Official response from IB to my ticket; In this particular case, you need to include an additional attribute called m_primaryExchange. For example, Symbol = CSCO secType = STK Exchange = SMART PrimaryExchange = ISLAND or NASDAQ Currency = USD It is feasible that the API program can previously identify the stock symbol without a primary exchange field. However, IB always includes new trading products. It is in inevitable that a new product will be included and it will be closely resembled to the existing one, except for the primary exchange. It appears that IB recently included new non-US stocks that use the same symbol such as CSCO, MSFT,INTC, and more. The stocks parameters are closely resembled to existing US stocks. In this particular case, it is suggested to include the primary exchange and assign one of the US exchanges such as NASDAQ or ISLAND, in attempt to identify that the stock product is native in US. Please note that you can ONLY populate the primary exchange if the regular Exchange attribute (m_exchange) is assigned to SMART. Please note that primary exchange is specifically designed to recognize the stock product accurately. It doesn't alter the smart routing capability.
Since some third-party software does not support sending the primary exchange, TWS will now support receiving the primary exchange in the exchange field. The syntax is as follows: [exchange][separator][primary_exchange] where [separator] could be a colon (":") or slash ("/") For example, to request market data for MSFT, you could send the following in the exchange field: SMART/ISLAND This is supported starting in 9422a ("latest" TWS build). The change will be back-ported to TWS 936 on Friday. TWS still supports receiving the primary exchange in the separate designated field.
Pete, This is a step in the right direction. However, it still requires the user of the software to have to know details that they really shouldn't have to deal with. I am trying to make it so the software handles this issue for the user automatically by sending the Primary Exchange that I get for the symbol from the contract data. The problem is, I request MSFT contract and get AEB as the Primary Exchange. HUH? I can understand multiple exchanges in your database, but am pretty sure that MSFT primary exchange is still in the US. Can you please either fix this or help us identify the correct Primary Exchange. And can you please answer my previous question: "Is the number symbols that have this issue large? Can you provide the list at least as it stands right now?" Thanks
For US stocks, you can always use ISLAND as the primary exchange. I don't know the number of stocks that have this issue.
but the question will remain-what are we going to get? ISLAND only or something else? or all\consolidated data? ----- Jerry-the number of tickers is relatively small(app for both NYSE and NASDAQ) it might be 10-2020.unfortunately i delete those,but one can easily replicate the problem by requesting any data(real time) from IB for all stocks. just subscribe\unsubscribe one by one and write down the tickers,that return specific error.
Today my QT running with TWS again stopped getting data for CSCO, INTC, MSFT until I put the "ISLAND:" in front of each of the symbols. This was fixed a while ago, now it seems to be back.
yep..you probably have to specify the exchange(not sure how to do this in third party app) and put something more specific. like NASDAQ as primary exchange(?) for all those CSCO,MSFT,INTC,FIVE,GLDD and the rest of them. not sure why we are getting the error in first place,because(me personally)-already did specified the currency-"USD". are they traded some place else,outside of US in US dollars? doubt it