- ago
Hi,

I'm scratching my head over trying to trade the Micro E-Mini Dow Futures with Interactive Brokers. I can trade them without issues directly in Trader Workstation (MYMZ4), however I have no luck trying to chart or trade them in WL:




I have no issues with other Micros (MES, MNQ) or YM itself.

Anything I'm overlooking here?

Thanks,
Matthias
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- ago
#1
QUOTE:
Anything I'm overlooking here?

https://www.wealth-lab.com/Discussion/WL8-B16-IB-12-No-security-definition-has-been-found-for-QGC-C-8580
https://www.wealth-lab.com/Discussion/Error-No-security-definition-has-been-found-9717
https://www.wealth-lab.com/Discussion/No-Security-Definition-message-in-Log-Viewer-for-IB-options-11060
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- ago
#2
Thanks, Eugene!

I should have mentioned that I did search the forum before ;-) and only post here because I cannot find a solution. I cannot see anything in the linked threads which explains my issue.

All I’m doing is placing an order manually for MYMZ4 in the Order Manager using Interactive Brokers. Why would it not work? This is not about datasets or symbol mappings unless I forget something.

I do have the permission to trade MYM and can place an order directly in Trader Workstation.

Why would the same thing work for YMZ4 (same exchange as MYM on CBOT or other CME micros like MNQZ4 or MESZ4) without me having done any manual changes in any files?

I am not even assuming it’s a WL problem. When I go and check for data coming from IBKR in the Data Manager, I am not getting any data in the “Data Loading Testbed” for MYMZ4 while I do get data e.g. for MESZ4 and I’m just wondering whether WL or the IBKR extension is doing anything additional in the process to get an API response?

Thanks,
Matthias
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- ago
#3


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Cone8
 ( 6.29% )
- ago
#4
See Help (F1) > Extensions > Interactive Brokers > Data > Futures (where I just noticed we have a formatting error in the file).

The reason why many work automatically is because we painstakingly created a file (IBFutures.txt) that identifies specifications for most popular contracts. We can't possibly do it for every contract contracts in the world that anyone would use.

For futures, close WL and add the specifications record to IBFutures.txt. If a symbol matches it, we'll auto-create the record for IBContracts.txt.

Edit - actually the IBFutures.txt record for MYM is there and works fine for me.

CODE:
# Micro E-Mini Dow Jones Industrial Average Index MYM|USD|FUT|CBOT||MYM|||0|0.5


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Cone8
 ( 6.29% )
- ago
#5
MYM, MHG, and MCL were added to IBContracts.txt in for Build 57+, but new records don't get added to older installations automatically. We don't want to refresh the file automatically in case you've edited it.

To get the new records close WL and delete IBFutures.txt. It will be recreated on the next use. You'll need now IB Provider Build 58 for the update.
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- ago
#6
Thank you! That worked.

Not sure how you document internally, but I would not mind digging through more detailed release notes going forward for new extension or WL releases. I'm sure there's a lot of smaller things -like the additions of MYM, MHG and MCL to IBFutures.txt, which I was not aware of :-)
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Cone8
 ( 6.29% )
- ago
#7
Help (F1) > Extensions > Interactive Brokers
If you didn't read it there, you might not be aware of it.
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- ago
#8
You're right, Cone. I did dig through it, however obviously did not do a good job at that..
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