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Date/Time: Mon, 16 Sep 2024 19:21:53 +0000



Post From: IB Symbol naming in Sierra for Ftse100 options

[2014-12-15 21:28:40]
User24804 - Posts: 19
Now solved
I have contacted IB re this issue.
They do not comment on symbol format regarding Third Party software since there are hundreds of TP's and each gathers symbols in their own proprietary way.

So its down to Sierra software engineering mostly to tell us the format Sierra requires
Regarding options IB require the API to feed the following (and in this order I have found)
Root ticker Z
Expiry 201412 see note at end
Strike 68 (for 6800)
Right C
Exchange ICEEU
Multiplier 1000
Currency GBP
Trading class ESX see note at end

Because Ftse100 options only have one expiry day per month YYYYMM data is sufficient.
Multiplier and Trading class can be provided on an either/or basis

After massive experimentation I have found that the following format seems succesful, the final key was to enter the strike as (say)68 for 6800, 66.5 for 6650

It may help others to use the