BTW thanks for chipping in. If you hadn't I'd still be going around in circles looking for a solution.
---For QuoteTraker users ISLAND:MSFT and BATS:MSFT work. MSFT and NASDAQ:MSFT do not work. Same for CSCO and INTC--- that was my question to Pete-it does work,but the question is-what data it's returning? only from those exchanges\ecn's?
You're welcome. Glad that my post helped you out. I only posted because I know that many IB customers use QuoteTracker for charting.
I did a comparison for MSFT ISLAND vs BATS for 09:30-14:30 ET today. Five minute chart, 62 bars. Open - 8 different High - 9 different Low - 10 different Close - 17 different Volume - All different So the short answer is no, you will not get the same data. I could upload an Excel sheet if you like and if it's possible? I tested a PDF, no good because it is too wide. Edit: Price difference is mostly 0.01, so it could be rounding difference in the software. Volume differences are more significant.
justrading-Thank you for info! did you tried to compare data that you geting with data in TWS? ---I did a comparison for MSFT ISLAND vs BATS for 09:30-14:30 ET today.---- then the question to IB still remains-how one can get data via API for NASDAQ stocks from PRIMARY exchange? ie-we are looking for same data that we are getting in TWS
Price in TWS is 3 decimal places so typically between BATS and ISLAND when those have differences. I don't have volume on the TWS charts and can't see an option to display it either. Chart parameters only shows option volume(?).
Peter, Unfortunately, the error message about the contract description being ambiguous is ambiguous in itself since it does not use a unique error code. Is the number symbols that have this issue large? Can you provide the list at least as it stands right now?
IB is implementing a solution at their end, pls see the 9th post here; https://www.sierrachart.com/SupportBoard.php?ThreadID=4138 The SC link there illustrates how to specify the exchange and primary exchange. BTW, for US stocks, how does one identify the primary exchange? As I understand it volumes traded on various exchanges tend to vary depending on which big player is offered what discount for trading at an exchange, so it would be a thankless task chasing this around.
The problem is not that the primary exchange is sometimes required. That has always been the case with a small number of stocks (eg ALTR). The problem is that there doesn't seem to be any way to tell in advance -- ie without trial and error -- that the primary exchange is required for a particular stock. Before November 2013 only a very small number of stocks required the primary exchange (in addition to, eg, SMART). But in November primary exchange is now required for three very popular stocks: MSFT, CSCO, INTC. How on earth were we meant to know that suddenly a primary exchange must be specified for these stocks? In "contract info" in TWS the primary exchange is listed for these stocks, but it is for every other stock as well, so that doesn't tell you whether you need to use it or not. Currently as far as I can see the only way to know if a primary exchange is required is to wait until a quote request fails, and then to try and work out why. If anybody knows how to tell -- in advance, before quote requests fail-- when a primary exchange must be specified, I'd love to know.