SmartQuant Discussion
http://www.smartquant.com/forums/

How to set up IB providers?!
http://www.smartquant.com/forums/viewtopic.php?f=86&t=14709
Page 1 of 1

Author:  AlgoLondon2017 [ Fri May 19, 2017 12:48 am ]
Post subject:  How to set up IB providers?!

Hello,

Can anyone give me instructions on how to set up the IB market data and execution feed?

I already created an IB TWS account, but have no idea on how to set the properties.

Thanks

Author:  mikembb [ Fri May 19, 2017 9:20 pm ]
Post subject:  Re: How to set up IB providers?!

Check out, how to enable API Access in TWS. Google that. Once that is done, remember the port which you specified under that.

you would need that within OQ2014 - go into providers - IB - and put the port under properties into the Settings - Network .
Then select providers and right click to connect.

Hope this helps.

Author:  AlgoLondon2017 [ Wed May 31, 2017 5:43 pm ]
Post subject:  Re: How to set up IB providers?!

Thanks mikembb!
Its all connected now, however I cannot see any quotes in the QuoteManager. I have tried stocks e.g. AAPL, IBM or FX EUR.USD or GBP.USD.
Does the instrument ticker need to be a certain name, in order for IB to correctly match?

Author:  mikembb [ Thu Jun 01, 2017 3:11 pm ]
Post subject:  Re: How to set up IB providers?!

What does tried mean? dragged them over from the symbol universe?

Might be, that your symbols are not setup for IB yet. Best if you go to: Data - Import - Instruments - IB

and then add any instrument, and then import that into your symbol universe. Then click on that new symbol under properties: AltID entry [4] that should give you the way, IB symbols need to be setup.

For futures, make sure, to change the under Providers: IB: ContractExpiry format to: yyyyMMdd

Enjoy the power of OQ...

Author:  AlgoLondon2017 [ Fri Jun 16, 2017 6:22 pm ]
Post subject:  Re: How to set up IB providers?!

This work fine however how do you handle multiple EUR instruments.

For example, I manage to download EUR/USD which is saved as EUR, is it not possible to change the symbol before import?

Now if I try to import EUR/AUD which cannot be added since already a symbol EUR exists?!

Author:  skuvv [ Thu Jun 29, 2017 2:39 pm ]
Post subject:  Re: How to set up IB providers?!

AlgoLondon2017 wrote:
This work fine however how do you handle multiple EUR instruments.

For example, I manage to download EUR/USD which is saved as EUR, is it not possible to change the symbol before import?

Now if I try to import EUR/AUD which cannot be added since already a symbol EUR exists?!

Hello AlgoLondon2017,
for each instrument you can change it symbol while importing.
Attachment:
import.png
import.png [ 20.14 KiB | Viewed 2717 times ]

Author:  kkkwj [ Tue Jul 04, 2017 3:08 pm ]
Post subject:  Re: How to set up IB providers?!

Hey, that's interesting that you can change the symbol while importing. I didn't know that. Thanks.

Page 1 of 1 All times are UTC + 3 hours
Powered by phpBB® Forum Software © phpBB Group
https://www.phpbb.com/