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[amibroker] Re: Australian Futures Symbols: IB + AmiBroker ...


  • Date: Sat, 26 Dec 2009 23:23:57 -0000
  • From: "cascade3891" <cascade3891@xxxxxxxxx>
  • Subject: [amibroker] Re: Australian Futures Symbols: IB + AmiBroker ...

PureBytes Links

Trading Reference Links

Ah yes. Thank you guys. The currency part makes sense now. Most of the guides regarding symbology didn't deal much with international futures, so I got confused with US symbology, which left out the currency tail end quote. 

And thank you with regards to the FTSE. I will indeed follow up on that. 

Cheers.


--- In amibroker@xxxxxxxxxxxxxxx, "edwol53" <edwol@xxx> wrote:
>
> Hello
> 
> FYI (From an email support tag)
> 
> If you are using instruments denominated in other currencies, you need to add currency code to the symbol.
> 
> Due to possible ambiguity of SMART routing when same symbol is traded with multiple currencies, IB plugin now allows to specify CURRENCY in a symbol. The symbol format is now: SYMBOL-EXCHANGE-TYPE-CURRENCY.
> 
> All symbols that do not have explicit currency specification use USD now except forex).
> 
> The default currency is USD and it is used when nothing is specified as  4th part of symbol.
> 
> So for example MSFT gets internally resolved to MSFT-SMART-STK-USD
> 
> OR in this case APH0-SNFE-FUT was resolved to APH0-SNFE-FUT-USD and USD being the default & such a symbol is not valid.
> 
> 
> Also you may want to watch the ASX SPI index ie SPI-SNFE-IND-AUD and the XJO Alias AP-ASX-IND-AUD
> 
> Hope this helps
> Cheers
> Ed
> 
> 
> 
> 
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "cascade3891" <cascade3891@> wrote:
> >
> > Aha!! Great ... APH0-SNFE-FUT-AUD works!!!
> > Thankyou!!
> > 
> > How did you find out? Or are you experienced with the ASX futures?
> > Out of all the quotes I tried the key thing I was missing was the little "-AUD" on the end ... how silly. 
> > 
> > There's no consistency in the quote formats at all. 
> > 
> > Is there a proper guide on all quote formats? Besides the ones I've mentioned already ... which are half finished. 
> > 
> > Thank you all.
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "edwol53" <edwol@> wrote:
> > >
> > > Hello
> > > 
> > > Try APH0-SNFE-FUT-AUD   
> > > for SPI MAR 10 Futures 
> > > 
> > > cheers
> > > Ed
> > > 
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "cascade3891" <cascade3891@> wrote:
> > > >
> > > > Hi all,
> > > > 
> > > > Okay so these symbols from IB --> AmiBroker are giving me a pain. 
> > > > So I've looked here with no luck: http://amibroker.com/guide/h_ib.html
> > > > Here also with no luck: http://www.investcoach.com/background/amibroker-ib-symbols.html
> > > > 
> > > > I've tried all the following and they don't work:
> > > > APH0-SNFE-FUT
> > > > SPI MAR10 10-SNFE-FUT
> > > > SPI-201003-SNFE-FUT
> > > > SPIH0-SNFE-FUT
> > > > SPIH10-SNFE-FUT
> > > > 
> > > > Anyone know what the symbol is in AB to get the S&P/ASX200 Futures Contract up for March10?? Does AB even support Aussie Futures??
> > > > 
> > > > Why oh why is this such a pain ... it should be simple ... 
> > > > 
> > > > Thanks.
> > > >
> > >
> >
>




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