- ago
Downloading IBKR-data Futures E6 (Euro FX Futures) via EURxxx works fine.
Downloading M6E (Micro EUR/USD Futures) and E7 (E-Mini Euro FX Futures) does not work easily. What is the trick?
0
276
Solved
4 Replies

Reply

Bookmark

Sort
Cone8
 ( 5.57% )
- ago
#1
Look for your contract in the File > WL User Data folder > IBFutures.txt file. If it's not there, follow the instructions at the top to add and save your contract(s). There are many examples.

These records should work for those contracts:
CODE:
M6E|USD|FUT|CME||M6E|||0|12500 E7|USD|FUT|CME||E7|||0|62500


You don't have to restart after you add these records, but if you've already tried to request the symbol, you'll need to go to the Data Manager > Hist. Providers > right click Interactive Brokers > Clear Internal Request Tracking Info.
0
- ago
#2
Thanks Cone,
I did exactly what you wrote. Did not work. Then I deleted the whole dataset, shut down WL8, started WL8 again, created a new dataset: Downloading these ticker symbols from IB did not work.

I'm running WL8 on
SSD C:\Program Files\Quantacula, LLC\WealthLab 8
and my data is from performance reasons linked on
SSD E:\Quantacula, LLC\WealthLab 8\

Other ticker symbols - stocks and some futures - are downloading without problems.

Is there problably a problem with these future symbols IB is using?

0
Cone8
 ( 5.57% )
- ago
#3
It does work, so either:
1. you don't have a subscription for those products, or,
2. you didn't add and save the new records in the right place, or
3. you need to restart or "Clear Internal Tracking Requests".

Try again and make sure you're editing IBFutures.txt (and not a different one like IBContracts.txt).
1
Best Answer
- ago
#4
Thanks, now it works.

What I did?
1. deleted all ticker symbols in that specific dataset,
2. cleared the IBKR Internal Request Tracking Info (see above),
3. shut down WL8,
4. added the code for M6E and E7 (see above) in IBFutures.txt,
5. restarted WL8 and adding the the quartely contract codes e.g. M6EM24, M6EU24 in the specific (empty) dataset,
6. started downloading all possible IBKR time frames.
7. Ready

FYI: I have an IBKR Pro account, but NO data subscription. Several data (stocks, futures, forex) and the known time frames can be downloaded from IB, what may take a while. Data are delayed, it's okay. IB forex data come in real time in WL8-charts, with very small delay (about 0.5 seconds or less) - also without any data subscription. IB forex data belong to the IB-"weaver"- program.

Thanks again, Cone.
0

Reply

Bookmark

Sort