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.