This issue can be resolved by specifying a value in the "primaryExchange" field (comes just after the exchange). For a value, you can enter any exchange where the contract actually trades. For example, if you send SMART for the exchange and ISLAND for the primary exchange when requesting historical data for CSCO, you will receive data.
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IB Symbol Problems - MSFT, INTC, CSCO
- Thread starter justrading
- Start date
Quote from Pete - IB:
This issue can be resolved by specifying a value in the "primaryExchange" field (comes just after the exchange). For a value, you can enter any exchange where the contract actually trades. For example, if you send SMART for the exchange and ISLAND for the primary exchange when requesting historical data for CSCO, you will receive data.
Sorry, but where do I find this setting? It is not available on the TWS Smart Routing Pane ( I am on the Flat Commission Structure).
I might add that I have 61 stock symbols in Sierra Charts, 58 still work fine, it is only these 3 that presented a problem since yesterday. Everything else just has "JPM" or "NFLX" and works fine.
Quote from Pete - IB:
You will have to bring this to the attention of Sierra Charts. It may be that their platform does not yet support this field.
Am I to understand this is something that has just been introduced since the weekend, and does not apply to all symbols? Because all was fine last Friday.
I'm trying to understand this so that I can give as clear an explanation of the problem to SC as possible.
It's not this this is a new required field, it's that a new contract was recently introduced into our contract database so requesting CSCO/SMART/USD no longer identifies a unique contract. The request has become ambiguous and the primary exchange is now needed to resolve the request to a single contract.
Quote from justrading:
Am I to understand this is something that has just been introduced since the weekend, and does not apply to all symbols? Because all was fine last Friday.
I'm trying to understand this so that I can give as clear an explanation of the problem to SC as possible.
like i said above-it's because same stock listed on multiple exchanges and SOME of them are traded in same currencies(USD). just send them(SC) this link,they will understand what Pete is talking about. if there is no such option in SC to specify primary exchange-it's a should be piece of cake for them to add it.
IBString primaryExchange
To clarify any ambiguity for Smart-routed contracts, include the primary exchange, along with the Smart designation, for the destination.
https://www.interactivebrokers.com/en/software/api/api.htm
question for Pete-what should we put in primary exchange for stocks traded on NASDAQ? ISLAND?
what about NASDAQ GS, GM,CM? what should we put for primary exchange?
Thank you!
Quote from Pete - IB:
It's not this this is a new required field, it's that a new contract was recently introduced into our contract database so requesting CSCO/SMART/USD no longer identifies a unique contract. The request has become ambiguous and the primary exchange is now needed to resolve the request to a single contract.
I am quite puzzled as to how such a situation arises.
I posted on the SC Support Board and another member said just uses symbol-stk. I said does not work for me.
He posted his log to prove it does for him. As you can see he can use MSFT-STK and MSFT-STK-SMART. Right at the time it does not work for me.
Thread is here;
https://www.sierrachart.com/SupportBoard.php?ThreadID=4138#P17394
Quoted Log;
I use standalone TWS ver 9412, SC ver 1048. Both MSFT-STK and MSFT-STK-SMART work. Hope it helps.
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\MSFT-STK.dly | 2013-11-19 11:10:56
HD Request # 22 - Downloading Historical Daily chart data for MSFT-STK. Starting date: 1963-11-20. Service: ib | 2013-11-19 11:10:56
HD Request # 22 - Requesting 365 days of historical Daily data for MSFT-STK with end date 2013-11-19 | 2013-11-19 11:10:56
HD Request # 22 - Processing historical data message from TWS | 2013-11-19 11:10:56
HD Request # 22 - Receiving historical Daily data for MSFT-STK starting at 2012-11-20 | 2013-11-19 11:10:56
Writing historical Daily data for MSFT-STK to the file MSFT-STK.dly | 2013-11-19 11:10:56
HD Request # 22 - Received 252 records and wrote 252 records from 2012-11-20 00:00:00 to 2013-11-19 00:00:00. | 2013-11-19 11:10:56
HD Request # 22 - Received 252 records from 2012-11-20 00:00:00 to 2013-11-19 00:00:00 (365.0 days) and wrote 252 records for MSFT-STK | 2013-11-19 11:10:59
HD Request # 22 - Daily download COMPLETE for MSFT-STK | 2013-11-19 11:10:59
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\MSFT-STK-SMART.dly | 2013-11-19 11:23:49
Interactive Brokers - Starting real-time market data updates for: MSFT-STK-SMART | 2013-11-19 11:23:49
Subscribing to real-time True Data for symbol: MSFT SecType: STK Exchange: SMART Currency: USD | 2013-11-19 11:23:49
Subscribing to symbol: MSFT SecType: STK Expiry: Exchange: SMART Currency: USD Multiplier: | 2013-11-19 11:23:49
HD Request # 23 - Downloading Historical Daily chart data for MSFT-STK-SMART. Starting date: 1963-11-20. Service: ib | 2013-11-19 11:23:50
HD Request # 23 - Requesting 365 days of historical Daily data for MSFT-STK-SMART with end date 2013-11-19 | 2013-11-19 11:23:50
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\MSFT-STK-SMART.dly | 2013-11-19 11:23:50
HD Request # 23 - Processing historical data message from TWS | 2013-11-19 11:23:50
HD Request # 23 - Receiving historical Daily data for MSFT-STK-SMART starting at 2012-11-20 | 2013-11-19 11:23:50
Writing historical Daily data for MSFT-STK-SMART to the file MSFT-STK-SMART.dly | 2013-11-19 11:23:50
HD Request # 23 - Received 252 records and wrote 252 records from 2012-11-20 00:00:00 to 2013-11-19 00:00:00. | 2013-11-19 11:23:50
HD Request # 23 - Received 252 records from 2012-11-20 00:00:00 to 2013-11-19 00:00:00 (365.0 days) and wrote 252 records for MSFT-STK-SMART | 2013-11-19 11:23:53
HD Request # 23 - Daily download COMPLETE for MSFT-STK-SMART | 2013-11-19 11:23:53
Quote from jeb9999:
Always something weird from the IB API.
For QuoteTraker users ISLAND:MSFT and BATS:MSFT work. MSFT and NASDAQ:MSFT do not work. Same for CSCO and INTC.
IBKR and other NASDAQ symbols work as they always have without an exchange modifier.
I just tried (on Sierra Charts) MSFT-STK-ISLAND and data is coming through. Will not if SMART is specified.
Now I've got to see if my old data file will work if renamed, otherwise I only get the usual paltry backfill.
Why make things simple for the customer, they'll get bored, they don't need to trade, their time is better spent sorting out stuff like this, so hmm let's see what can we screw up today to make life interesting for them, builds customer loyalty.