London Softs for IB users

Discussion in 'Ag Futures' started by TraDaToR, Jan 11, 2011.

  1. TraDaToR

    TraDaToR

    Hello,

    Does someone know how to get datas for LIFFE Commodities with excel DDE links? The problem is that the exchange is called "LIFFE_NF" and the "_" means "next field" in DDE links...

    So when I type "=myname|tik!id63?req?C_FUT_201103_LIFFE_NF", the link is not created.

    Someone ever had this problem?

    Thanks.:)
     
  2. TraDaToR

    TraDaToR

    Still the same problem with exchange "LIFFE_NF". Someone from IB can help?
     
  3. TraDaToR

    TraDaToR

    Problem solved with the help of Def.

    If you are using DDE links, just use "LIFFEuNdErScOrENF" as exchange instead of "LIFFE_NF".:)
     
  4. Hi TraDaTor.

    What data can one get this way?

    Future quotes only?

    Option prices?

    A bit more on "how-to" is welcome!
     
  5. TraDaToR

    TraDaToR

    Hello Tallent,

    Do you mean for LIFFE Commodities or generally DDE links with IB?

    For LIFFE Commodities, IB doesn't offer options trading so there are only futures quotes available.

    Otherwise, if you have an IB account, you can use DDE links and excel to get any quotes on any exchange you have subscribed to, futures and options. If you need some help with IB API DDE, send me a PM and I will guide you.
     
  6. Thank you for replying.

    I am realizing my message was not that clear.

    I do not use IB.

    I would be keen to hear your favorite tips on easily getting data from the LIFFE website right to Excel.

    @tallent_e
     
  7. TraDaToR

    TraDaToR

  8. Hi again.

    Well, many things can be downloaded from : ftp://www.liffe.com/ (use your python skills to compile everything in your own database)

    The sad thing is that they changed their all system some months ago. Since then, we haven't have any longer access to older files (before that changed one had access to data for say the 5 last years - it was just HUGE!).

    Best
    @tallent_e