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Direct MessagesDate/Time: Wed, 15 May 2024 22:53:27 +0000
Futures spread symbol syntax for IB data feed?
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| [2017-10-23 21:13:41] |
| ErikT - Posts: 117 |
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Trying to chart futures time spreads using Interactive Brokers data feed. Have read the IB section of your help, and have contacted IB for symbol support per your instructions in the help. But they say that the syntax used for outrights (e.g. CL-201712-NYMEX instead of CLZ17) was invented by you guys, not by them. They say that you can get info for spreads from the API no problem, but that the syntax for the spread symbol is something that Sierra Charts would devise, not IB. They say their API definitely allows spread data to be retrieved, but they have no symbol or "contract structure" as your help says they should. This directly contradicts what your help says (i.e. to call them and ask for the "contract structure" for the desired instrument). The guy I spoke to was Steve from the API desk, and he said if there is any question on your end to send an e-mail to his attention at api@interactivebrokers.com and he can clarify their position. So it sounds like it is possible to chart futures spreads from the IB data feed, but only if you guys (Sierra) prescribe your own syntax, and then programatically construct the spread as a combo contract object in the IB API. But if you support futures spreads with this data source, the syntax is not in the help. Is this supported? Thanks in advance! Erik |
| [2017-10-24 04:45:05] |
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Refer to this section here about this: Interactive Brokers Symbols: Futures Spreads Format (not supported) 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 |
| [2017-10-24 10:29:47] |
| ErikT - Posts: 117 |
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Got it. Thanks!
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