ib plugin error with ICE's Russell

[mfvereda]

Since E-mini Russell 2000 is no longer on Globex, I'm trying to move my trading to ICE.

When in globex, never had any problem using the Interactive Brokers plugin to fire automatic orders on this contract. The dictionary's symbol mapping was:

AB U8 / ES-FUT-USD-200809:GLOBEX

Now, when I try to add to the dicctionary the new symbol for ICE,
the only contract that matches has this mapping:

TF Z8 / RUT-FUT-USD-200912:NYBOT

but, each time my system fires an order I get an error message as if IB didn't recognize any security under the symbol "RUT".

The issue is that IB uses the same symbol (RUT) for both the large Russell contract (TO) and the Mini (TF).

On the other hand, I've found out that it is possible to use the local exchange symbol in TWS. For instance, intead of typing "RUT" and then selecting "TFZ8" on the emerging window, you can type "TFZ8#NYBOT" and get directly to the mini Russell Dec. 08 future contract, so I try to edit the symbol in the dictionary to change "RUT-FUT-USD-200912:NYBOT" into "TFZ8#NYBOT-FUT-USD-200912:NYBOT" but the edit symbol window doesn't let me edit the symbol ID.

Any solution?

Thanks.

[eSignal_Brent]

Hi Mfvereda,

Thanks for your detailed post - that was very helpful in my ability to replicate the issue.
I got the same outcome, and have forwarded internally for review.

Hope to have something for you soon.

Thanks again,

Brent

[dloomis]

TF is now 'findable' via the Dictionary, until this time only RUT was available.

If you Lookup TF as a future on NYBOT you will find the right formating.

GL

[mfvereda]

Hi dloomis.

You're right. It seems that, at last, IB decided to give a different symbol to each contract. Souldn't be too difficult for them .