IB localSymbol for YM?

Discussion in 'Automated Trading' started by mucci, May 13, 2011.

  1. mucci

    mucci

    Hello,

    I doubt about the "localSymbol" for Futures (MINI SIZED DOW JONES)
    Symbol YM
    Exchange ECBOT
    It should for September 2011 e.g. : YM SEP 11

    I need it for my Excel-ActiveX, to receive Portfolio data.
    If I use e.g. ESU1 for (E-MINI S&P 500) it works well, but not with YM SEP 11 for Mini Dow Jones.
    I tried also: YMU1, or YMSEP11...

    Whats wrong? Thanks!
     
  2. These are the parameters I use for YM in Java.

    m_symbol=YM
    m_secType=FUT
    m_exchange=ECBOT
    m_currency=USD
    m_expiry=201106

    I have found it easier to express the expiry as year-month and keep the symbol as YM and forget dealing with local symbols.

    Mike

     
  3. mucci

    mucci

    For me its not easy, because I am not a programmer. :mad:
    But your are right (stop dealing with old API style), maybe I should take a look at the new TwsActiveX.xls from IB. And maybe my problem will be solved. :)