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Date/Time: Wed, 12 Feb 2025 09:56:11 +0000



Post From: IB confusions

[2020-10-11 07:13:21]
User938838 - Posts: 3
Following the Sierra and IB documentation, and having very little joy with connecting to TWS for quotes or trading. In the Sierra documentation:

"The underlying symbols for futures can be looked up on the Interactive Brokers web site."

-which seems true in the loose sense that one can stitch the IB "symbol" or appropriate conglomerate of whatnot they need together, using the guidance on the Sierra site, such as:

VIX-20160921-CFE-USD-1000

So - exactly copying Sierra docs, I was able to get a feed using two of the examples:

DAX-IND-DTB
VIX-20 201021-CFE-USD-1000 (VIXV20 and changing the date to 201000 all worked as well)

but not the Sierra examples:

ES-202010-GLOBEX
ES-FOP-20201012-3350-C-GLOBEX
ZN-FOP-202010-172-P-ECBOT

nor, following the examples' approach:

MES-202010-GLOBEX
M2K-202011-GLOBEX
AD-IND-NYSE

, all of which I receive currently in TWS, all of which generated unknown symbol msgs in the log. Nothing else revelatory in the log.