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NQ Future on IB #488350
08/29/24 09:00
08/29/24 09:00
Joined: Aug 2024
Posts: 3
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tradingedge Offline OP
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tradingedge  Offline OP
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Howdy,

I can't find a solution to trade the NQ Futures in ZORRO.
I was reading through the manual and even asked ChatGPT, no success.

The error from ZORRO I get when starting Trading:

German: Es wurde keine Wertpapierdefinition zu der Anfrage gefunden NQU24-FUT--0.00--SMART/-USD-USD
English: "No security definition found for the request NQU24-FUT--0.00--SMART/-USD-USD."

I tried the following Symbols too:
NQU24-FUT--0.00--SMART/-USD-USD
NQU-FUT--0.00--SMART/-USD-USD
NQ-FUT--0.00--SMART/-USD-USD


Can anyone help me and answer the following questions:

1. In what files do I have to add the Symbol
2. What IS the correct Symbol in ZORRO to trade the NQ Future with Interactive Brokers?

In the Assets.Fix.csv, I tried with the Symbols I mentioned above:
NQ 0 0.05 0 0 0.25 5 26500 0 -20 0.8 NQU24-FUT-20240920-NQ-GLOBEX/-USD

I even have the AssetsIB.csv in the same folder. I also tried with the Star "*"
NQU24 0 0.05 0 0 0.25 5 26500 0 -20 0.8 *-FUT-SMART-USD


I would really appreciate any help, cause I'm completely stuck now.

Thanks very much

Re: NQ Future on IB [Re: tradingedge] #488352
08/29/24 12:32
08/29/24 12:32
Joined: Nov 2022
Posts: 19
Tampa Bay
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bigsmack Offline
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bigsmack  Offline
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Joined: Nov 2022
Posts: 19
Tampa Bay
Try this symbol: MNQ-FUT-202409-MNQ-CME-USD

I have some more symbols and some hints in this post: See Assets section in post

I used the IB TWS to try and fill out the Assets.csv file with the correct symbol data but I'm not positive the Assets setup for each symbol is correct but it seems like it is. I would enter the symbol in the Watch List in IB TWS and Right-click to get the Symbol Information. Futures symbols are always a royal pain to get right.



Last edited by bigsmack; 08/29/24 12:35.
Re: NQ Future on IB [Re: bigsmack] #488354
08/30/24 13:08
08/30/24 13:08
Joined: Aug 2024
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tradingedge Offline OP
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tradingedge  Offline OP
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Thanks very much.
Unfortunately it's not working.
I tried with NQ, and MNQ too, same result.

I get this from the Log:
__________________

Login 0 IB..
!Account DUXXXX
!Verbindung zum Marktdatenzentrum ist OK:usfuture ---0.00--/--
!Verbindung zum Marktdatenzentrum ist OK:eufarm ---0.00--/--
!Verbindung zum HMDS-Datenzentrum ist OK:euhmds ---0.00--/--
!Verbindung zum Sec-def-Datenzentrum ist OK:secdefeu ---0.00--/--
!Open IB Socket 3.06
!Die Verbindung zum HMDS-Datenzentrum ist inaktiv, sollte jedoch auf Anfrage verf\u00fcgbar sein.euhmds ---0.00--/-- at UTC 08-30 12:59
V 2.621 on Fri 24-08-30 14:59:05 (SomeUserName)
LookBack set to 2 bars
Load AssetsFix
Error 030 - invalid bar period or offset
!NQ 0 0.05 0 0 0.25 5 26500 0 -20 0.8 *-FUT-SMART-USD 08-27 12:59:06 to 08-30 12:59:06 failed
!NQ 0 0.05 0 0 0.25 5 26500 0 -20 0.8 *-FUT-SMART-USD 08-27 12:59:06 to 08-30 12:58:06 failed - NQ history unavailable!
Error 047: No NQ prices
Logout..
!Logout complete ok
__________________

Hmm....
1) my fault in the script?
Error 030 - invalid bar period or offset

2) follow-up error of 1) ?
!NQ 0 0.05 0 0 0.25 5 26500 0 -20 0.8 *-FUT-SMART-USD 08-27 12:59:06 to 08-30 12:59:06 failed


I tested the connection via TWS and the Gateway, same results.

Thanks for any further help.

Re: NQ Future on IB [Re: tradingedge] #488359
09/02/24 11:48
09/02/24 11:48
Joined: Nov 2022
Posts: 19
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bigsmack Offline
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bigsmack  Offline
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Tampa Bay
That symbol works with MNQ contract for me and should work for NQ using same pattern. Zorro picks the Assets from code if hard-coded or usually from the file that is referenced by the Account that matches the selection in the UI dropdown.

1) You did not paste your script, so I'm not sure about the Error 030. I'm not sure about what your AssetsFix.csv file had for that symbol either because you didn't share that this time either.
2) I still see the word SMART in your symbol output, so that implies that at the time the program ran, your AssestFix.csv file was not matching the symbol that I suggested -- which mine did not have SMART in the symbol. Isn't SMART for stocks?

Also - it should fail or pass the same in TWS or Gateway. I just shared the TWS advise because I used the data from the symbol information pop-up window from TWS and matched it up with the Zorro help file to help me determine how to set up the symbols in the first place.

Re: NQ Future on IB [Re: bigsmack] #488370
09/04/24 15:49
09/04/24 15:49
Joined: Aug 2024
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tradingedge Offline OP
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tradingedge  Offline OP
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Thanks bigsmack.

Oh, bummer, so I must doublecheck it in my code.

Thanks very much, I'l come back with results.


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