Interactive Brokers Symbols


Introduction

This page describes the Interactive Brokers symbol formats used by Sierra Chart. It has examples and lists some common symbols. All symbols other than simple stock symbols for the US markets, require special formatting when using IB.

If you enter an incorrect symbol, then you will receive this message in the Message Log: Symbol Error: [symbol] is unknown, unavailable, or improperly formatted or Data Feed Message: No security definition has been found for the request.

Most of the common Futures, Forex and Index symbols are listed in Sierra Chart under File >> Find Symbol.

For any symbol that is not listed in the Find Symbol window, you can manually enter it in Sierra Chart by selecting File >> Find Symbol. Enter the symbol in the Selected Symbol box and press the appropriate Open button. You can also enter the symbol into the Global Symbol Settings so it will be listed in the Find Symbol window.

Go to the IB symbols page to look up the symbol and exchange to use in the symbol formats described on this page. The symbol you will use in Sierra Chart to access Interactive Brokers data and trading consists of the symbol of the instrument you want, the security type, the exchange code and some other information in some cases. All of this together makes up a complete symbol.

Symbol Error Due to Market Data Not Enabled

One reason you may receive a symbol error is because your Interactive Brokers account may not be enabled for the symbol you are using. You will need to contact Interactive Brokers to have your account enabled for the particular exchanges you need data for.

Accessing Contract Description in TWS for Symbol Details

The symbol formats on this page, describe multiple parts using data from the TWS symbol description. Each of these parts is separated with a hyphen (-) character. Each of these parts of the complete symbol are transmitted to TWS when subscribing to market data or sending an order, exactly as they are entered within the symbol.

To access the symbol description for a symbol within Trader Workstation, right-click on a symbol in the Interactive Brokers TWS Quote Monitor and select Financial Instrument Info >> Description. A window like the following will be displayed. This gives you all of the different parts of information needed to construct a complete symbol as entered in Sierra Chart.

Contacting Interactive Brokers Support for Symbol Specifications

There are cases where it is necessary to contact Interactive Brokers technical support to find out how to set the Contract structure when requesting market data or when submitting orders. Symbols in Sierra Chart are translated into an Interactive Brokers Contract structure.

If you still cannot figure out from the information on this page the particular complete symbol you need to specify for a particular security in the Interactive Brokers system, then contact Interactive Brokers using the appropriate contact method specified by Interactive Brokers, and ask them how the Contract structure needs to be filled out for the particular security that you want market data for and when submitting orders.

Once Interactive Brokers provides you those Contract details, it will be clear how to use the different fields of the Contract structure to fill out the individual components of a complete symbol using the symbol specifications on this page. If you need further help, you can contact Sierra Chart Support on the Support Board about this.

You may also want to contact Sierra Chart support on the Support Board with the Contract information from Interactive Brokers, so we can add the symbol into the symbol list in Sierra Chart, assuming it is the type of symbol that will be added.

Stock Format

Stocks With SMART Routing Format

General Format: [stock symbol]-STK-SMART
Example: IBM-STK-SMART (Stock IBM)
Notes: The exchange, SMART in this case, needs to be specified to ensure that there are no ambiguities.

Stocks With Specified Exchange Format

General Format: [stock symbol]-STK-[exchange]
Example: DTE-STK-IBIS ( "Deutsche Telekom" stock on the IBIS.)
Notes: The letter STK stands for stock.

Stocks With Specified Exchange and Primary Exchange Format

General Format: [stock symbol]-STK-[exchange / primary exchange]
Example: IBM-STK-SMART/NYSE
Example: MSFT-STK-SMART/NASDAQ
Notes: The letter STK stands for stock. This format is needed with certain stocks in order to resolve ambiguities on the Interactive Brokers side. When entering a symbol in this format through File >> Open Historical/Intraday Chart, then replace the / with a [. Example: MSFT-STK-SMART[NASDAQ.

It is necessary to specify the "/" separator character in Trader Workstation which is used for the primary exchange. Refer to the following screenshot.

Stocks With Specified Exchange and Currency Code Format

General Format: [stock symbol]-STK-[exchange]-[currency code]
Example: HNDL-STK-NSE-INR (Hindalco Industries Limited at NSE)
Note: The letter STK stands for stock.

More Detailed Stock Symbol Format and Sierra Chart Data Feed

Some stocks require a more detailed symbol format for a chart or quote line on the Quote Board, to be able to receive market data and to perform trading for them. In some cases you need to use this more detailed symbol format. Example: MSFT-STK-SMART/NASDAQ. Refer to Stocks With Specified Exchange and Primary Exchange Format.

In the case of when using the Sierra Chart Exchange Data Feed for market data and you are using this more detailed symbol format and there is no [M] displayed after the symbol at the top of the chart, then there are two possible solutions to this.

First Solution: In Chart >> Chart Settings, set the main symbol of the chart to the basic symbol like MSFT and set the Chart >> Chart Settings >> Trade and Current Quote Symbol setting for the chart to the more detailed symbol format. In this example, this would be MSFT-STK-SMART/NASDAQ. Refer to Trade and Current Quote Symbol.

Second Solution: Let Sierra Chart support know what the more detailed symbol format is and we will set up the proper mapping for that symbol. Contact us on the Support Board about this.

Default Currency Code for stocks and SMART Exchange

In many cases, the currency code needs to be specified with stock symbols for market data and trading when using Interactive Brokers.

If you are not using Stocks With Specified Exchange and Currency Code Format symbol format, then make sure that Global Settings >> Data/Trade Service Settings >> Service Setting >> Default Currency Code for stocks and SMART Exchange is set to the currency code for the stocks that do not specify a currency code in their symbol format you are using.

After changing the setting, reconnect to the data feed.

Mutual Fund Format

General Format: [mutual fund symbol]-FUND-FUNDSERV-[currency]
Example: VTSMX-FUND-FUNDSERV-USD

Futures Format

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

General Format: [underlying symbol]-[4 digit year 2 digit month]-[exchange]-[optional currency code]-[optional multiplier]
Example: ES-201309-GLOBEX (Mini S&P futures for September (09) 2013 on the GLOBEX exchange)
Example: SI-201312-NYMEX-USD-5000 (December silver futures on the NYMEX exchange)
Note: ES is the underlying symbol for the Mini S&P futures.


General Format with Day of Month: [underlying symbol]-[4 digit year, 2 digit month, 2 digit day of month]-[exchange]-[currency code]-[multiplier]
Example: VIX-20160921-CFE-USD-1000 (CBOE Volatility Index futures)
Note: The Continuous Futures Contract feature is not supported with this symbol format.

Index Format 1

General Format: [symbol]-IND-[exchange]
Example: DAX-IND-DTB (the DAX index on the DTB exchange)
Example: INDU-IND-NYSE (Dow Jones Index on the NYSE)
Notes: IND stands for Index. This is the format for market indexes and statistics. You need to know the exchange the index is on and specify the exchange.

Index Format 2

General Format: [symbol]-IND-[exchange]-[currency code]

Options Format

Equity and Index Options Format 1

General Format: [Underlying Symbol]-OPT-[Last Trading Date (YYYYMMDD or YYYYMM)]-[Strike Price]-[Call or Put]-[Exchange]-[Multiplier]-[Currency Code]
Example: SPY-OPT-20100331-110-P-SMART-100-USD
Example: QQQ-OPT-20141219-50-C-SMART-100-USD
Example: SPX-OPT-20141218-1350-C-SMART-100-USD
Note: Enter the Strike Price exactly as it is shown within the TWS symbol description. For example, enter 100.0 exactly as 100.0.

Equity and Index Options Format 2 Using Local Symbol

General Format: [IB Option Symbol]-OPT-[Exchange]
Notes: OPT stands for Option. The first part of the symbol (IB Option Symbol) can be determined from the Symbol field in the contract description. Refer to Accessing Contract Description in TWS for Symbol Details.

Bond Format

General Format: [Bond Symbol]-BOND-SMART-[Currency]
Example: IBCID138298428-BOND-SMART-USD

Futures Option Format

Futures Option Format 1

General Format: [Root Symbol/Product]-FOP-[Expiration (YYYYMMDD or YYYYMM)]-[Strike]-[Call or Put]-[Exchange]
Example: ZN-FOP-200612-107-P-ECBOT
Example: ES-FOP-20121221-1350-C-GLOBEX

Futures Option Format 2

General Format: [Root Symbol/Product]-FOP-[Expiration (YYYYMMDD or YYYYMM)]-[Strike]-[Call or Put]-[Exchange]-[Multiplier]-[Currency Code]-[Trading Class]
Example: NG-FOP-20170627-2.85-P-NYMEX-10000-USD-LNE

Futures Option Format 3 Using Local Symbol

General Format: [Option Symbol]-FOP-[Exchange]
Example: ESN4 P1020-FOP-GLOBEX (July 1020 Put for the mini S&P 500 traded on Globex. There is a space between the 4 and the P in this symbol.)
Example: ESZ2 C1350-FOP-GLOBEX (There must be a space between ESZ2 and C1350. Z2 = December 2012)
Notes: FOP stands for Futures Option. The first part of the symbol can be determined from the Symbol field in the contract description. Refer to Accessing Contract Description in TWS for Symbol Details.

Currency Pair Format

General Format: [IB Currency pair symbol]-CASH-IDEALPRO
Example: EUR.USD-CASH-IDEALPRO

Contract For Difference (CFD) Format

There are 2 CFD symbol formats. CFD Format 1 is used when the CFD symbol itself provides market data from Interactive Brokers.

CFD Format 2 is used when Interactive Brokers does not provide market data for a CFD symbol and market data has to be requested for the underlying symbol. This is usually the case with stock symbols.

With either of these symbol formats, the symbol needs to be set in Chart >> Chart Settings >> Symbol. The Trade and Current Quote Symbol box does not need to be set.

In the CFD symbol, if not using SMART for the exchange it has been reported that Trader Workstation will ignore trade order submissions. Therefore, what you can possibly do is open 2 charts. One with SMART in the CFD symbol for trading, and the other one with the actual exchange in the CFD symbol to be able to receive the market depth data.

In Sierra Chart in File >> Find Symbol >> IB CFD, there are several CFD symbols already listed.

CFD Format 1

General Format: [IB CFD symbol]-CFD-[exchange]-[currency code]-BAAVG
Example: IBDE30-CFD-SMART-EUR-BAAVG
Notes: The -BAAVG is necessary in order to chart a CFD market. Sierra Chart fully supports charting and trading CFD markets.

To be able to receive market depth data for the symbol do not use SMART for the exchange and instead use the actual exchange.

CFD Format 2

General Format: [IB CFD symbol]-CFD-[exchange]-[currency code]
Example: AAPL-CFD-SMART-USD
Notes: Use this symbol format to chart and trade a CFD symbol when Interactive Brokers requires the market data for the underlying symbol be requested instead. It is important that when using this symbol format, that there are no other symbols being used within Sierra Chart at the same time for the same CFD symbol with the -BAAVG suffix. Otherwise, you will not receive market data for the symbol.

To be able to receive market depth data for the symbol do not use SMART for the exchange and instead use the actual exchange.

Futures Spreads Format (not supported)

Futures spreads/strategy symbols for Interactive Brokers are not supported. There is no simple and straightforward format for this, and it has been determined to be impractical to support.

Consider using the CTS trading platform service for trading futures spreads as an alternative.

Forex Symbols For Trading

To trade the cash Forex markets with Interactive Brokers, you need to use the IDEALPRO symbols. These are listed in File >> Find Symbol >> IB Forex (For Trading).

Example: EUR.USD-CASH-IDEALPRO.

You cannot use the symbols in the File >> Find Symbol >> Forex category.


*Last modified Tuesday, 14th November, 2017.