Unable to add symbols YM #F and ES #F using the IB-Plugin's Dictionary facility

[demarcog]

I've successfully added numerous symbols into the symbol dictionary: FOREX, futures, and equity.

When I try and add either ES #F or YM #F, after entering the eSignal symbol and then the IB prefix into the symbol lookup screen, when the search completes no IB symbol is listed.

Glen

[eSignal_Brent]

Re: Unable to add symbols YM #F and ES #F using the IB-Plugin's Dictionary facility

Originally posted by demarcog
I've successfully added numerous symbols into the symbol dictionary: FOREX, futures, and equity.
When I try and add either ES #F or YM #F, after entering the eSignal symbol and then the IB prefix into the symbol lookup screen, when the search completes no IB symbol is listed.

Hi Glen,

Thanks for your post.

There's a few steps to configuring IB's trading interface with eSignal.

1. Once eSignal's been installed (I started from a clean PC and used eSignal's 10.0 release candidate),

2. Then install the most recent version of QuoteTrader, which includes the re-engineered trading interface to IB (download now).

3. All Programs -> eSignal -> QuoteTrader Configurator (this will launch the QuoteTrader Configurator)
3a. In the QT Config dialog, click "Create New Connection"
3b. In the "Broker" drop down, select "Interactive Brokers"
3c. In the "Interactive Broker connection settings" dialog, click "OK". This will take you back to the "Create Connection" dialog

4. Now, launch and log into TWS (this is required, as the trading plugin interfaces with TWS).
Note: During the weekend, you'll need to access IB's demo account, whose username / password is "edemo / demouser"

5. Once TWS is launched, make sure all choices are checked under "Configure -> API"

6. Go back to the QT "Create Connection" dialog, and click the "Next" button.

7. A check box now appears in the Create Connection dialog (which should be checked), labeled "Test connection".
7a. Click the "Next" button.
The result should be a TWS prompt that reads "accept incoming connection attempt?" - click "Yes"

You'll see a series of messages exchanged between the trading plugin and TWS, when they're finished, click "Next" in the "Create Connection" dialog, then "Finish", then "Close".

8. Launch eSignal, and on the main menu, select "Trade -> Preferences"

9. In the Trade Preferences dialog
9a. Select "Interactive Brokers" and click the button titled "Make Default"
9b. At the dialog's bottom is a drop down labeled "Default Trade Button Action", make sure "Integrated" has been selected.
9c. Click "Close"

10. In eSignal, again click "Trade -> Interactive Brokers -> Broker Window"
You'll again see the TWS prompt "Accept Incoming", click "Yes"
This establishes a connection between eSignal and TWS.

Since eSignal and IB's symbology is different (primarily because IB uses a variety of parameters to associate a symbol with the trading destination, like GLOBEX, currency, etc.), you'll need to associate eSignal's quote "ES U7" with IB's.
To do that:

11. In eSignal's Broker Window, click the "Dictionary" icon.

12. Click "Add Symbol"

13. In the first field, titled "Symbol", enter the eSignal symbol (eg, ES #F)

14. On the second line, click the button to the right of the Symbol ID field ("...")

15. This launches the "Contract Lookup" dialog, do the following in the field titled "Underlying", enter "ES" (make sure to remove the "#F").

16. Click "Lookup"

The result will be all the contracts whose root is "ES", pick the appropriate Exchange and Expiry (year, month), I chose 200709.
... then click "OK"

You'll return to the "Create New Symbol" dialog, with the eSignal symbol in the top field, labeled "Symbol",and IB information in the balance of fields.

17. Click "Accept

The new plugins allow you to either have, or not have, a "Confirmation Window". So to make sure it's on, select "Trade -> Interactive Brokers -> Confirmations".
Make sure both check boxes are checked, then click "Accept".

Now you're ready to trade. Go back to eSignal, open a quote window, and enter "ES #F".
double click on the bid or the ask for a Sell or Buy order, respectively (hold the Ctrl key to reverse).

Let me know if that works for you. If not, please contact me with your phone number and a convenient time to speak. You can reach me at "[email protected]"

Thanks,

Brent
QuoteTrader Product Management
[email protected]

[demarcog]

Re: Re: Unable to add symbols YM #F and ES #F using the IB-Plugin's Dictionary facility

Originally posted by eSignal_Brent
Hi Glen,

Thanks for your post.

There's a few steps to configuring IB's trading interface with eSignal.

1. Once eSignal's been installed (I started from a clean PC and used eSignal's 10.0 release candidate),

2. Then install the most recent version of QuoteTrader, which includes the re-engineered trading interface to IB (download now).

3. All Programs -> eSignal -> QuoteTrader Configurator (this will launch the QuoteTrader Configurator)
3a. In the QT Config dialog, click "Create New Connection"
3b. In the "Broker" drop down, select "Interactive Brokers"
3c. In the "Interactive Broker connection settings" dialog, click "OK". This will take you back to the "Create Connection" dialog

4. Now, launch and log into TWS (this is required, as the trading plugin interfaces with TWS).
Note: During the weekend, you'll need to access IB's demo account, whose username / password is "edemo / demouser"

5. Once TWS is launched, make sure all choices are checked under "Configure -> API"

6. Go back to the QT "Create Connection" dialog, and click the "Next" button.

7. A check box now appears in the Create Connection dialog (which should be checked), labeled "Test connection".
7a. Click the "Next" button.
The result should be a TWS prompt that reads "accept incoming connection attempt?" - click "Yes"

You'll see a series of messages exchanged between the trading plugin and TWS, when they're finished, click "Next" in the "Create Connection" dialog, then "Finish", then "Close".

8. Launch eSignal, and on the main menu, select "Trade -> Preferences"

9. In the Trade Preferences dialog
9a. Select "Interactive Brokers" and click the button titled "Make Default"
9b. At the dialog's bottom is a drop down labeled "Default Trade Button Action", make sure "Integrated" has been selected.
9c. Click "Close"

10. In eSignal, again click "Trade -> Interactive Brokers -> Broker Window"
You'll again see the TWS prompt "Accept Incoming", click "Yes"
This establishes a connection between eSignal and TWS.

Since eSignal and IB's symbology is different (primarily because IB uses a variety of parameters to associate a symbol with the trading destination, like GLOBEX, currency, etc.), you'll need to associate eSignal's quote "ES U7" with IB's.
To do that:

11. In eSignal's Broker Window, click the "Dictionary" icon.

12. Click "Add Symbol"

13. In the first field, titled "Symbol", enter the eSignal symbol (eg, ES #F)

14. On the second line, click the button to the right of the Symbol ID field ("...")

15. This launches the "Contract Lookup" dialog, do the following in the field titled "Underlying", enter "ES" (make sure to remove the "#F").

16. Click "Lookup"

The result will be all the contracts whose root is "ES", pick the appropriate Exchange and Expiry (year, month), I chose 200709.
... then click "OK"

You'll return to the "Create New Symbol" dialog, with the eSignal symbol in the top field, labeled "Symbol",and IB information in the balance of fields.

17. Click "Accept

The new plugins allow you to either have, or not have, a "Confirmation Window". So to make sure it's on, select "Trade -> Interactive Brokers -> Confirmations".
Make sure both check boxes are checked, then click "Accept".

Now you're ready to trade. Go back to eSignal, open a quote window, and enter "ES #F".
double click on the bid or the ask for a Sell or Buy order, respectively (hold the Ctrl key to reverse).

Let me know if that works for you. If not, please contact me with your phone number and a convenient time to speak. You can reach me at "[email protected]"

Thanks,

Brent
QuoteTrader Product Management
[email protected]

Brent,

Thanks very much for the detailed write up.

The steps you describe are essentiallyy the procedure I've been using based on the plugin documentation you referred me to some time ago.

The only steps that I am unaware were required were #2 and #3 regarding the installtion of Quote Trader. I do have Quote Trader installed in the eSignal Program group although I don't recall installing it. Are these steps now required to get the IB interface working?

I'm not sure what the release of Quotetrader I have installed. I'll install the latest you link to in the post. Hopefully the new release will maintain the current directory information in the quotetrader xml file as I' m currently testing several automated strategies and don't want to reinitialize and rebuild the directory right now.


FYI, I also started from a clean eSignal install initially as a way of possibly resolving the earlier plug-in issues I was experiencing.

I was unsuccessful initially and it appeared that when I choose to install eSignal 10 into a directory with a name other then C:\Program Files\eSignal... after installing the plugin IB was not listed under Trade Preferences.

After some research it appeared that the plugin install program targeted, created and updated c:\Program Files\eSignal and not the directory path where I installed eSignal c:\eSignal10.

If that doesn't resolve the issue I may remove and reinstall eSignal etc, as per you instructions as if it's working for you it should also work for me.

Thanks again for your help.

Glen

[demarcog]

Brent,

I installed the latest Quotetrader and can now Edit and Delete symbols via the Dictionary Option and was able to add ES #F and YM #F.


Thanks very much for the help.

Glen

ps. Still could very much use a function to determine if a position is held. The closePostion() function actually as I think and may have mentioned earlier, actually "closes" a position by sending and offsetting order to close an existing position. The work seems already to have been completed within closePosition() already and it would be major step forward IMHO to have this status available.

[z11]

So does Glen's experience imply that in order to have IB plug-in working properly, one has to install QuoteTrader, even though one does not need to use QuoteTrader?

[eSignal_AlexM]

Use this link
http://esignal.ru/brokers/ib/ibbridge.957.exe

[demarcog]

Re: Re: Unable to add symbols YM #F and ES #F using the IB-Plugin's Dictionary facility

Originally posted by eSignal_Brent
2. Then install the most recent version of QuoteTrader, which includes the re-engineered trading interface to IB (download now).

[/B]

H Brent,

Just wanted to verify that by "trading interface to IB" means the plugin, which we no longer have to install seperately?


Thanks,

Glen

[demarcog]

Brent,

I thought it might be helpful to actually reinstall everything (eSignal, QT, etc) as a way of insuring my configuration is sound, to further verify the steps you outlined in a "typical user" environment etc.

One issue I ran into which was why I posted the last question is that when I started the QT Configurator is a entry already existed for Interactive Borkers, but I'm trying to follow as precisely as possible the steps you provided ignoring the fact that this was present and moved forward to the next step 7a.

With the test connection box checked I recieve the message we've seen once before, " Connection must be non-empy and unique".

It's not a major issue, I simply deleted the old definition which is remanent from an old config file or registry entry somewhere.

I then am able to establish a connection.

I did receive the "Warning there is probability that Fire openOrder on status change isn't set" which I always receive, also not a issue but thought I'd mention it.

Strangly enough I had a problem adding ES #F.

I've had similiar problems using TWS directly where there seems to be some timing issue with their symbol search at times it would also fail for symbols I knew existed and the search completed successfully a few minutes earlier. Plus given the fact that the very same search passed from eSignal/QT to IB will return the correct symol at times indicates that your code is working and perhaps the problem is on the backend.

I tried about 5 times and no symbol listings for ES #F. Here is how I resolve this and have no idea why it works but it works.

If on the first screen only the IB prefix ie., ES is entered or no symbol at all, and the ... box is clicked, and then ES or YM entered again, symbol data is listed immediately for selection. Then when the correct exchange, secutity type and contract is selected and the OK box clicked, you then have to input the correct eSignal symbol to establish the correct entry in the resulting data file where the data is actually stored the details of which is not documented as the user interfaces is the intended method of altering the data.

Glen