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InteractiveBrokers IB data feed error with SB (sugar)
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InteractiveBrokers IB data feed error with SB (sugar)

  #1 (permalink)
Elite Member
Charlotte NC
 
Futures Experience: Advanced
Platform: Charts:Ninja Trader w/IB, execution:TOS
Broker/Data: TOS
Favorite Futures: CL, ES, ZN, ZB, RUT.
 
Posts: 227 since Jul 2009
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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?

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  #3 (permalink)
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meyer99 View Post
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?

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.

In the end it should work, however.

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  #4 (permalink)
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Need to change ticksize as well

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.

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  #5 (permalink)
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Changed tick size to 0.0001. Symbol was already SD||||1 in NT. I am still getting an error message.

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  #6 (permalink)
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SB||||1

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  #7 (permalink)
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Error says SB 1-11 but the contract I have on instrument manager is SB 3-11????

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  #8 (permalink)
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meyer99 View Post
Error says SB 1-11 but the contract I have on instrument manager is SB 3-11????

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.

Shown on screenshot below.

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.

Then add SB 3-11 to your default list.

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InteractiveBrokers IB data feed error with SB (sugar)-screenshot.jpg  
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  #9 (permalink)
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Ok, will try again tks. I miss your comment about deleting 1-11.

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  #10 (permalink)
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I should probably delete all months except March, May, July and October, no?

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