with the current version. Next week you'll be able to use 1-digit or 2-digits. Let me know if it works!
Yes, this is good timing. I've seen Robert's work to date on this and it's amazing, and he's promised to publish a tutorial vid on our YouTube channel for this IB update once it's released. Should not be too long now!
Thank you, it worked. But still a question. Now I have data only for the March contract, how can I get data for continuous contract, as it is possible with Interactive Brokers?
Maybe this helps:
https://interactivebrokers.github.io/tws-api/basic_contracts.html
https://interactivebrokers.github.io/tws-api/basic_contracts.html
QUOTE:After we get Build 16 of the IB Provider out this week, I'll give some thought on how to work in continuous contracts. If we didn't care about trading or streaming data, it would be a cinch, but both of those aspects throws a big wrench into the mix.
how can I get data for continuous contract, as it is possible with Interactive Brokers?
Thank you for the info, I'm looking forward to try again later this week :-)
Working out the final tweaks now.
Note!!!
IB Build 16 will require that you install and use the Latest TWS version 10.12 and up.
You should be able to install Latest TWS 10.12 now, and it should work with IB Build 15.
But, IB Build 16 will ONLY work with TWS 10.12 and up
Note!!!
IB Build 16 will require that you install and use the Latest TWS version 10.12 and up.
You should be able to install Latest TWS 10.12 now, and it should work with IB Build 15.
But, IB Build 16 will ONLY work with TWS 10.12 and up
Now I have updated TWS and IB extension. But I still don't have data earlier than the beginning of the ESH22 contract. What is the correct way to address the continuous future? I tried already ES;CONTFUT;USD;GLOBEX;50 . I get the data for the ES stock and not the E-mini.
Patience for Build 16. Since a few of us took a little time off for the holidays, I was able to use the time to work in continuous futures. You won't need to use that semicolon specification for U.S. stocks, options, or futures in Build 16, And, you'll be able to specify the continuous contract with a simple #C suffix, e.g. ES#C.
We're looking at next Monday (maybe before) for a WL7 Build 44 and IB Build 16.
We're looking at next Monday (maybe before) for a WL7 Build 44 and IB Build 16.
Still no luck with the following sample configuration:
Tried both 1012 and 981 TWS. What did I do wrong?
Tried both 1012 and 981 TWS. What did I do wrong?
Another one screenshot to clarify the situation:
Monday is the firm release date for the overhauled IB Extension, be sure to have TWS updated prior to updating WL7 to Build 44 on Monday, along with the Extension. Cone has done some great work shoring up its support for more asset classes!
Glitch,
Do you mean I should wait for Monday?
QUOTE:
Monday is the firm release date for the overhauled IB Extension
Do you mean I should wait for Monday?
I’d recommend waiting until Monday, yes.
@pkaptus7 -
Always keep in mind that you can only request data for which you have permissions.
Is it possible that you haven't subscribed to "CFE Enhanced" futures?
If there's a doubt, right click the symbol in TWS and select "Launch the Market Data Subscription Manager".
Always keep in mind that you can only request data for which you have permissions.
Is it possible that you haven't subscribed to "CFE Enhanced" futures?
If there's a doubt, right click the symbol in TWS and select "Launch the Market Data Subscription Manager".
Worked for me after update to the new IB extension build (16). Thank you!
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