wondering if anyone can help here:
I am experiencing an issue with a building block strategy that should trade etf UST in Paris (SBE exchange in IB). I have defined UST (Paris) as UST.PA for Yahoo data updates (I don't use IB as historical provider). Then in order manager I defined a symbol conversion UST.PA = UST. Orders sent to IB show as UST Arca (a US etf) instead of UST sbe (Paris). This is likely where I'm doing something wrong (:
So I contacted IB support who tell me to specify contract.primaryExchange="SBF". however not sure where to place this info.
How should the UST Paris etf be specified in order manager?
Thank you
I am experiencing an issue with a building block strategy that should trade etf UST in Paris (SBE exchange in IB). I have defined UST (Paris) as UST.PA for Yahoo data updates (I don't use IB as historical provider). Then in order manager I defined a symbol conversion UST.PA = UST. Orders sent to IB show as UST Arca (a US etf) instead of UST sbe (Paris). This is likely where I'm doing something wrong (:
So I contacted IB support who tell me to specify contract.primaryExchange="SBF". however not sure where to place this info.
How should the UST Paris etf be specified in order manager?
Thank you
Rename
For data or trading at IB, the contract has to be specified. If you don't make the effort, we assume it is a U.S. Stock.
If you have only one or a few symbols, just do this:
1. Click File > Open Wealth-Lab User Data Folder
2. Close WealthLab.
3. In the folder, open IBContracts.txt in an editor
4. Add this line to IBContracts.txt and save it:
UST.PA=UST|EUR|STK|SMART|SBF|UST|||0|
5. If you're going to use UST.PA, then remove that UST.PA=UST mapping. The record you just added already assigns UST.PA to the IB contract.
If you have a whole Parisienne DataSet that needs this treatment, follow this discussion - skip right to Post #8. You'll need to modify that code slightly.
If you have only one or a few symbols, just do this:
1. Click File > Open Wealth-Lab User Data Folder
2. Close WealthLab.
3. In the folder, open IBContracts.txt in an editor
4. Add this line to IBContracts.txt and save it:
UST.PA=UST|EUR|STK|SMART|SBF|UST|||0|
5. If you're going to use UST.PA, then remove that UST.PA=UST mapping. The record you just added already assigns UST.PA to the IB contract.
If you have a whole Parisienne DataSet that needs this treatment, follow this discussion - skip right to Post #8. You'll need to modify that code slightly.
thanks for the instructions Cone however haven't yet overcome the issue.
Put into practice on my pc :
1- added your line to IBContracts.txt, replacing prior UST Arca definition and restarted WL8
2- deleted IB Symbol conversion for UST.PA=UST
3- executed strategy with sell signal for UST.PA
-> Order manager shows Sell transaction error with Log message:
200: No security definition has been found for UST.PA
I have tried adding back the IB Symbol conversion - then I get a proper Sell transaction in TWS, however for UST Arca - and the UST Arca line again in IBContracts.txt
Put into practice on my pc :
1- added your line to IBContracts.txt, replacing prior UST Arca definition and restarted WL8
2- deleted IB Symbol conversion for UST.PA=UST
3- executed strategy with sell signal for UST.PA
-> Order manager shows Sell transaction error with Log message:
200: No security definition has been found for UST.PA
I have tried adding back the IB Symbol conversion - then I get a proper Sell transaction in TWS, however for UST Arca - and the UST Arca line again in IBContracts.txt
Okay, I'll try it locally and figure out the required pattern.
Hmm, it worked for me on the first try. Here's what I did.
1. Closed Wealth-Lab
Did you close Wealth-Lab before you saved your change to IBContracts?
2. Added this record to IBContracts.txt
UST.PA=UST|EUR|STK|SMART|SBF|UST|||0|
2. Opened a Yahoo! chart with UST.PA and started Steaming
3. Created a manual limit order using the chart toolbar.
It worked - the active orders is for the proper IB "SBF" contract.
1. Closed Wealth-Lab
Did you close Wealth-Lab before you saved your change to IBContracts?
2. Added this record to IBContracts.txt
UST.PA=UST|EUR|STK|SMART|SBF|UST|||0|
2. Opened a Yahoo! chart with UST.PA and started Steaming
3. Created a manual limit order using the chart toolbar.
It worked - the active orders is for the proper IB "SBF" contract.
Order manager works indeed for manual orders - however doesn't for strategy triggered orders as I had mentioned.
I've been playing a bit more and found the error is with Sell orders. manual Sell orders from order manager don't work either
Buy orders work well for manual and automated orders !!!
Buy orders work well for manual and automated orders !!!
So the problem is identifying IB's own contract.
Try adding this line too:
UST=UST|EUR|STK|SMART|SBF|UST|||0|
So you'll have both records:
UST.PA=UST|EUR|STK|SMART|SBF|UST|||0|
UST=UST|EUR|STK|SMART|SBF|UST|||0|
Make sure to close WL before you edit and save.
Edit -
Before you try that, I should have asked what the error is when the sell fails.
What is the error when the sell fails?
Try adding this line too:
UST=UST|EUR|STK|SMART|SBF|UST|||0|
So you'll have both records:
UST.PA=UST|EUR|STK|SMART|SBF|UST|||0|
UST=UST|EUR|STK|SMART|SBF|UST|||0|
Make sure to close WL before you edit and save.
Edit -
Before you try that, I should have asked what the error is when the sell fails.
What is the error when the sell fails?
mentioned in #2
still not working, same error
from log viewer:
"9/29/2023 13:26:57:736" "InteractiveBrokers" "200: No security definition has been found for UST.PA"
"9/29/2023 13:26:57:746" "Interactive Brokers" "GetSymboDecimals null: UST.PA"
from log viewer:
"9/29/2023 13:26:57:736" "InteractiveBrokers" "200: No security definition has been found for UST.PA"
"9/29/2023 13:26:57:746" "Interactive Brokers" "GetSymboDecimals null: UST.PA"
It looks like that symbol mapping UST.PA=UST is required after all so that the Signals Manager can match the symbol IB is reporting.
By the way, now that you know how to identify the contract for IB, you could just use IB for data too, then you wouldn't have to do the mapping. Either way it should work now.
By the way, now that you know how to identify the contract for IB, you could just use IB for data too, then you wouldn't have to do the mapping. Either way it should work now.
Confirming it is working now with both lines in IBcontracts.txt and symbol conversion UST.PA=UST for IB in order manager
Thank you Cone
Thank you Cone
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