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SC Symbol Fixes

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[2015-06-21 00:43:28] #1 [Go To First Post]
i960 - Posts: 360
Starting this thread to make an attempt at collecting issues seen in the GlobalSymbols file so that they can be updated on the SC server side for everyone's benefit. I wrote a perl script to parse the xml file and look for problems, so far I see a few: desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode Robusta Coffee \| D-######-LIFFE_NF \| RM?## \| \| Cocoa \| C-######-LIFFE_NF-GBP \| CA?## \| \| White Sugar \| W-######-LIFFE_NF \| SW?## \| \| MINI SIZED NY SILVER FUTURES - NYSELIFFE \| YI-######-NYSELIFFE-USD-1000 \| YI?## \| \| Mini Sized NY Gold Futures - NYSELIFFE \| YG-######-NYSELIFFE \| \| \| The above all need sc-data updates ('liffe' is the data source). The sc-data symbols are probably the same as the historical symbols. Also, Mini NY Gold barchart is 'YG'. desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode AMS EOE Index Futures - FTA \| EOE-######-FTA-EUR-200 \| \| \| AMS EOE Index Futures - FTA \| EOE-######-FTA-EUR-20 \| \| \| FTSE MIB Index Futures - IDEM \| FTMIB-######-IDEM \| \| \| IBEX 35 INDEX Futures - MEFFRV \| IBEX35-######-MEFFRV \| \| \| EOE-200 barchart is 'AZ' but I do not think barchart has futures symbols (only cash). EOE-20 (mini-EOE) I cannot find anywhere. Both are probably barchart issues. MIB barchart is 'MJ'. IBEX barchart is 'EF'. desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode KOSPI200 Index Futures - KSE \| K200-######-KSE \| \| \| CES China 120 Index \| CES120-######-HKFE-HKD-50 \| \| \| Mini Hang Seng Index - KHFE \| MHI-######-HKFE \| \| \| Hang Seng Stock Index Futures - HKFE \| HSI-######-HKFE \| HS?## \| \| Hang Seng China Enterprise Index \| HHI.HK-######-HKFE-HKD-50 \| \| \| Mini Hang Seng China Enterprises Index - HKFE \| MCH.HK-######-HKFE \| \| \| The above will not have sc-data, but they mostly do have barchart historical data: Kospi 200 barchart is 'KS'. CES120 does not have barchart data (which is a barchart problem). Mini Hang Seng barchart is 'HK'. Hang Seng barchart is 'HS' - but am not sure SC has that or if I added it locally so including it. Hang Seng China Enterprise barchart is 'HA'. Mini Hang Seng China Enterprise apparently has no barchart symbol (which is a barchart problem). desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode NIKKEI 225 Futures - SGX \| SGXNK-######-SGX \| \| \| CNX Nifty Index - SGX \| NIFTY-######-SGX-USD-2 \| \| \| SGX MINI JGB INDEX - SGX \| SGB-######-SGX \| \| \| MSCI Taiwan Index Futures - SGX \| STW-######-SGX-USD-100 \| \| \| FTSE/Xinhua China A50 \| XINA50-######-SGX \| \| \| SGX Nikkei 225 barchart is 'NX'. CNX Nifty barchart is 'NH'. SGX Mini JGB barchart is 'JX'. MSCI Taiwan barchart is 'TI'. XINA50 barchart is 'HN'. desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode NIKKEI 225 INDEX - OSE.JPN \| N225-######-OSE.JPN-JPY-1000 \| \| \| NIKKEI 225 INDEX MINI - OSE.JPN \| N225M-######-OSE.JPN-JPY-100 \| \| \| MINI TOPIX INDEX - OSE.JPN \| MTPX-######-OSE.JPN-JPY-1000 \| \| \| TOPIX INDEX - OSE.JPN \| TOPX-######-OSE.JPN-JPY-10000 \| \| \| TOPIX INDEX - TSEJ \| TOPX-######-TSEJ-JPY-10000 \| \| \| NIKKEI 225 barchart is 'NO'. NIKKEI 225 MINI barchart is 'NP'. TOPIX OSE.JPN barchart is 'TS'. TOPIX MINI OSE.JPN barchart is 'TT'. TOPIX TSEJ no longer exists (and SC has this in it's data). All futures trading moved to OSE.JPN. desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode S&P Canada 60 Index Future - CDE \| TSE60-######-CDE \| \| \| S&P Canada 60 barchart is 'TP'. desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode Brazilian Real in USD \| BRE-######-GLOBEX-USD-100000 \| \| \| Brazilian Real barchart is 'L6'. desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode New Zealand Dollar - GLOBEX \| NZD-######-GLOBEX \| \| 6N?## \| cme NZD futures are missing the historical symbol which is 'N6'. This caused a bunch of head-scratching for me in trying to figure out why it kept using IB data rather than SC historical data. desc \| sym \| hist-sym \| data-sym \| sc-data-srvcode E-Micro Gold - COMEX \| MGC-######-NYMEX-USD-10 \| GR?## \| MGC?## \| comex There's nothing wrong with the symbols for E-Micro Gold, but the description has some embedded accented/special characters in it so I figured I'd point that out to get cleaned up as well. A lot of tedious work where I mainly consulted the following to figure all this stuff out: http://www.barchart.com/education/symbols.php http://www.barchart.com/futures/all_futures.php http://www.barchart.com/futures/exchanges.php BTW: When does a symbol need the currency and currency multiplier added to the symbol name and when does it not? I notice that some symbols have the specific currency and multiplier specified but the symbol editor allows setting that directly. So why for instance would one use BRE-######-GLOBEX-USD-100000 vs BRE-######-GLOBEX? Date Time Of Last Edit: 2015-09-03 05:24:30

[2015-06-21 06:24:32] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will go over these. However, these are now on ICE US now: MINI SIZED NY SILVER FUTURES - NYSELIFFE \| YI-######-NYSELIFFE-USD-1000 \| YI?## \| \| Mini Sized NY Gold Futures - NYSELIFFE \| YG-######-NYSELIFFE \| \| \| See: https://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php&SymbolsPage=Futures#ICEUS Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-07-14 05:45:52] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are going over this little by little, but the presentation of information really is not clear. It would be best to post the raw XML and bold the changes. If you do that it would be much easier for us. This is the reason why this has been delayed. Also due to the length of it. When does a symbol need the currency and currency multiplier added to the symbol name and when does it not? Originally the currency code and contract multiplier were not specified but later on we begin to use these in order to avoid symbol resolution errors by Interactive Brokers. So the older more popular symbols do not use these and we have preserved the original format unless it was critical to use these two additional specifications. You should always use the symbol as it is listed in File >> Find Symbol so Sierra Chart can find in the Symbol Settings for it. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-08-14 08:20:18] #4 [Go To First Post]
i960 - Posts: 360
Update: Mini Hang Seng China Enterprises Index - HKFE \| MCH.HK-######-HKFE \| \| \| Mini Hang Seng China Enterprise apparently has no barchart symbol (which is a barchart problem). I got in contact with Barchart and they assigned this the symbol 'IX', so IX?## in SC. I'm not sure how they handle past contracts though - otherwise this is going to take quite a while to build up any meaningful charts as they only have a few days back so far. http://www.barchart.com/commodityfutures/IX?search=IX* Date Time Of Last Edit: 2015-08-14 08:22:04

[2015-08-15 06:28:12] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This last symbol in post #4 is not in the Sierra Chart symbol settings. Please provide a link to the contracts specifications on the IB website. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-08-15 21:55:48] #6 [Go To First Post]
i960 - Posts: 360
It's a lesser known, but liquid, contract with similar specifications to MHI (Hang Seng mini): http://www1.interactivebrokers.ch/contract_info/v3.9/index.php?action=Details&site=GEN&conid=201675924 https://www.hkex.com.hk/eng/prod/drprod/mchfut/MCH_Fut.htm But this should probably help out more: <settings> <service-code>ib</service-code> <symbol>MCH.HK-######-HKFE</symbol> <historical-chart-symbol>IX?##</historical-chart-symbol> <use-pattern-matching-characters>true</use-pattern-matching-characters> <contract-months>FGHJKMNQUVXZ</contract-months> <description>Mini Hang Seng China Enterprises Index - HKFE</description> <category>Futures</category> <value-format-code>0</value-format-code> <tick-size>1</tick-size> <error-filtering>true</error-filtering> <time-zone>HKT+08</time-zone> <intraday-start-time>09:15:00</intraday-start-time> <intraday-stop-time>16:14:59</intraday-stop-time> <intra-evening-start-time>17:00:00</intra-evening-start-time> <intra-evening-stop-time>23:44:59</intra-evening-stop-time> <default-order-quantity>1</default-order-quantity> <continuous-contract-months>FGHJKMNQUVXZ</continuous-contract-months> <rollover-method>Method11</rollover-method> <rollover-input-1>1</rollover-input-1> <rollover-input-2>4</rollover-input-2> </settings> Date Time Of Last Edit: 2015-08-15 21:56:37

[2015-08-19 20:45:26] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This last symbol has been updated. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-09-03 05:17:21] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are finishing up with the remaining symbol settings. These are not in the Sierra Chart Interactive Brokers Symbol Settings file: NIKKEI 225 INDEX - OSE.JPN \| N225-######-OSE.JPN-JPY-1000 \| \| \| NIKKEI 225 INDEX MINI - OSE.JPN \| N225M-######-OSE.JPN-JPY-100 \| \| \| MINI TOPIX INDEX - OSE.JPN \| MTPX-######-OSE.JPN-JPY-1000 \| \| \| TOPIX INDEX - OSE.JPN \| TOPX-######-OSE.JPN-JPY-10000 \| \| \| TOPIX INDEX - TSEJ \| TOPX-######-TSEJ-JPY-10000 \| \| \| Provide the settings you have and we will add what you have. This is all that remains in this thread. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2015-09-18 21:46:50] #9 [Go To First Post]
i960 - Posts: 360
<settings> <service-code>ib</service-code> <symbol>N225-######-OSE.JPN-JPY-1000</symbol> <historical-chart-symbol>NO?##</historical-chart-symbol> <use-pattern-matching-characters>true</use-pattern-matching-characters> <contract-months>HMUZ</contract-months> <description>NIKKEI 225 INDEX - OSE.JPN</description> <category>Futures</category> <value-format-code>0</value-format-code> <tick-size>5</tick-size> <currency-value-per-tick>5000</currency-value-per-tick> <error-filtering>true</error-filtering> <default-order-quantity>1</default-order-quantity> <rollover-method>Method3</rollover-method> <rollover-input-1>1</rollover-input-1> <rollover-input-2>2</rollover-input-2> </settings> <settings> <service-code>ib</service-code> <symbol>N225M-######-OSE.JPN-JPY-100</symbol> <historical-chart-symbol>NP?##</historical-chart-symbol> <use-pattern-matching-characters>true</use-pattern-matching-characters> <contract-months>HMUZ</contract-months> <description>NIKKEI 225 INDEX MINI - OSE.JPN</description> <category>Futures</category> <value-format-code>0</value-format-code> <tick-size>5</tick-size> <currency-value-per-tick>500</currency-value-per-tick> <error-filtering>true</error-filtering> <default-order-quantity>1</default-order-quantity> <continuous-contract-months>HMUZ</continuous-contract-months> <rollover-method>Method3</rollover-method> <rollover-input-1>1</rollover-input-1> <rollover-input-2>2</rollover-input-2> </settings> <settings> <service-code>ib</service-code> <symbol>TOPX-######-OSE.JPN-JPY-10000</symbol> <historical-chart-symbol>TS?##</historical-chart-symbol> <use-pattern-matching-characters>true</use-pattern-matching-characters> <contract-months>HMUZ</contract-months> <description>TOPIX INDEX - OSE.JPN</description> <category>Futures</category> <value-format-code>1</value-format-code> <tick-size>0.5</tick-size> <currency-value-per-tick>5000</currency-value-per-tick> <error-filtering>true</error-filtering> <default-order-quantity>1</default-order-quantity> <rollover-method>Method3</rollover-method> <rollover-input-1>1</rollover-input-1> <rollover-input-2>2</rollover-input-2> </settings> <settings> <service-code>ib</service-code> <symbol>MTPX-######-OSE.JPN-JPY-1000</symbol> <historical-chart-symbol>TT?##</historical-chart-symbol> <use-pattern-matching-characters>true</use-pattern-matching-characters> <contract-months>HMUZ</contract-months> <description>MINI TOPIX INDEX - OSE.JPN</description> <category>Futures</category> <value-format-code>1</value-format-code> <tick-size>0.5</tick-size> <currency-value-per-tick>500</currency-value-per-tick> <error-filtering>true</error-filtering> <default-order-quantity>1</default-order-quantity> <rollover-method>Method3</rollover-method> <rollover-input-1>1</rollover-input-1> <rollover-input-2>2</rollover-input-2> </settings> http://www.jpx.co.jp/english/derivatives/products/domestic/index.html I don't know where the TSEJ one came from - but I did not add it. It was there before I even added these AFAIK. TSEJ no longer does those futures, OSE/JPX does. Date Time Of Last Edit: 2015-09-18 21:50:42

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