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IB Index symbols


Jerry Medved

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FYI - we configured a whole bunch of symbols so you don't have to specify exchange. Just $SYMBOL like $INDU or $RUT. They should work assuming you have the requisite subscriptions

 

Here are the symbols we have defined

 
For CBOE:
ZOC, ZIO, XSP, XMS, XEO, WXE, VXXLE, VXV, VXTH, VXSLV, VXO, VXN, VXIBM, VXGS, VXGOG, VXGDX, VXFXI, VXEWZ, VXEEM, VXD, VXB, VXAZN, VXAPL, VWB, VWA, VVS, VVIX, VTY, VRU, VRO, VPN, VPD, VNX, VM, VIX, VIO, VIN, VIF, VEX, TYX, TXX, TXS, TTS, TRX, TRS, TNX, TCX, SVX, SPXF, SPX, SPVXSTR, SMP, SML, SKEW, SGX, SET, RVX, RTJ, RRS, RPY, RLX, RLS, RIX, PVU, PVP, PVO, PVL, PVK, PVF, PVC, PUT, POY, POU, POQ, PFU, OXS, OVX, OLX, OIX, OEX, NNV, NMS, NIK, NFT, NDS, MWS, MVR, MVB, MUT, MUP, MUG, MNX, MNV, MGO, MEX, LTX, LSX, LCM, LBG, KCJ, JSW, JSV, JCJ, IUX, IUS, ITS, ITJ, ISX, IRX, INX, IIK, ICX, ICJ, HCX, HCS, HCL, HAU, GVZ, GTZ, GTX, GTH, GTC, GSZ, GSV, GSO, GSM, GPZ, GPO, GOX, GOO, GMZ, GMO, GIP, GIO, GIN, GHO, GHA, GGZ, GCY, GCB, GAX, FVX, FSX, FDW, FDECD, EYR, EXQ, EVZ, EVX, EOR, ECS, ECM, DXL, DVS, DUX, DUS, DTX, DNV, DNS, DJX, DJS, DJR, DJL, DIVD, DDB, DDA, CYX, CXS, CWX, CKJ, CKA, CIPCR, CFA, CEX, CEPCR, BXY, BXR, BXO, BXN, BXM, BXD, BIX, BGX, BBS, BBR, AFY
 
For NASDAQ
COMP, NDX, TICK-NASD, TRIN-NASD
 
For NYSE
INDU, NYK.ID, TICK-NYSE, TRIN-NYSE
 
For PHLX
DOT, SOX, XAU
 
For PSE
BTK, IIX, MID, NWX, NYA, PSE, XAL, XBD, XMI
 
For RUSSEL
RUA, RUI, RUT

 

 

 

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  • 3 weeks later...
  • 5 weeks later...

Can you add NYHGH and NYLOW   ...NYSE 52 week highs, NYSE 52 week lows.

 

Also NAHGH and NALOW ...NASDAQ 52 week highs, NASDAQ 52 week lows.

 

These symbols are used in Think or Swim with the $ in front of each.  I don't know which datafeeds transmit this information, but it can be very useful, especially the 52 week lows, in marking important market turns.  TOS has similar symbols for 1 month new highs/lows, and 1 week new highs and lows.

 

John

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Note that MT does not have to be preconfigured for an index in most cases, as long as you use the proper MT index format. Advance/Decline is a notable exceptions.  My preconfiguring the symbols above just makes it so you don't have to explicitly specify the exchange. 

 

Knowing what the symbols are on TOS doesn't help. Each datafeed uses their own symbols. for indices. Would need to know the specific symbols for IB to configure IB.

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That's the problem, I don't think IB or TDA broadcast these symbols.  I was hoping that you, or someone, might know who does.  I've been trying for a a couple years to get TDA to use them in their API datafeed.  They use them on their website, and in TOS, but when I last checked they weren't available in the API datafeed.  I'll try them again and see if I can convince them this time.

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  • 1 year later...

Jerry,

 

I have downloaded and installed Medved Trader. Have been using QT since the 90’s. QT works great for the YM. So now with MT it looks like this:

 

-         TWS Ver. 943.1c  (1.6.2014)  W/Api installed and working with QT Now.

 

-         127.0.0.1 and Mstr ID = 0  in TWS

 

-         QT = 127.0.0.1 ID = 3

 

-         MT = 127.0.0.1 ID = 3    (I have tried 1 and 2 also)

 

-         At 6.00 EST 4/26/15 (sunday) and QT starts normally but no data coming in for MT. ( raw,levelII)

         I do get data (raw and L2) for a symbol like IBM…

 

-         I am connected to account at TD and IB and both verify.  (good).

 

-         I do get data for daily / historic charts. (good).

 

- I use the Symbol -    @YMH15   -  works for historic data

 

What next?  to get tick data...

 

 

Qtxl

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