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Post From: MSCI symbols

[2016-02-21 11:32:40]
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i960 - Posts: 360
I went through the effort of adding a few of the more traded MSCI index futures. Here's the XML to incorporate it for others to use:


<settings>
<service-code>ib</service-code>
<symbol>MXEF-######-NYSELIFFE-USD-50</symbol>
<historical-chart-symbol>DE?##</historical-chart-symbol>
<use-pattern-matching-characters>true</use-pattern-matching-characters>
<contract-months>HMUZ</contract-months>
<description>MSCI Emerging Markets Index</description>
<category>Futures</category>
<value-format-code>2</value-format-code>
<tick-size>0.1</tick-size>
<currency-value-per-tick>5</currency-value-per-tick>
<error-filtering>true</error-filtering>
<default-order-quantity>1</default-order-quantity>
<continuous-contract-months>HMUZ</continuous-contract-months>
<rollover-method>Method3</rollover-method>
<rollover-input-2>3</rollover-input-2>
<sc-data-symbol>DE?##</sc-data-symbol>
<sc-data-srvcode>ice.us</sc-data-srvcode>
</settings>
<settings>
<service-code>ib</service-code>
<symbol>MXEA-######-NYSELIFFE-USD-50</symbol>
<historical-chart-symbol>DI?##</historical-chart-symbol>
<use-pattern-matching-characters>true</use-pattern-matching-characters>
<contract-months>HMUZ</contract-months>
<description>MSCI EAFE Index</description>
<category>Futures</category>
<value-format-code>2</value-format-code>
<tick-size>0.1</tick-size>
<currency-value-per-tick>5</currency-value-per-tick>
<error-filtering>true</error-filtering>
<default-order-quantity>1</default-order-quantity>
<continuous-contract-months>HMUZ</continuous-contract-months>
<rollover-method>Method3</rollover-method>
<rollover-input-2>3</rollover-input-2>
<sc-data-symbol>DI?##</sc-data-symbol>
<sc-data-srvcode>ice.us</sc-data-srvcode>
</settings>
<settings>
<service-code>ib</service-code>
<symbol>MXWO-######-NYSELIFFE-USD-50</symbol>
<historical-chart-symbol>R2?##</historical-chart-symbol>
<use-pattern-matching-characters>true</use-pattern-matching-characters>
<contract-months>HMUZ</contract-months>
<description>MSCI World Index</description>
<category>Futures</category>
<value-format-code>2</value-format-code>
<tick-size>0.1</tick-size>
<currency-value-per-tick>5</currency-value-per-tick>
<error-filtering>true</error-filtering>
<default-order-quantity>1</default-order-quantity>
<continuous-contract-months>HMUZ</continuous-contract-months>
<rollover-method>Method3</rollover-method>
<rollover-input-2>3</rollover-input-2>
<sc-data-symbol>R2?##</sc-data-symbol>
<sc-data-srvcode>ice.us</sc-data-srvcode>
</settings>
<settings>
<service-code>ib</service-code>
<symbol>MSPE-######-NYSELIFFE-EUR-20</symbol>
<historical-chart-symbol>AO?##</historical-chart-symbol>
<use-pattern-matching-characters>true</use-pattern-matching-characters>
<contract-months>HMUZ</contract-months>
<description>MSCI Pan-Euro Index</description>
<category>Futures</category>
<value-format-code>2</value-format-code>
<tick-size>0.1</tick-size>
<currency-value-per-tick>2</currency-value-per-tick>
<error-filtering>true</error-filtering>
<default-order-quantity>1</default-order-quantity>
<continuous-contract-months>HMUZ</continuous-contract-months>
<rollover-method>Method3</rollover-method>
<rollover-input-2>3</rollover-input-2>
<sc-data-symbol>AO?##</sc-data-symbol>
<sc-data-srvcode>ice.us</sc-data-srvcode>
</settings>

For some reason however I can't get intraday data to work with SC data even though it's using barchart (via ice.us) and they should have the data. It's even listed on Sierra's own symbol page: https://www.sierrachart.com/index.php?page=doc/SierraChart_RealTime_And_Historical_Symbols.php&SymbolsPage=Futures#iceus