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Also the six relatively new E-mini sector futures on CME: https://view.the.cmegroup.com/?qs=f8c1dba9467e9b5b5c3610a8e91bb6d9456f3bfdad26f1de441905753473f10430ca66299926c31affb3e33e0e0d67e93fd34b7916094463d082aa28c9304f35b044a260fd1052d86e379b564f643e5d For some reason, I thought these were...

If I may request a few contracts on the CME: CBL Nature-Based Global Emissions Offset (NGO) CBL Global Emissions Offset (GEO) Dutch TTF Natural Gas Calendar Month (TTF) I'm not sure what kind of liquidity you require, but I think these should meet the minimum. Also, per our previous...

If you are willing to pay a little bit in margin interest for a short period of time, I'd suggest letting your system run without doing any currency trades. Then you can run a margin report and see how much margin you using in each currency. Then you can convert from your base currency to the...

Funny because about a week ago I was looking to add FMEA/M1MS and also FMJP/MXJPUS into my system but I noticed this issue. Since neither instrument adds much, if any, value to my system, I decided that it wasn't worth my time to figure it out.

Asking for a "friend"?

Many instruments have low intraday margin requirements and higher overnight margin requirements. Could this be the cause?

I'm not sure it's the same situation, but VIX futures have weekly and monthly expirations that overlap. This is handled by setting the "TradingClass," which you mentioned in the previous post.

You can just look at the various trend/CTA trackers. 40in20out: -1.71% DBMF: -2.91% CTA: -3.71% KMLM -2.30%

Down 3.9% today. Losses come almost entirely from STIRs and short-dated bonds (twos and fives), with some extra losses in currencies and stocks/vol. Still up nicely on the year though.

I also added code to tell me if IB changes the multiplier. I'm also adding code to make sure the multiplier * price is still about the same as previously. Of course, next time IB will change something different. Fortunately, I was able to implement the changes quickly enough so that it didn't...

Where did you see this notice or how did you receive it? I trade these futures and have positions in some of them and didn't know about these changes. I want to make sure that I know if IB implements such changes in the future. Not knowing will cause problems to my system (it will think that the...

Very strange. I trade these instrument and never received this notice. Thanks for sharing. I now have to adjust some of my past data. Doh!

Oh crap! Did they adjust the multiplier? For many of these instruments, the multiplier vary between data providers since they are quoted in dollars and cents, some quoting the dollar amount and others in cents. IB really should have issued a notice. How am I supposed to know which have changed?

Perhaps it depends on the build. I am on TWS: Build 10.19.1k, Jan 23, 2023 5:13:03 PM I try not to update the build unless something goes wrong, and since I was testing it purely out of curiosity, I won't be upgrading just to test this.

Changing reqMarketDataType to 3 or 4 did not solve the problem for me.

Now that is strange. Are you using Gateway or TWS? I am using TWS.

That's strange. Only yesterday I was working on this. Just reran the script and for contracts without data I get, for example: "Error 162, reqId 29312: Historical Market Data Service error message:No market data permissions for CDE FUT, contract: Future(symbol='TSE60'...

I trade European interest rates and bonds, so they are tradable at IB by US investors. It looks like foreign government debt futures are regulated by the SEC rather than the CFTC: "Foreign government debt obligations: Debt obligations of a foreign government must be designated as an exempted...

Yes. But occasionally other US departments, like the Treasury, restrict trading even before the CFTC takes action (Russia, for example).

Foreign futures have to be approved by the CFTC for US traders. The list can be found here: https://sirt.cftc.gov/sirt/sirt.aspx?Topic=ForeignOrganizationProducts You can select Eurex and then click "Show All." The Oil sector future is not listed, meaning it has not been approved.