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Changes to Interactive Brokers Position Reporting Symbols and Symbol Matching

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[2020-01-01 18:58:54] #1 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Interactive Brokers has complex symbology to represent an instrument. There is not one set text string for a symbol/instrument that can be looked up, and used universally within TWS and Sierra Chart or other applications using the TWS API. This is a major design flaw with Interactive Brokers. This is further complicated by the fact that when a symbol is specified for trading or market data, that the symbol specification does not have to be complete and a match will still occur so long as Interactive Brokers does not see an ambiguity. This creates a problem where when a position is reported for a particular symbol, that the symbol Sierra Chart creates from all of the different sub symbol components of a security definition data with that Position, may not match the symbol of the chart being traded from. This is especially a problem for stock symbols. We have used a technique in the past, where we therefore just compare the first symbol subpart starting from the left, to match up Position symbols to the symbol in a chart. This has always been regarded as of hack, and has complicated code in other areas of Sierra Chart and also is a problem when you have the same symbol being traded on different exchanges and in different currencies. There can be mismatch problems in this case. Effective with the latest revision of 2031, in Trade >> Trade Positions Window, a complete symbol is constructed from all of the sub symbol components of a security definition provided with Position updates from TWS. In the case of stocks this now also includes the currency. The currency part is very much required by TWS. Therefore, a chart you are trading from must use the same symbol as the reported Position does in order to see the Position details, in the chart, which include the average price and quantity. We know this can still be a problem when some symbols use what is called the primary exchange combined in with SMART. And we do not think in our experience Positions from TWS ever return SMART for the exchange. Based on user feedback we will see if we can improve upon the format for Position symbols which can be matched up to a complete stock symbol used in the chart. In cases where it is impossible to get a match between the symbol of the chart, and the symbol of the Position from TWS you will need to use the Order Fill Calculated Position in the chart: Trading Information Windows: Using Order Fill Calculated Trade Positions And then you can control the Chart >> Chart Settings >>Order Fills Start Date-Time which controls the first fill loaded in the Trades list for calculating the position. This gives you control over the calculation and the resulting Position Quantity. The Order Fill Calculated Position may be useful when performing automated trading. And alternatively, if you just cannot get the Position shown in the chart you are trading from accurately, just simply look at Trade >> Trade Positions Window for the position details. The above information only applies to stocks. We do not expect any problem with the changes, for futures, Forex or CFD's. There definitely will not be any problem with futures or Forex. If there are any issues with CFD's, we should be able to help you resolve the problem. 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: 2020-01-03 16:31:11

[2020-01-02 12:44:42] #2 [Go To First Post]
TedMar - Posts: 189
But in Example , if i change NIO symbol to NIO-STK-NYSE-USD , i get problem with load data History from SC DataFeed like Problem - No diffrence between SC Data and TWS (IB) load historical duration.

[2020-01-02 12:45:33] #3 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will solve this. 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

[2020-01-02 12:59:29] #4 [Go To First Post]
TedMar - Posts: 189
I use "Support Symbol Entry from Chart Window", today is very comfortable add symbols like /NIO or add them in QuoteBoard, its needed after changes spend much more time to add Symbols ..i.e. NIO-STK-NYSE-USD ? Or u have an idea to make a Mapping or Alias option for use add symbols in old short style? Date Time Of Last Edit: 2020-01-02 13:02:57

[2020-01-02 18:48:26] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In this case what you will want to do is use the Associated Watch List: Changing the Symbol of a Chart: Using the Associated Watch List And add the symbols to there. Once the symbols are set up in that list you do not need to do it again. The list supports importing and exporting as well. 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

[2020-01-03 04:11:31] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What we have done for positions from TWS is that in the case of a stock we use the exchange provided in the contract data. If this is SMART then the position will contain SMART for the exchange. This is in version 2032. Therefore instead of using: NIO-STK-NYSE-USD Instead use: NIO-STK-SMART-USD 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

[2020-01-03 10:27:33] #7 [Go To First Post]
TedMar - Posts: 189
my suggestion, create a Optional checkbox in settings for default mapping like "use STK-SMART-USD as Default mapping in Stock Symbols" , and if a user do not enter explicite NIO-STK-SMART-USD then SC add by default STK-SMART-USD mapping to short input NIO. My trading based on NEWS , I know the Symbol firstly after News print is done , and need input Symbol in SC, every second delay is decided Date Time Of Last Edit: 2020-01-03 10:37:47

[2020-01-03 21:55:15] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Actually just occurred to us that with new functionality in the Symbol Settings using the new external service symbol setting we can remap symbols to/from the external service. So this means with Interactive Brokers you can use use a simple stock symbol like AAPL for US smart routed stocks. We will get this out in the next few days. Probably by Monday. You will see and use this symbol format universally throughout the user interface including in the orders list and positions list. 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: 2020-01-03 21:56:06

[2020-01-11 20:05:25] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are still going to get post #8 done. It is not yet done. We expect to get it done this weekend and it will work as intended. No complications expected. 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

[2020-01-13 17:27:18] #10 [Go To First Post]
UserAR - Posts: 59
Any update on your progress? I'm really looking forward to this release. Thanks!

[2020-01-13 17:38:04] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It will be out today. It will be version 2035. 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: 2020-01-13 17:38:15

[2020-01-13 18:18:52] #12 [Go To First Post]
Cavalry3162 - Posts: 523
that is some excellent news guys! really appreciate the effort and looking forward to 2035! can you - while doing all this IB related order stuff take a look into the "Open Profit/Loss" too? as this is always reported as "0", even though it is not.. thanks, Andreas


ib_sc_reporting_issues.png / V - Attached On 2020-01-13 18:18:47 UTC - Size: 26 KB - 411 views

[2020-01-14 10:53:43] #13 [Go To First Post]
Cavalry3162 - Posts: 523
SC, the position stuff works now, awesome! even the profit / loss and high / low show up after i opened the symbol on a chart (is this just a "migration thing"?) can you also get the orders to show up? right now i get my entry in the charts but would also like to see the stop loss and target orders attached. is this possible as well? thanks, Andreas

[2020-01-14 15:15:19] #14 [Go To First Post]
Cavalry3162 - Posts: 523
what also doesnt work (anymore - it did with 2034) is charting real time data even though i have them subscribed from the IB side Edit: strike that.. after a TWS restart it works again.. Date Time Of Last Edit: 2020-01-14 15:21:24

[2020-01-14 18:26:18] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Not sure why there would be any problem with Stop and Target orders not displaying. We were not aware of that. We think this is some other cause unrelated to symbol. Someone else did post about this. We thought it was an isolated incident. There still is a problem with symbols like this mapping Positions to them: INTC-STK-SMART/NASDAQ-USD We will have a solution out in the next release. 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: 2020-01-14 18:26:33

[2020-01-14 20:23:38] #16 [Go To First Post]
Cavalry3162 - Posts: 523
well, what can i say.. the orders are at ib and visible in the order window but not in the chart (see screenshot), chart trade mode is on as well. also pls note some of the stocks' orders do not have the typical -STK-SMART suffix in the trade order window.. there's several more pls advise, Andreas


ib_sc_order_issues.png / V - Attached On 2020-01-14 20:21:37 UTC - Size: 164.61 KB - 475 views

[2020-01-14 20:25:05] #17 [Go To First Post]
Cavalry3162 - Posts: 523
ah, and what i dont see is that little arrow indicating a trade entry...

[2020-01-14 23:21:20] #18 [Go To First Post]
UserAR - Posts: 59
SC Engineering, I'm still not seeing Level 2 market depth using IB's data feed on version 2035 for US equities. I thought I only needed to use the symbol: AAPL (for example) and market depth would work. Is this something that is supposed to work now or in version 2036? Thanks

[2020-01-14 23:46:58] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In response to post #18 we would not expect you to be able to access market depth data for equities using a symbol like that according to the documentation here: Interactive Brokers Trading Service: Accessing Level 2 / Market Depth Data for Stocks 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: 2020-01-14 23:47:25

[2020-01-14 23:56:16] #20 [Go To First Post]
UserAR - Posts: 59
OK, I must have misunderstood what version 2035 would do then. I thought we didn't have to specify the exchange. Can you provide examples of how we could get full market depth using IB's data feed? In the link you provided the example shows we would only get depth data on Island exchange. Thanks

[2020-01-15 00:32:06] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have no idea. You have to ask Interactive Brokers to explain their stuff to you. Please do not ask us. Do not ask us at all. We have absolutely no idea. You will need to figure this out. 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

[2020-01-15 01:28:50] #22 [Go To First Post]
UserAR - Posts: 59
OK, got it. I will check with IB. I know you were looking into offering a SC data feed with full market depth for US equities. If you can make that work then we remove a lot of IB headaches and we'd get a superior data feed. Thanks

[2020-01-15 20:16:32] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are looking into a solution for stock market data, which will provide level 2 / market depth data. 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: 2020-01-15 23:16:00

[2020-01-16 07:14:02] #24 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have been successful in the very latest prerelease, 2036, with full mapping of simple US stock symbols to the more complex Interactive Brokers stock symbol format. This is also true of when using symbols like this in the past: GLD-STK-SMART/ARCA-USD You can now just use GLD. If a symbol requires a primary exchange this is only going to work for symbols that are listed in File >> Find Symbol >> Specific Stocks. We can add other symbols on request. So you want to always use the simple format for US Stocks when using Interactive Brokers, unless you require market depth data. In which case you need to use a non SMART exchange. 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: 2020-01-16 07:20:39

[2020-01-16 07:20:14] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
ah, and what i dont see is that little arrow indicating a trade entry... Existing fills in the Trade Activity Log which do not use the simple stock format are not going to get mapped to the chart. You will need to edit those symbols. 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: 2020-01-16 07:25:18

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