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Setup and symbol formats
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NOTE: IMPORTANT CONNECTION ISSUE
Interactive Brokers has added auto locking feature to TWS, which locks TWS after a certain amount of inactivity. If TWS is locked, QuoteTracker will NOT be able to connect.
When connecting with QuoteTracker, you need to make sure that TWS is not locked at the time. TWS does have an option to turn auto locking off
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SETUP INSTRUCTIONS
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QuoteTracker can now be used to retrieve quote data and trade through Interactive Brokers (IB). The proccess is a bit different than with other brokers, so please follow the instructions below:
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Start IB's TWS application. You should be using the latest one available on IB's website |
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Login using your account login name and password into TWS. |
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Make sure that "Enable ActiveX and Socket Clients" option is checked in the CONFIGURE/API menu in TWS. |
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In TWS, select CONFIGURE/API menu, then check the boxes for
- Enable ActiveX and Socket Clients
- Download Open Orders on Connection
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Make sure that "Socket Port" option in the CONFIGURE/API menu is set to 7496 (the default)
Click on Trusted IP Addresses, click on CREATE and type in 127.0.0.1 and click OK
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Start QuoteTracker and select Interactive Brokers as the quote source from the SITE dropdown list on top/right of the main QuoteTracker window. If needed, click START button to initiate the streaming quotes |
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For Trading, go to OPTIONS/Data sources menu in QuoteTracker, then click on TRADING tab |
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Select Interactive Brokers as the broker, then click on the INITIALIZE button. You will be prompted with a trading agreement. Once you agree to it, go on to the next step |
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Open the TRADE and TRANSACTION panels by clicking on the corresponding tabs at the top of the QuoteTracker main screen, right below the menu.
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You are now ready to trade
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SYMBOL FORMATS
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For STOCKS the format is ROUTE:SYMBOL. If the ROUTE: portion is omitted, QuoteTracker will default the route to SMART. For example, both AOL and SMART:AOL are legitimate symbols and represent the same security.
For OPTIONS you should use the standard option symbol prefixed with a period. You would need to get the actual symbol from IB web site or TWS. for US Option symbol formats, please refer to
IB's
Option Symbology Initiative page. For Example:
BOX:.ESI 100220C00110000
NOTE: that the root symbol must be 6 characters, so you must pad it with appropriate number of spaces
For FUTURES you should use the futures symbol as shown on Contract Description/SYMBOL column in TWS, prefixed with the exchange and an at sign (@). For example, GLOBEX:@ESH0.
Some exchanges use a fixed length SSSS MMM YY symbol format (ECBOT and DTB for example). Example:
DTB:@FDAX MAR 10
For YM underlying symbol, you would need to add spaces to fill in the SSSS section of the symbol since YM is just 2 characters:
ECBOT:@YM MAR 10
(with 3 spaces after YM and 1 space after MAR)
For FUTURE OPTIONS you should use the symbol as shown on the end of the DESCRIPTION column in TWS, prefixed with the exchange and an carot character(^).
For example, GLOBEX:^ESH0 C1080
For WARRANTS you should use the symbol as shown on the end of the DESCRIPTION column in TWS, prefixed with the exchange and an exclamation point character(!).
For example, FWB:!DB25LU
For CASH you should use the symbol as shown on the end of the DESCRIPTION column in TWS, prefixed with the exchange and an pound sign(#).
For example, IDEALPRO:#EUR.USD
For INDICES prefix the symbol with the exchange and a dollar sign ($). For example, PHLX:$SOX
You can specify order routing for options, futures and indices, same as for stocks.
On the trading panel, you can either enter just the symbol without any prefix, then specify the routing and security type, or you can enter the above formatted symbols and QuoteTracker will convert them for you.
COMMON SYMBOL EXAMPLES:
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Options
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Indices
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Currencies
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| DELL |
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.SPY 100220P00110000 |
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NASDAQ:$NDX |
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IDEALPRO:#EUR.USD |
| ISLAND:DELL |
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BOX:.ESI 100220C00110000 |
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NYSE:$INDU |
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IDEALPRO:#GBP.USD |
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AMEX:.T 100320C00027000 |
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PHLX:$SOX |
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IDEAL:#USD.GBP |
| INTC |
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SMART:.DLQ 100821P00022500 |
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DTB:$DAX |
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| IBIS:DELL |
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NASDAQ:$TICK-NASD |
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| IBIS:DELL |
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NYSE:$TRIN-NYSE |
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| Futures |
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| GLOBEX:@ESH0 | | |
| GLOBEX:@NQH0 | | |
| NYMEX:@QMH0 | | |
| NYMEX:@CLH0 | | |
| HKFE:@HSIH0 | | |
| MONEP:@FCEH0 | | |
| DTB:@FDAX MAR 10 | | Must have 1 space before and after MAR |
| ECBOT:@YM MAR 10 | | Must have 3 spaces after YM and 1 space after MAR |
| NYSELIFFE:@ZG MAR 10 | | Must have 3 spaces after ZG and 1 space after MAR |
| NYBOT:@TFH0 | | |
| LIFFE:@LH0 | | |
| NQLX:@MSFT1NH0 | | |
| GLOBEX:^ESH0 C1080 | | |
| ONE:@MSFT1CH0 | | |
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