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IB TWS - LSE Stock Symbols and History #481656
10/15/20 11:37
10/15/20 11:37
Joined: Oct 2020
Posts: 5
R
ruins Offline OP
Newbie
ruins  Offline OP
Newbie
R

Joined: Oct 2020
Posts: 5
Hi,
Am trying to run a simple trade script using Zorro and IB TWS against LSE stock ULVR using symbol "ULVR-STK-SMART/-GBP".
It seems to recognise the symbol however no matter what bar period or lookback I use Zorro generates the following messages:

Start Asset ULVR - ULVR history unavailable!
Error 055: No bars generated

TWS shows the data fine and if I run the same script against "AMZN-STK-SMART-USD" or other exchanges like "CBA-STK-SMART/-AUD" it works.
Thanks.

Re: IB TWS - LSE Stock Symbols and History [Re: ruins] #481657
10/15/20 12:45
10/15/20 12:45
Joined: Feb 2017
Posts: 1,129
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
Serious User

Joined: Feb 2017
Posts: 1,129
Chicago
Maybe one of these symbols will work instead:
ULVR-STK-SMART/LSE-GBP
ULVR-STK-LSE-GBP

Also, you must have a paid subscription to LSE market data for this to work.

Re: IB TWS - LSE Stock Symbols and History [Re: ruins] #481663
10/16/20 12:01
10/16/20 12:01
Joined: Oct 2020
Posts: 5
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ruins Offline OP
Newbie
ruins  Offline OP
Newbie
R

Joined: Oct 2020
Posts: 5
Thanks. I tried those symbols and the response is different. For example for "ULVR-STK-LSE-GBP":
"!No security definition has been found for the request ULVR-STK-0.00-LSE-GBP
Error 053: ULVR-STK-LSE-GBP unavailable at this time"

I confirmed I have LSE market data subscription, but no joy. It shows in TWS so I think the IB side is OK.

Also get thes same error for Euro exchange such as "DTE-STK-SMART/-EUR" (Deutsche Telekom).

Re: IB TWS - LSE Stock Symbols and History [Re: ruins] #481667
10/16/20 19:42
10/16/20 19:42
Joined: Feb 2017
Posts: 1,129
Chicago
AndrewAMD Online
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AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,129
Chicago
Well, I cannot confirm the issue because I'm not subscribed to LSE data. Maybe ask oP group support?

Re: IB TWS - LSE Stock Symbols and History [Re: ruins] #481810
11/04/20 12:05
11/04/20 12:05
Joined: Oct 2020
Posts: 5
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ruins Offline OP
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ruins  Offline OP
Newbie
R

Joined: Oct 2020
Posts: 5
The LSE Stock Symbol "*-STK-SMART/LSE-GBP" does actually work - it appears that the error is generated as it is not possible to download the history.

The following Zorro behaviour then means the script stops:
"If the price history of some assets is not available or can not be downloaded, you'll see an error message directly at start and those assets are then excluded from trading. If the first asset is not available, the session will end at this point."

Although this could potentially be overcome using PRELOAD as I am after 1min data that would be difficult. Is there any way of allowing Zorro to just wait and accumulate the required LookBack history before attempting to create the necessary Series for the script ?

Thanks.


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