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PureBytes Links
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Here is a link to the Fact sheet for Russell 2000 Mini Index Futures.
https://www.theice.com/publicdocs/futures_us/ICE_Russell_2000_Mini_Fact_Sheets.pdf
So the symbol is TF.
Now as to how to get it on TWS, I am still working on it. After
upgrading IB and NT I was still unable to get data into NT. All though
I did notice an error message in the NT log saying I was not
subscribed to that data feed.. So may maybe ICE feed is not part of
the "free"" data feed. IB says subscription to NYBOT is $1.00 per
month if I read it correctly.
There is a discussion about problems in TWS API here:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/83250.html
According to the ICE website, volume for the Dec08 contract was 165278.
Sidney Kaiser wrote:
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Tradestation is showing quotes for TFZ08 which is their
std syntax.
From:
Barry Scarborough <razzbarry@xxxxxxxxxxxx>
Subject: [amibroker] Re: Emini Russell 2000 (ER2) contract switching to
ICE from Globex
To: amibroker@xxxxxxxxxxxxxxx
Date: Thursday, September 11, 2008, 12:21 PM
Thanks for checking.
It seems the TFZ8 would be a futures on TF, which makes no sense at
all. TF2Z8 would make more sense but that doesn't work either. ER by
itself is also a stock and ER2 a futures contract. I guess we will
find out soon enough and that would be expiration date for the ER2 I
guess. I would like to know now so I can start getting data but maybe
it doesn't exist and there won't be any data until it starts.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Jerry Gress"
<pleasenospamplease@xxx> wrote:
>
> Hi Barry,
>
> No just saying tried:
>
> TFz8-nybot-fut
> Tfz8-ice-fut
>
> But your correct when in IB enter TF get Thai
> Cap fund, and haven't had time to try anything else like NYBOT in
IB.
>
>
>
>
>
> Jerry Gress
> Stockton, Ca.
>
> Ps. Spent valuable time in Ninja trying to get er2 up and found that
> message, Ninja so lame, gave up there also.
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Barry Scarborough
> Sent: Thursday, September 11, 2008 11:03 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Emini Russell 2000 (ER2) contract
switching to ICE
> from Globex
>
> Hi Jerry,
>
> I am using TWS 885 and it only shows a stock with a ticker of TF,
> THAI Capital Fund, Inc. Are you saying I need to upgrade to TWS 887
> before TWS will show the correct emini contract?
>
> Barry
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Jerry Gress"
> <pleasenospamplease@> wrote:
> >
> > Hello, Yes have tried everything for IB but no joy.
> >
> > Below is Ninja rundown on various data providers.
> >
> > Patsystems: TF is supported through some FCM's
> > RCG - They currently do NOT provide support
> > PensonGHCO - Supported
> > Please check with your broker for all other Patsystems based
> clearing firms
> > Zen-Fire: TF is supported
> > Interactive Brokers: TF is supported. You MUST use TWS Version
887
> with this
> > new version of NinjaTrader
> > PFGBEST.com: TF is supported. NinjaTrader 6.5.1000.6 requires all
> users to
> > update their API version from here.
> > eSignal: TF is supported.
> > DTNiQ: TF is supported.
> > BarChart.com: TF is supported.
> > MB Trading: TF is NOT supported
> > Trading Technologies: TF is currently NOT supported
> > OpenTick: TF currently NOT supported
> >
> > Jerry Gress
> > Stockton, Ca.
> >
> > -----Original Message-----
> > From: amibroker@xxxxxxxxxxxxxxx
[mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of hkwng99
> > Sent: Thursday, September 11, 2008 10:03 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Emini Russell 2000 (ER2) contract
> switching to ICE
> > from Globex
> >
> > i asked IB via online chat, the symbol on IB is TF for the mini
and
> TO
> > for the large contract, and it is still listed under NYBOT, not
ICE
> > yet. hope this help.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Barry Scarborough"
<razzbarry@>
> > wrote:
> > >
> > > That depends on your broker. I just looked at IB and TWS does
not
> > have
> > > a symbol reference yet. They still show Globex and Dec, ER2Z8-
> GLOBEX-
> > > FUT, is invalid when I try to back fill. I tried ER2Z8-ICE-FUT
> and
> > that
> > > was invalid too.
> > > Barry
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "hkwng99"
<hkwng99@> wrote:
> > > >
> > > >
> > > > what is the symbol to use for Amibroker?? thx in adv.
> > > >
> > >
> >
> >
> >
> > ------------------------------------
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > Yahoo! Groups Links
> >
>
>
>
> ------------------------------------
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
> Yahoo! Groups Links
>
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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For other support material please check also:
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