Integrated Trading with IB

[snapper]

I would like to send automated buy and sell signals from a EFS routine - to Buy or Sell at Limit DAX Futures contract AX U6-DT. Can you give me the statment format/syntax to use. I have previously used the buyLimit statement "buyLimit( getSymbol(), 1, nLIMIT)" which defaults to the esignal paper trading account and now wish to route the orders directly to my Interactive Broker account. Thanks.....

[eSignal_JasonK]

Hello snapper,

The Generic Broker functions you are using will send the trades to the default broker that is set under Trade-->Preferences. Highlight Interactive Brokers in that list and set IB as your default.

Before you do this, be sure that you have some logic in your code that prevents unwanted trades from being sent to IB while the formula is loading. To do this, you could add a condition to check for a bar index of 0 around your GB function calls. Be sure to test your formula in demo mode as well.

if (getCurrentBarIndex() == 0) buyLimit(...);

[snapper]

Integrated Trading with IB - symbology

Thanks Jason.


A trade request was sent from esignal to IB last night and failed due to "Error validating ib request - please enter a local symbol or an expiry"

Do I need to add the appropriate symbology to the IB Symbology table - if so what is the corresponding IB symbology for
1) EUR A0-FX (to trade via IB's IDEALPRO) and
2) AX U6-DT (DTB exchange).

Do I need to speocfiy the exchange in the buylimit / selllimit statement - and if so how?

[eSignal_JasonK]

Hello snapper,

Yes, for each symbol you trade, you will need an entry for it in the IB Symbology window. Please review the IB Symbology Set-up section from our KB article, Integrating Interactive Brokers with eSignal. To help find the specific IB symbol to be entered please use IB's Contract and Symbol database.

For the buyLimit()/sellLimit() functions you may need to specify the route. Here's an example where myLimit is set to a price.

buyLimit(getSymbol(), 1, myLimit, "GLOBEX", "200609"); // Futures

[snapper]

Using the BuyLimit statement on DAX futures contract, as discussed previously, I have set up the automated trading from esignal to IB and am getting the following error message on the Integrated Trading Broker Window (in esignal):

"IB ERROR The price does not conform to the minimum price variation for this contract"

Can you tell me what this means and how to fix it.

Thanks

[eSignal_JasonK]

Hello snapper,

Try wrapping the limit price variable with formatPriceNumber().

buyLimit(getSymbol(), 1, formatPriceNumber(myLimit), "GLOBEX", "200609");

or

myLimit = formatPriceNumber(myLimit)*1;
buyLimit(getSymbol(), 1, myLimit, "GLOBEX", "200609");

[demarcog]

Re: Integrated Trading with IB - symbology

A trade request was sent from esignal to IB last night and failed due to "Error validating ib request - please enter a local symbol or an expiry"

I had the same problem trying to send a market order for EUR A0-FX, did you ever find out the correct expiry.....I can't seen to find it on IB web site or here??

Thanks

[eSignal_Brent]

Hi Demarcog,

We have a new interface with IB, and I'd be interested in hearing from you whether it resolves the issue with expiration.

You can access it here:

http://pmd.esignal.com/ib

Alternatively, you can access the most recent versions of all our trading interfaces by registering and installing QuoteTrader:

http://pmd.esignal.com/quotetrader

Please forward your comments and suggestions!

Brent
QuoteTrader / Integrated Trading Product Management
[email protected]

[demarcog]

Thanks very much for the information.

I installed the new plugin for IB and when I try and connect I am receiving the following error message:

Fatal Error:

one of the following jar files is missing from the classpath:

pluginsupport.jar



The jar file is in c:/jts an appears to have been installed with the upgraded TWS, however I don't know how or where the classpath variable is being set???

Thanks,


Glen