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Direct MessagesDate/Time: Tue, 16 Apr 2024 23:18:08 +0000
CQG data IB for trade
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| [2019-04-18 05:20:55] |
| Kiwi - Posts: 374 |
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So market open again and I can report that following the process in post 21 works (double and triple check that the "Enable DTC Protocol Server" setting on the source instance is ticked if you have connectivity issues). Data from cqg was good. Order management to ib was fine. I'll confirm and post the pattern matching version of the settings once I get a quiet period. So the final version of the service data for HSI (no session times added) was: <settings>
<service-code></service-code><!--Leave this blank. It will be automatically set.--> <symbol>HSI-######-HKFE</symbol> <historical-chart-symbol>HS?##</historical-chart-symbol> <use-pattern-matching-characters>true</use-pattern-matching-characters> <contract-months>FGHJKMNQUVXZ</contract-months> <description>Hang Seng Index (HSI) - HKFE</description> <category>Custom</category> <value-format-code>0</value-format-code> <tick-size>1</tick-size> <currency-value-per-tick>50</currency-value-per-tick> <error-filtering>false</error-filtering> <default-order-quantity>1</default-order-quantity> <source-data-symbol>F.US.HSI?##</source-data-symbol> <source-data-multiplier>1.0</source-data-multiplier> <generic-sub-client-server-address>127.0.0.1:11094</generic-sub-client-server-address> <realtime-data-client>Generic_Sub_Clients</realtime-data-client> <historical-data-server>127.0.0.1:11095</historical-data-server> <historical-daily-data-source>SC_DTC_HISTORICAL_DATA_SERVER</historical-daily-data-source> <historical-intraday-data-source>SC_DTC_HISTORICAL_DATA_SERVER</historical-intraday-data-source> </settings> For the symbols you need to map, these lines can be found in your IB file: <symbol>HSI-######-HKFE</symbol> <historical-chart-symbol>HS?##</historical-chart-symbol> <use-pattern-matching-characters>true</use-pattern-matching-characters> <contract-months>FGHJKMNQUVXZ</contract-months> <value-format-code>0</value-format-code> <tick-size>1</tick-size> <currency-value-per-tick>50</currency-value-per-tick> And these lines can be found in your cqg file: <source-data-symbol>F.US.HSI?##</source-data-symbol> Date Time Of Last Edit: 2019-04-18 06:18:46
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| [2019-04-18 05:40:00] |
| User993113 - Posts: 71 |
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thank you, I'm following the thread
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