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PostPosted: Mon Apr 18, 2016 10:10 pm 
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Joined: Mon Oct 04, 2010 5:13 pm
Posts: 352
Hi,

I was wondering - did anyone try to use OQ to trade DAX futures on Frankfurt Stock Exchange (DTB). I have the data stream allowed at IB but when I define the instrument as DAX EUR DTB, expiration 06/2016, the quote monitor does not display any quotes. Also attempt to get historical data says about ambigous name.

Thanks
E


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PostPosted: Wed Apr 20, 2016 6:32 am 
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I think I know what the problem is. The DAX definition includes Multiplier (5 or 25). It is the Factor parameter in the instrument definition and seems like it is not forwarded to IB.

Thanks
E


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PostPosted: Tue Apr 26, 2016 4:42 pm 
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Joined: Wed May 05, 2010 9:49 pm
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edwardgonen wrote:
I think I know what the problem is. The DAX definition includes Multiplier (5 or 25). It is the Factor parameter in the instrument definition and seems like it is not forwarded to IB.

Thanks
E

Hello all.
Yes, looks like DAX has two futures,
for current expiration:
FDAX with factor = 25, symbol = DAX|206931709
FDXM with factor = 5, symbol = DAX|210969815
You can find them using Import Instruments in OQ2014.
Attachment:
DAX.png
DAX.png [ 4.67 KiB | Viewed 1807 times ]


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PostPosted: Sun May 01, 2016 9:51 pm 
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Thanks. Will try.


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PostPosted: Wed May 04, 2016 7:52 pm 
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I've checked the both symbols. It seems like they are different from DAX, since their volume is significantly lesser. I still think that there is a problem in IB plug-in that does not forward the Factor value from the instrument definition to TWS... But maybe it's been already fixed - I'm using a very old OQ.


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