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Direct MessagesDate/Time: Fri, 26 Apr 2024 07:47:21 +0000
MSCI symbols
View Count: 1938
| [2016-02-21 11:32:40] |
| i960 - Posts: 360 |
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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 |
| [2016-02-24 03:18:09] |
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We have to ask Barchart why they are not providing real-time data for these particular symbols. We are doing that now. We are also adding these Symbol Settings for Interactive Brokers users. 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: 2016-02-24 03:27:04
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| [2016-02-24 18:10:03] |
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From Barchart: The MSCI Indices are not available through the feed. They are only available EOD, I believe there are different license or regulatory reasons why. We pull them from the ICE EOD file. If you need specifics I can ask ICE.
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 |
| [2016-02-24 21:30:57] |
| i960 - Posts: 360 |
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Barchart needs to fix that then - they're part of NY Liffe which is under ICEUS. If people are paying for a data connection to ICEUS then they're obligated to get real time data for these symbols.
Date Time Of Last Edit: 2016-02-24 21:31:07
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| [2016-02-24 22:50:02] |
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This is Barcharts latest response: I double checked this and I think we can get these. If so hopefully they will start coming down tonight. 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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