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InteractiveBrokers IB data feed error with SB (sugar)
I was trying to backfill a NT chart with IB data. SB (sugar) March 11 from The Ice. I get an error message from IB: No security definition has been found for the request. The contract SB shows up ok on my TWS. Any ideas?
Can you help answer these questions from other members on NexusFi?
SB is a special case. Contract expires 1 month prior to contract month. Current contract SBH1 - March 2011 - expires on February 28, 2011. This makes Ninjatrader cough, or it gets at least a hickup.
NinjaTrader 6.5.; Beware, never trade any futures contract via NT/IB that expires prior to the contract month. Affected are CL, NG, RB, HO, BC (Brent Crude) and SB. If you open a position and then try to close it, NT 6.5. will open a new position in a different contract month instead. The problem is known for years, and NT developpers never have taken it seriously.
NinjaTrader 7.0.: There is a workaround. You have to set the symbol to SB||||1 via the instrument manager. It should work with this setting.
(1) Please, before you use this setting for trading, test whether NT 7.0. executes the correct contract month when closing, reversing etc. a position. I have not tested this for SB, and I have not seen any official documentation.
(2) be aware that NT developpers are not traders. For commodities the contract months and/or rollover dates are typically false. Just discovered a contract month January 2011 for SB, good luck trading that one. So you better check all contract months, the false rollover dates and change the session template, before you use it.
Have just tested it. Before loading data, you need to change the tick size for SB from 0.01 to 0.0001. Otherwise it won't be much fun watching the chart.
I told you above to delete the contract SB 1-11, because it does not exist. Go to instrument manager, edit SB -> Misc -> open the contract months (click into the field and a menu will open) -> then remove 01-11.
NinjaTrader tries to load data for an inexistent contract SB 1-11. Now what you need to do is first to remove that contract, then open SB 3-11 and enter the correct rollover date. I suggest that you enter September 15, 2010.
