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Direct MessagesDate/Time: Sun, 08 Sep 2024 00:44:19 +0000
IB Symbol naming in Sierra for Ftse100 options
View Count: 2442
| [2014-11-26 17:01:06] |
| User24804 - Posts: 19 |
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Please can you provide me with the correct Sierra symbol for use with IB for Ftse100 options. I have tried many combinations and get error messages mainly improperly formed symbol types I should advise you that the exchange LIFFE has been acquired by ICE and renamed and the correct exchange symbol is ICEEU (replacing LIFFE) As examples the underlying index FTSE100 works correctly as Z-I-ICEEU the future for this FTSE100 (december next) works correctly as Z-201412-ICEEU My question is What symbol would work in Sierra for December 2014 CALL options with a strike of 6800 European style Interactive brokers reports the description information for this security as follows FTSE 100 Index Security Type OPT Underlying Z IND Contract Month DEC14 Expiration DEC 19 '14 10:15 GMT Strike 6800 Right Call Currency GBP Multiplier 1000 Exchange ICEEU Trading Class ESX Symbol ESX DEC14 68 C Product Type Equity Index Settlement Method Cash Exercise Style European Thank you in advance trusting that the supporting information is useful (error log attatched) |
Private File |
| [2014-11-26 17:55:42] |
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Refer to the Interactive Brokers symbol formats here: Interactive Brokers Symbols Try: Z-OPT-20141219-6800-C-ICEEU-1000-GBP Sierra Chart Support Date Time Of Last Edit: 2014-12-17 23:54:13
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| [2014-11-26 18:51:54] |
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This would be the symbol to try: Z-OPT-20141219-6800-C-ICEEU-1000-GBP 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 |
| [2014-11-27 10:18:16] |
| User24804 - Posts: 19 |
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Thank you Using Z-OPT-20141219-6800-C-ICEEU-1000-GBP I have tried opening intraday and historic charts during market hours and during closed hours without success The symbol format appears to comply with the rules and doesn't throw up errors refering to symbol format but fails to find any data to download. For information I have also tried (and failed) replacing OPT with O replacing 20141219 with 201412 also leaving off the currency and multiplier parts of the symbol in case a default existed I should add that during these trials, charts are available within IB's TWS app so the data does exist somewhere I have attatched Sierra log files for both scid and dly charts for you info There seems to be an interface problem somewhere, I hope you can advise how to get these charts but meanwhile enjoy thanksgiving |
 Z-OPT-20141219-6800-C-ICEEU-1000-GBP-scid.txt - Attached On 2014-11-27 10:14:02 UTC - Size: 2.46 KB - 496 views Z-OPT-20141219-6800-C-ICEEU-1000-GBP-dly.txt - Attached On 2014-11-27 10:14:37 UTC - Size: 1.46 KB - 496 views |
| [2014-11-28 03:19:16] |
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First, we do not know the exact answer to this. Only Interactive Brokers will know. This is the relevant Error Message: Message from IB: No security definition has been found for the request. IB Error Code: 200 The only other thing we can recommend is to try this symbol format: ESX DEC14 68 C-OPT-ICEEU After this you will need to contact Interactive Brokers: http://www.sierrachart.com/index.php?page=doc/IBSymbols.html#ContactingIBForSymbolSpecifications 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 |
| [2014-12-15 21:28:40] |
| User24804 - Posts: 19 |
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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 |
| [2014-12-15 21:35:25] |
| User24804 - Posts: 19 |
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oops k/bd error commentary continued It may help others to use the formats below for 6800 Calls for example Z-OPT-201412-68-C-ICEEU-1000-GBP or for 6650 Puts Z-OPT-201412-66.5-P-ICEEU-1000-GBP Both seem to give sensible data but no intraday data seems available outside market hours whether historic or otherwise Regards Martin |
| [2014-12-17 23:06:43] |
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The Sierra Chart symbol format for Interactive Brokers is a hyphen separated text string consisting of the different parts of an Interactive Brokers contract structure. So each part of the symbol, is passed to a different contract member and these are all documented here: Interactive Brokers Symbols Therefore, this is not really true: 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 It is fully Interactive Brokers responsibility to help you with this and then you take the information that they give you, and look at the Sierra Chart Interactive Brokers symbol format and assemble the symbol on your own. So in the end, this difficulty was the result of Interactive Brokers not giving you good proper information assuming they were giving you the wrong strike price. If you need help with the information from Interactive Brokers and how to create a Sierra Chart formatted symbol from it, we can do that. 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 Date Time Of Last Edit: 2014-12-17 23:07:27
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| [2014-12-17 23:38:25] |
| User24804 - Posts: 19 |
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I refer you to the post 18942 when Sierra said:- >>First, we do not know the exact answer to this. Only Interactive Brokers will know.<< Anyway the problem is solved and I consider the matter closed |
| [2014-12-17 23:55:09] |
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Yes, this is correct. The problem is the strike price they gave was not correct: Strike 6800 It does not correspond to what you actually need to use through the Interactive Brokers API. Do they specify that somewhere? How is anyone to know this? 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 |
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