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Re: [amibroker] Re: Emini Russell 2000 (ER2) contract switching to ICE from Globex



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Trading Reference Links

Didn't think I was paying for cotton futures but I checked my data subscriptions, ICE / NYBOT is $1.00 monthly for non-professionals.


----- Original Message ----
From: John Tierney <johntierney@xxxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, September 13, 2008 2:32:58 PM
Subject: Re: [amibroker] Re: Emini Russell 2000 (ER2) contract switching to ICE from Globex

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.interact ivebrokers. 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:

Tradestation is showing quotes for TFZ08 which is their std syntax.
Sid

--- On Thu, 9/11/08, Barry Scarborough <razzbarry@xxxxxxxxx .us> wrote:
From: Barry Scarborough <razzbarry@xxxxxxxxx .us>
Subject: [amibroker] Re: Emini Russell 2000 (ER2) contract switching to ICE from Globex
To: amibroker@xxxxxxxxx ps.com
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@xxxxxxxxx ps.com, "Jerry Gress" 
<pleasenospamplease@ ...> 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@xxxxxxxxx ps.com [mailto:amibroker@ yahoogroups. com] 
On Behalf
> Of Barry Scarborough
> Sent: Thursday, September 11, 2008 11:03 AM
> To: amibroker@xxxxxxxxx ps.com
> 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@xxxxxxxxx ps.com, "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@xxxxxxxxx ps.com 
[mailto:amibroker@ yahoogroups. com] 
> On Behalf
> > Of hkwng99
> > Sent: Thursday, September 11, 2008 10:03 AM
> > To: amibroker@xxxxxxxxx ps.com
> > 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@xxxxxxxxx ps.com, "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@xxxxxxxxx ps.com, "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.amibroke r.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroke r.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.amibroke r.com/devlog/
> 
> For other support material please check also:
> http://www.amibroke r.com/support. html
> Yahoo! Groups Links
>



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For other support material please check also:
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