Quote from def:
Details will probably be provided in the next communique but tick and trin are being calculated and will become available for all worldwide exchanges in which we offer execution services and to those subscribed to the appropriate exchange data feed (we calculate them internally). To see a list of the exchanges, go to contract info on the web site and search for tick or trin
examples/format
tick-nyse <index>
trin-nyse
tick-nasd
tick-tsej
tick-ibis
etc.
Note, this is still in the roll out/beta phase so i'm not sure if the data will be available to all users. if you don't have it, expect it shortly.
Quote from nononsense:
Hi def,
Could you, please, post a list of the respective Market Data Subscribtions required to get these on TWS for the non-US exchanges. Nobody at IB seems to know the answer to this.
Some other posters have asked similar questions recently without visible reply.
Thank you def.Quote from def:
tsej - tokyo stock exchange
ibis - eurex
Quote from nononsense:
Thank you def.
Unfortunately, this does not solve the problem.
For IBIS I know that the symbols to use are TICK-IBIS and TRIN-IBIS.
Out of the: http://www.interactivebrokers.com/en/accounts/fees/marketData.php?ib_entity=uk#europe
I have tried everything with Eurex/Ibis/Europe as subscription:
Xetra Stocks (European Stars Segment) Level I
Xetra Stocks (European Stars Segment) Level II
Eurex - DJ STOXX© Indices
and I run permanently Eurex Level II.
TWS never shows any data for TICK-IBIS but keeps suggesting subscribing to IBIS.
This is a true riddle. Thank you kindly for any further advice.