Gamestudio Links
Zorro Links
Newest Posts
Blobsculptor tools and objects download here
by NeoDumont. 03/28/24 03:01
Issue with Multi-Core WFO Training
by aliswee. 03/24/24 20:20
Why Zorro supports up to 72 cores?
by Edgar_Herrera. 03/23/24 21:41
Zorro Trader GPT
by TipmyPip. 03/06/24 09:27
VSCode instead of SED
by 3run. 03/01/24 19:06
AUM Magazine
Latest Screens
The Bible Game
A psychological thriller game
SHADOW (2014)
DEAD TASTE
Who's Online Now
3 registered members (VoroneTZ, monk12, Quad), 829 guests, and 4 spiders.
Key: Admin, Global Mod, Mod
Newest Members
sakolin, rajesh7827, juergen_wue, NITRO_FOREVER, jack0roses
19043 Registered Users
Previous Thread
Next Thread
Print Thread
Rate Thread
Page 1 of 2 1 2
asset list FX CFD with Interactive Brokers #479395
03/26/20 17:23
03/26/20 17:23
Joined: Jul 2017
Posts: 10
F
fab Offline OP
Newbie
fab  Offline OP
Newbie
F

Joined: Jul 2017
Posts: 10
Hi,
Im trying to create an asset list of G10 currency pairs to be used with Interactive Brokers.
Obviously I went through this page https://zorro-trader.com/manual/en/ib.htm
but I cannot figure out how to specify that I dont want IDEALPRO symbols but CFD (and CFDs are prices using IDEALPRO underliers)

basically Im using the default value in the name field (EUR/USD) but in the symbol field Im not sure how to tell zorro/ib that I want CFD, not Spot FX.

I've tried all possible combinations as far as I can tell, but I always get Error 053: EUR/USD unavailable at this time.

attempts

EUR.USD-CFD-SMART
EUR/USD-CFD-SMART
EUR.USD-CFD-IDEALPRO
EUR/USD-CFD-IDEALPRO
EUR.USD-CFD
EUR/USD-CFD

Any help much appreciated.

Thanks

Re: asset list FX CFD with Interactive Brokers [Re: fab] #479401
03/27/20 07:07
03/27/20 07:07
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Are you sure that IB has those CFDs? I never heard of them.

Re: asset list FX CFD with Interactive Brokers [Re: jcl] #479402
03/27/20 07:50
03/27/20 07:50
Joined: Jul 2017
Posts: 10
F
fab Offline OP
Newbie
fab  Offline OP
Newbie
F

Joined: Jul 2017
Posts: 10
Hi jcl,

I have a UK based account, and this is the link to the information page on IBK website

https://ibkb.interactivebrokers.com/node/2707

thanks

Re: asset list FX CFD with Interactive Brokers [Re: fab] #479403
03/27/20 08:06
03/27/20 08:06
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Ok, then you have to experiment with the symbol - the usual IB API problem. Try this:

EUR-CFD-IDEALPRO-USD

or variants.

Re: asset list FX CFD with Interactive Brokers [Re: fab] #479404
03/27/20 08:12
03/27/20 08:12
Joined: Jul 2017
Posts: 10
F
fab Offline OP
Newbie
fab  Offline OP
Newbie
F

Joined: Jul 2017
Posts: 10
and this is a screenshot from my TWS where EUR.USD CFD ticking, and selection for the pair GBP.USD is asking whether I want the CASH or CFD product..

https://paste.pics/8GHG6

Re: asset list FX CFD with Interactive Brokers [Re: fab] #479405
03/27/20 09:47
03/27/20 09:47
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
That would be then

GBP-CFD-SMART-USD

Re: asset list FX CFD with Interactive Brokers [Re: jcl] #479406
03/27/20 10:01
03/27/20 10:01
Joined: Jul 2017
Posts: 10
F
fab Offline OP
Newbie
fab  Offline OP
Newbie
F

Joined: Jul 2017
Posts: 10
that worked ! thanks a lot

Re: asset list FX CFD with Interactive Brokers [Re: fab] #479447
03/30/20 12:56
03/30/20 12:56
Joined: Jul 2017
Posts: 10
F
fab Offline OP
Newbie
fab  Offline OP
Newbie
F

Joined: Jul 2017
Posts: 10
Hi jcl,

I thought it worked as I was no longer seeing Error "053: XYZ unavailable at this time" when running my script.
however when I started running TradeTest to try and populate asset list properly, I realized the issue was still there
in Zorro log I see 053, but when I look at TWS api log I see the "market data in not provided" error message, which at times also pops in Zorro.
Now I definitely have all the instruments in my asset list currently ticking fine in TWS. both CFDs and underlying pairs.
please take a look at my screenshot and let me know what you think

https://paste.pics/8HKMT

thanks

Re: asset list FX CFD with Interactive Brokers [Re: fab] #479449
03/30/20 16:06
03/30/20 16:06
Joined: Jul 2017
Posts: 10
F
fab Offline OP
Newbie
fab  Offline OP
Newbie
F

Joined: Jul 2017
Posts: 10
But if I run the ApiDemo provided with the Java API download, Im able to select EUR CFD SMART USD and submit and order that I can immediately see filled in TWS.
While through Zorro TestTrade script I've only been able to transmit CASH FX orders

see screenshot. the culprit must be in the Asset List Symbol format

https://paste.pics/8HNC4

thanks

Re: asset list FX CFD with Interactive Brokers [Re: fab] #479472
04/01/20 06:25
04/01/20 06:25
Joined: Jul 2017
Posts: 10
F
fab Offline OP
Newbie
fab  Offline OP
Newbie
F

Joined: Jul 2017
Posts: 10
Hi jcl,

in Zorro manual the following statement sheds some light on the possible issue we are facing here.

--
Two special symbol types are supported by the bridge. The type STKCFD trades as a CFD, but gets the price quotes and historical prices of the underlying stock. This is useful for stock CFDs (f.i. AAPL-STKCFD) which can be traded, but get no price quotes from IB. The type FUTX can be used for downloading historical data of expired futures contracts.
--

Given that FX CFD have similar behaviour at IB, as in they can be traded, but quotes are to be taken from the underlier, it sounds like a similar approach would be needed by Zorro to fully support FX CFD.

Please confirm if my understanding is correct.

Many thanks

Page 1 of 2 1 2

Moderated by  Petra 

Powered by UBB.threads™ PHP Forum Software 7.7.1