Traders in IB's trader chat saying IB gonna phase out ER2 (Russell 2k futures contract) as it moves to ICE. Anybody know the particulars of it? They're saying that IB won't any longer provide ER2 market data.
Nonsense. Go to the IB website and read about the futures contracts they offer for trading. IB has had ER2 trading available on ICE for many months. Just subscribe to ICE/NYBOT data for the data feed.
As of Sept 19, Russell 2000 emini will have new symbols. On IB, the underlying is RUT, and the futures contract is TFxx. It is currently trading as TFU8 (Sept). Go figure. It is contrary to the normal symbol convention, and really screwing up my software platform. The woman who gave it the symbol RUT at IB is now working for ICE! Why not RUTU8 as a contract? Or why not underling TF? Who the hell knows. So we have YMU8 for YM, ESU8 for ES, NQU8 for NQ, which all makes sense. Then some idiot comes up with RUT and gives it a TF for the contract. And my trading platform now can't read the data from IB. And it happens to be the contract I trade most often. Sorry...you got me started.
How do I get the russel emini? I put ER2 and get september but dec doesn't have any data. For RUT I don't get anything.
Got nothing to do with IB, if that's your point. ICE now has the contract. CME no longer has it, and therefore, no data will be disseminated by CME under the symbol ER2. Just subscribe to ICE, as the others said. RUT is the symbol now. TF is the mini contract. OldTrader
Ok I subscribed to NYBOT and I now get the data for the big russel but not the emini. Weird. I tried oct & nov and no data. The big one for december is ok. I really had a signal today so I just sold the big contract. Hope I don't regret doing the big one.
Well, I modified my API client so I could access TFZ8 and it's just awful. I'm hoping it somehow improves. This is no reflection on IB, of course but it's a real loss not to have ER2. The TFZ8 NYBOT DOM was only 2-3 tiers deep, instead of 5 for Globex. It's depth wasn't consistent either. On the 18th ER2 goes away forever, and I guess we're stuck with this TFZ8 thing going forward. So far, for me, a big disappointment, if this is what is supposed to replace the ER2 on Globex. Maybe when everybody starts trading TFZ8 it will improve somehow.
You should be able to get it. Type RUT into TWS, then select TF. Select the December contract. I'm getting it with no difficulty. OldTrader
So what hours does this trade now? The ER2 traded same as the ES. The IB "contract info" for the December 100x RUT shows the exchange closed 8:00 PM to 6:00 PM ??? What does that mean? Does it only trade *between* 6 & 8 PM then?