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Silver symbol not working on IB TWS with Excel
- Thread starter travis
- Start date
Quote from travis:
Neither the tickers page nor the history page work any longer for my Silver requests. It's been like this for all last week. Cfr. attachment.
Pls see this thread,
https://www.sierrachart.com/SupportBoard.php?ThreadID=2085
SC users have had to adjust symbols used, so too it would appear everyone else. Would have been nice if IB had put out an announcement to customers rather than just make a change and leave us to find out what to do.
Yes, great point and advice:
https://www.sierrachart.com/SupportBoard.php?ThreadID=2085
In fact, I did have the same idea, and titled accordingly this thread, as I wondered whether their symbol had changed, given that all the other precious metal futures (gold and copper for example) on the NYMEX work without any changes, nor any extra data subscriptions.
I tried all possible symbol combinations, as suggested on your thread, and my conclusion so far is that, as for the Sierra Chart people, there is a new symbol for us as well (us using the Excel API), but I cannot figure out what that new symbol is. But now I am pretty sure that the problem has nothing to do with my specific excel workbook, TWS platform (where "SI" works and returns the usual live feed), connection or anything related to my settings (except for the symbol of course).
And I confirm that IB does not list any changes on their products and margin pages:
http://www.interactivebrokers.com/e...x&showcategories=FUTGRP&ib_entity=llc
http://www.interactivebrokers.com/en/index.php?f=marginnew&p=fut
where it states that their symbol for NYMEX silver is "SI".
Well, I hope to have the final answer to this riddle from dst (cfr. his post above).
https://www.sierrachart.com/SupportBoard.php?ThreadID=2085
...even though for me it still doesn't work. But I now feel much closer to finding out the answer.Try using the following symbol:
SIU3-FUT-NYMEX
or:
SIU3-FUT-NYMEX-USD
In fact, I did have the same idea, and titled accordingly this thread, as I wondered whether their symbol had changed, given that all the other precious metal futures (gold and copper for example) on the NYMEX work without any changes, nor any extra data subscriptions.
I tried all possible symbol combinations, as suggested on your thread, and my conclusion so far is that, as for the Sierra Chart people, there is a new symbol for us as well (us using the Excel API), but I cannot figure out what that new symbol is. But now I am pretty sure that the problem has nothing to do with my specific excel workbook, TWS platform (where "SI" works and returns the usual live feed), connection or anything related to my settings (except for the symbol of course).
And I confirm that IB does not list any changes on their products and margin pages:
http://www.interactivebrokers.com/e...x&showcategories=FUTGRP&ib_entity=llc
http://www.interactivebrokers.com/en/index.php?f=marginnew&p=fut
where it states that their symbol for NYMEX silver is "SI".
Well, I hope to have the final answer to this riddle from dst (cfr. his post above).
Some more important information for those trying to help me solve this problem.
On both "Market Data" and "Historical Data", here's the errors I get after making these requests (with the following settings):
Symbol Type Expiry Exchange Currency
SI FUT 201309 NYMEX USD
SIU3 FUT 201309 NYMEX USD
For MARKET DATA requests:
Id Code Message
29 200 The contract description specified for SI is ambiguous;
30 200 No security definition has been found for the request;
For HISTORICAL DATA requests:
Id Code Message
4 200 The contract description specified for SI is ambiguous;
5 200 No security definition has been found for the request;
...
WAIT... some more info: they say "ambiguous", so I went and looked for the "SI" symbol on TWS and now there's news, in that they now have 2 "SI" for NYMEX Silver futures. The first and usual "SI", with multiplier 5000, and the new "SI" with a multiplier of 1000. Now here's the problem: both are listed on TWS and both tickers are running fine (so to speak), with a live feed by using "SI".
The small SI contract, with the multiplier of 1000, is probably new and it is what's causing all the problems. But I don't know what my next step is going to be.
...
Yet another important step, just to make sure I tried everything. I updated TWS API to the latest version, "InstallAX_968.exe". Still the same error codes.
On both "Market Data" and "Historical Data", here's the errors I get after making these requests (with the following settings):
Symbol Type Expiry Exchange Currency
SI FUT 201309 NYMEX USD
SIU3 FUT 201309 NYMEX USD
For MARKET DATA requests:
Id Code Message
29 200 The contract description specified for SI is ambiguous;
30 200 No security definition has been found for the request;
For HISTORICAL DATA requests:
Id Code Message
4 200 The contract description specified for SI is ambiguous;
5 200 No security definition has been found for the request;
...
WAIT... some more info: they say "ambiguous", so I went and looked for the "SI" symbol on TWS and now there's news, in that they now have 2 "SI" for NYMEX Silver futures. The first and usual "SI", with multiplier 5000, and the new "SI" with a multiplier of 1000. Now here's the problem: both are listed on TWS and both tickers are running fine (so to speak), with a live feed by using "SI".
The small SI contract, with the multiplier of 1000, is probably new and it is what's causing all the problems. But I don't know what my next step is going to be.
...
Yet another important step, just to make sure I tried everything. I updated TWS API to the latest version, "InstallAX_968.exe". Still the same error codes.
Awesome IB, and awesome chat employee. Thanks to him, I fixed all problems. It was all because of the new mini silver contract, as I had thought. Cfr. attachment below.
There were actually two solutions even, that he suggested in the chat. The first solution (to keep the big silver contract, with multiplier 5000) was to use "5000" in the "multiplier" column ("F" column). It works perfectly, but it needs the latest API software. The second solution, since my API software is probably 2 years old - I said I updated it, but I meant here at home and not on my server, because it's running right now - was this: use "SIU3", as justrading had suggested already. But also he specified, besides removing the date ("201309"), to add the "5000", which I hadn't previously done (cfr. attached image). So now it's perfect and it works fine both for "market data" and "historical data" requests.
Once I will have updated the API software on the server (in the weekend), I will use the first solution, because it's more coherent with what I am doing with all the other futures and my automation of the roll over process.
If anyone needs help, let me know.
There were actually two solutions even, that he suggested in the chat. The first solution (to keep the big silver contract, with multiplier 5000) was to use "5000" in the "multiplier" column ("F" column). It works perfectly, but it needs the latest API software. The second solution, since my API software is probably 2 years old - I said I updated it, but I meant here at home and not on my server, because it's running right now - was this: use "SIU3", as justrading had suggested already. But also he specified, besides removing the date ("201309"), to add the "5000", which I hadn't previously done (cfr. attached image). So now it's perfect and it works fine both for "market data" and "historical data" requests.
Once I will have updated the API software on the server (in the weekend), I will use the first solution, because it's more coherent with what I am doing with all the other futures and my automation of the roll over process.
If anyone needs help, let me know.
Attachments
Over a month later, I have news on this issue.
Due to other reasons, I finally resolved to update my customized twsdde.xls from the version I used years ago to the latest version, which dates to Fall 2012.
It took me about 2 days of work.
At the end, I found out that the "SIU3" method (cfr. above posts) is still needed for historical data requests (on the "historical data" sheet), because the "multiplier 5000" method only works on the tickers and the orders page of the latest twsdde.xls.
On the previous (customized) version of twsdde.xls, instead, I had to use the "SIU3" method on every single request: orders, tickers, historical data.
Finally, I should mention that twsdde.xls hasn't changed much in the last few years. The only page with important changes is the tickers page, which has 4 extra columns. Other than that, just a few minor cosmetic changes, and then there are some changes in the VBA modules.
But I had to update it because my orders sheet wasn't sending orders anymore. Now everything works again.
Due to other reasons, I finally resolved to update my customized twsdde.xls from the version I used years ago to the latest version, which dates to Fall 2012.
It took me about 2 days of work.
At the end, I found out that the "SIU3" method (cfr. above posts) is still needed for historical data requests (on the "historical data" sheet), because the "multiplier 5000" method only works on the tickers and the orders page of the latest twsdde.xls.
On the previous (customized) version of twsdde.xls, instead, I had to use the "SIU3" method on every single request: orders, tickers, historical data.
Finally, I should mention that twsdde.xls hasn't changed much in the last few years. The only page with important changes is the tickers page, which has 4 extra columns. Other than that, just a few minor cosmetic changes, and then there are some changes in the VBA modules.
But I had to update it because my orders sheet wasn't sending orders anymore. Now everything works again.