ok, let say you need to view a chart but you don't have any price data. On-demand allows you to download all the data directly from the vendor on-the-fly. As far as i know, IB does not support on-demand so price data has to be collected and stored in your harddisk tick-by-tick.
aggregated data means that instead of sending every tick, IB sends you the updates every X seconds (0.7 I believe, though thats changing) as a snapshot of the quote every time the data is updated.
not every X seconds, but UP TO X seconds the refresh time dynamically changes depending on how much data we are sending you
Hi,] Thanks for the link about hyperserver. I am now running it with TS2000i and IB. It connects Ok but I can't get charts. I think I have the wrong symbols. Does anyone know the futures symbols?] BTW, Jerry, do you know if there is a way to run 2000i with data from QT?. My wealthlab works really well using IB and Medved qt.
Which Future symbols are you using? I can see that IB's Data can be feeded to several charting Package at a time? right? If so, does it slows down your realtime data or affect in any way? P.s I'm not using IB as my broker yet, so i don't know
Zn, ZB, DAX, ES, Nq, YM, EC, JPY, GBL for starters. PLus several equities. I use it with Sierra, medved,wealthlab. Before I had ensign running also. It all makes no differnce to the IB feed but because wealthlab can only update every 1 second (about) it is slightly delayed to the WL chart.
I don't use Tradestation, but can offer you the following information: Symbols preparation Datafeed is unable to provide list of symbol automatically so you have to insert symbol manually. TWS software is sensitive to symbol category and exchange. Datafeed needs to know category of the symbol and exchange, to create correct DDE request to TWS. Regarding to this datafeed supports two kinds of symbols and you can use any of them depend on your aims. Omega symbols If you are using HyperServer edition for Omega 2000i or Omega Server 4.0 you can use original Interactive Brokers symbols. Omega software contains information about symbol's exchange and category inside own portfolio. Thus, HyperServer is able to recognize it. So you need only to specify the correct exchange and category of symbol inside portfolio. The rule of future contracts encoding is same for the both approaches. Future symbols Futures contracts symbols contain two additional symbols at the tail. First is a char of expiration month, second is a digit of expiration year. Thus, template of futures contracts is is following - ROOTMY Letters for months encoding are following: 'F' - January. 'G' - February. 'H' - March. 'J' - April. 'K' - May. 'M' - June. 'N' - July. 'Q' - August. 'U' - September. 'V' - October. 'X' - November. 'Z' - December. Note: These chars and year digit used for datafeed internal purpose only. Datafeed needs to know expiration date to make correct DDE request for future contract symbol. Example: ESM3 is a future contract for ES future root symbol, with expiration in June 2003. Important Note: Lists of Exchanges from Omega and from Interactive Brokers are different. Thus, datafeed uses external "IB ExchangesCross.txt" to receive correspondence between these two markets. Omega Exchange / Interactive Brokers Exchange NYSE / NYSE AMEX / SMART CBOT / ACE NASDAQ / SMART CBOE / CBOE NYMEX / NYMEX EUREX / DTB EBSBW / EBS CME / GLOBEX XETRA / IBIS MCEDB / IDEM HKFE / HKFE INSNET / INSTINET ISE / ISE LIFFE / LIFFE LSE / LSE MATIF / MATIF MEFV / MEFFRV MONEP / MONEP PSE / PHLX SYDFE / SNFE SOFX / SOFFEX VTX / VIRTX Examples: Symbol - MSFT, Exchange - 'NASDAQ', Category- Stock. This symbol will be requested from IB 'SMART' Exchange. Symbol - DELL, Exchange - 'NASDAQ', Category- Stock. This symbol will be requested from IB 'SMART' Exchange. Symbol - INDU, Exchange - 'NYSE', Category- Index. This symbol will be requested from IB 'NYSE' Exchange. Symbol - BAY, Exchange - 'XETRA', Category- Stock. This symbol will be requested from IB 'IBIS' Exchange. Symbol - DAXU3, Exchange - 'EUREX', Category- Future. This is a future contract on September 2003. This symbol will be requested from IB 'DTB' Exchange. Symbol - ESM3, Exchange - 'CME', Category- Future. This is a future contract on June 2003. This symbol will be requested from IB 'GLOBEX' Exchange. Symbol - YMU3, Exchange - 'CBOT', Category- Future. This is a future contract on September 2003. This symbol will be requested from IB 'ACE' Exchange.
Thanks! I am sure I will get there eventually with your help. Could you have a look at this screen shot and tell me what I am doing wrong?