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How to find IB symbols for future contracts to use in Zorro? #475185
11/27/18 08:08
11/27/18 08:08
Joined: Jun 2016
Posts: 29
panz Offline OP
Newbie
panz  Offline OP
Newbie

Joined: Jun 2016
Posts: 29
I'm trying to run paper trading in an Interactive Brokers (IB) trial account using Zorro, but was unable to figure out how to get the symbols for future contracts. I mainly need CL (crude oil), GC (gold), and SI (silver) front month contracts.

I did try following the example of ES (for some reason it's commented out) in AssetsIB.csv, which is in the format of ES-FUT-20180921-ES-GLOBEX. However, for some (SI) I get the error message that the product is unavailable, and for some others I get the error message that the currency is missing.

So I'm wondering if there is a rule to construct IB symbols for future contracts in Zorro? Thanks!

Re: How to find IB symbols for future contracts to use in Zorro? [Re: panz] #476782
04/01/19 00:08
04/01/19 00:08
Joined: Mar 2019
Posts: 10
CA
N
nandv Offline
Newbie
nandv  Offline
Newbie
N

Joined: Mar 2019
Posts: 10
CA
Bump this thread up! I am in the same boat.
Try to set asset to HSI future on HKFE(Hong Kong Future Exchange).
Following the manual, I used HSI-FUTX-20190328-HSI-HKFE but
got the error msg from IB as:
-HSI-FUT-20190328-0---HKFE--USD

The last part USD should be HKD (exchange currency), which can't be set from the current Zorro IB plugin (and with no brokercommand)

With IB's wide range of support for global market, a thorough spec of Zorro's way of talking to IB(plugin) will be appreciated.

Last edited by nandv; 04/01/19 00:09.
Re: How to find IB symbols for future contracts to use in Zorro? [Re: nandv] #476787
04/02/19 08:04
04/02/19 08:04
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
The symbol name is described in the manual under "IB". Your symbol would be probably HSI-FUTX-20190328-HSI-HKFE-HKD. If you give no currency, it will use USD.

If your are not sure, enter the asset name in the TWS. You'll then see if a future of this asset can be traded, at which exchange, and in which currency.

Re: How to find IB symbols for future contracts to use in Zorro? [Re: jcl] #476789
04/02/19 23:55
04/02/19 23:55
Joined: Mar 2019
Posts: 10
CA
N
nandv Offline
Newbie
nandv  Offline
Newbie
N

Joined: Mar 2019
Posts: 10
CA
Thanks, appending -currency at the end does the trick.


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