Indian Users and IB data

[lopesh007]

Dear Jerry,

 

Just downloaded the beta version and successfully integrated with IB-TWS, facing problems with option data but working on hte same.

 

1. Can market timings based upon region be changed as I am unable to find settings window where I can set market timings and holidays for Indian markets.

 

2. Can the IB-TWS plugin API also display open interest data for Stocks, Options and Futures.

 

3. The option chain loads data for US markets (e.g. symbol  INFY:NSE$INR)

 

 

Regards,

Lopesh

[Jerry Medved]

Lopesh,

 

MT already auto assigns the correct timeframe (Indian Equities) for INFY:NSE$INR.  However, I don't have the holidays updated.  Here is what you can do for yourself and if you want to help us:

1) go to SETTINGS / CHARTS / Timeframes 

2) right click on "Indian Equities" on the left and select COPY.  MT should automatically select the new COPY version, which can now be edited.

3) Update the holidays there for 2015 and last couple months of 2014.

4) Once done, hit OK or APPLY

 

On the chart, you can switch to the VIEW tab and select the new timeframe you just created.

 

Once satisfied that the holidays are defined OK, go to FILE / Export Settings. 

Leave the checkboxes already checked

Export, then email me the exported file please.

 

I will be able to take your new holiday definitions and copy them to the default Indian Equities timeframe for everyone.

 

Also, if you have a good link for Indian market holidays, include that in the email for future updates.

 

Thanks

[Jerry Medved]

Open Interest - in theory, it should return it, but in practice, we are not seeing the data being sent. I asked about that and Average Volume but never got a reply

[Jerry Medved]

As for option chain - yes, I see the problem. Will fix. Waiting for my test account to get enabled for NSE so I can check

[Jerry Medved]

IB has enabled my account for NSE market data, so I was able to test stuff out.  I fixed the issue with US option chain being requested, but there are some other problems with the way MT is requesting data for options that are on non-US exchanges. Will fix that stuff up and get back to you.

[lopesh007]

Trading Holidays are as follows :

 

NSE India Market :

 

http://www.nseindia.com/global/content/market_timings_holidays/market_timings_holidays.htm

 

MCX Market :

 

http://www.mcxindia.com/marketoperation/tradingsurvaillance/tradingholidays.htm

 

 

Also if the IB API sample file is checked, the data as you must be knowing is in hte form of TCP Wrapper and for Call and Put the data is indicated as two different fields

 

 as OptionCallOpenInterest and OptionPutOpenInterest

[Jerry Medved]

emailed you