I started looking at Zorro a few weeks ago after I purchased the "Börsenhacker" book... I have an active account with IB and was thrilled by the fact that Zorro has an IB bridge as well. I want to download M1 Data from IB on Index Futures on EUREX: DAX and EUROSTOXX50 for strategy testing (even if limited) After spending a lot of time to understand how to build a proper asset list for IB on Futures looking at the IB part of the manual etc. I cant get it done. I get always the error message 053 & that definitions can not be found for that security It seems the name/Symbol in the list is not correct..
I tried many combinations for the name & symbol.. here is the latest one:
I am still stuck on this issue with Zorro... Can't get the requested M1 data...the symbol is still not recognized...spend many more hours on the tutorial/online help and files etc....FX and CFDs work ...no issue to download data...but no futures !
I tested the direct way to obtain these data via the DDE for Excel feature from the IB TWS system (TWD-DDE sample .xls file)...manual/tutorial is also not that straight, but I finally found the right parameters to retrieve the data... below you can see the correct format to request historical trade data for the last 3 month of the FDAX SEP 16 Future on 5min candles with volume :
I would really appreciate your help on the issue with the Zorro IB Assetlist for futures...
How to compose the right symbol for futures is unfortunately not very clear on the IB Bridge part of the manual... Also the "AssetsIB" example file contains a lot of tickers...but no futures...to guess from...
I hope someone has already traded Eurex Futures on Zorro via IB and can send me a short reply ...
