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


  • Date: Mon, 28 Dec 2009 10:26:11 +1100
  • From: "Rol" <roleva@xxxxxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Re: Australian Futures Symbols: IB + AmiBroker ...

PureBytes Links

Trading Reference Links



APH0-SNFE-FUT
 
works ok for me.
 
Rol
 
 
 
----- Original Message -----
Sent: Sunday, December 27, 2009 10:23 AM
Subject: [amibroker] Re: Australian Futures Symbols: IB + AmiBroker ...

 

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@xxxxxxxxxps.com, "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@xxxxxxxxxps.com, "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@xxxxxxxxxps.com, "edwol53" <edwol@> wrote:
> > >
> > > Hello
> > >
> > > Try APH0-SNFE-FUT-AUD
> > > for SPI MAR 10 Futures
> > >
> > > cheers
> > > Ed
> > >
> > >
> > > --- In amibroker@xxxxxxxxxps.com, "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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