bug: New Chart does not respect preferred exchange settings with IB

[Wessel]

Hi,

NT7 Chart does not respect the preferred exchange settings when using a connection to InteractiveBrokers.

NT Version= 7.0.0.5 (Live)
Machine ID: A16C229F9BD5A8EB2AA219299F90A4A2
.NET/CLR Version: 2.0.50727.3603
Expiration: 12/31/2098
Windows XP

Steps to produce the error:
1. Start NT7
2. Connect to TWS live account ( probably demo is fine too )
3. Open Instrument Manager
4. Create new ticker AH

[Definition tab]
Master instrument: AH
Instrument type: Stock
Tick size = 0.01
Currency= Euro
Sim feed start price= 0.00
Merge policy= UseGlobalSettings
Session Templ= Eurex Equity Index Futures ( will do for this )
Exchanges = Aeb ( Unselect all other exchanges also deselect default. Double check if this is not selected)
Description = Ahold

[Misc tab]
InteractiveBrokers = AH
Yahoo = AH.AS

6. Press Ok to save

BUG #1
7. Open AH and check if in the exchange list default is still unchecked?
It is no longer unchecked it has been set active together with the Aeb exchange.

8. Close the window and search for AH in the Instrument list
7. Set the exchange to Aeb in the pull down next to the [<] button and press the [<] button to add AH to the Default list.
8. Now select AH again and select the default exchange in the pull down next to the [<] button and press the [<] button to add AH to the Default list. ( This won't be possible if the previous bug is fixed )
9. Press OK to save the list

10. Open a new chart
11. Select the 1st AH from the Default list in the Data Series Window

BUG #2
If a single tickers is added with different exchanges it is not visible in the data series window from the charts
So no historical data is loaded.
Expected result: The ticker should have it's exchange behind its name or some where else mentioned when in the Data Series window

12. Select Daily data.
13 No chart will appear
14. Use the pull down on the chart to select another ticker that works
15. reselect AH but use this time the second ticker. ( in this list the exchange is correctly visible )
16 Again no chart will appear.
BUG #3
NT does not seems to use the preferred exchange and uses default all the time which does not allow historical data to load from IB

Now do the same with NT6.5
When the AH@AEB is selected a chart will appear. When the AH@Default is selected no chart will appear only the bid&ask and last close price.
This behavior is as expected as AH default will select SMART routing and SMART routing does not provide historical quotes. AH@AEB does provide historic quotes as expected.

Hope these steps helps to reproduce these bugs and solve them.


Wessel

[NinjaTrader_JoshP]

Wessel,

The default exchange should be checked. You should then only add the exchange you want (AEB) to your instrument list. You should not try to chart the same instrument with two different exchanges. You should only work with the AEB one and not touch the Default.

What I get on my end is this which indicates to me it would work if my IB account had permissions.

12/10/2009 12:23:30 PM Default Error on loading chart data for 'AH Aeb': Historical Market Data Service error message:No market data permissions for AEB STK

[Wessel]

Josh,

Thanks for your input.
I tried to leave the default switch alone and select the AEB exchange. Than select the AEB exchange and add it to the default list and try to plot it. It doesn't work. Don't think the failure is in the operation of NT

The most import hint is that this does works on 6.5 smoothly and on NT7 it's impossible to plot a chart from a preferred exchange with these tickers.

Please let me know if you would like to use my paper trade account credentials and I'll send them over to you so you can check it.

Another example is AGN. This ticker exists in the US and in europe however different companies & quotes. AGN us is Allergan Inc. quoting around $55 and in europe it is Ageon a ensurer quoting around 4 euro.
Try to create an entry of AGN on the ISLAND exchange and create one on the AEB in the default list and try to get them plotted. It won't work :-( as the exchange directed charting on NT somewhere is stuck. trying to plot these tickers on TWS works and plots the correct chart.
Now remove the AEB exchange in teh Instrument manager and only leave the Isalnd and default and we get the correct AGN plot on NT

PLEASE NOTE THIS FOR TWS!
The European exchange can not be plotted with SMART!
Add AH to your IB screen using SMART. Now try to plot it and it gives the same error you just had: "No market data permission for AEB STK"
Asking the support desk of IB explains that one should not use SMART but Directed to AEB to get historical data. Now add AH to IB this time use directed to AEB. Right click on it and create a chart. This time it plots correctly.
Now looking at these errors i'm pretty sure that NT7 is using smart instead of the directed exchange although it looks like i'm typing an error here.
Please use my paper account and see for your self.


Wessel

Wessel,

The default exchange should be checked. You should then only add the exchange you want (AEB) to your instrument list. You should not try to chart the same instrument with two different exchanges. You should only work with the AEB one and not touch the Default.

What I get on my end is this which indicates to me it would work if my IB account had permissions.

12/10/2009 12:23:30 PM Default Error on loading chart data for 'AH Aeb': Historical Market Data Service error message:No market data permissions for AEB STK

[NinjaTrader_Bertrand]

Wessel, ran into a similiar issue I believe (not 100% sure) so I would like to take you up on the paper trade account offer to test this on my end - please contact me under support at ninjatrader dot com Attn Bertrand

Thanks in advance

[Wessel]

Great,

Hope it is a similar problem,

You got mail ( in a minute )

UPDATE: This thread looks like it has a similar problem with the european tickers as well:

http://www.ninjatrader-support2.com/vb/showthread.php?p=133541

Wessel

Wessel, ran into a similiar issue I believe (not 100% sure) so I would like to take you up on the paper trade account offer to test this on my end - please contact me under support at ninjatrader dot com Attn Bertrand

Thanks in advance

[Wessel]

The latest Beta7 it's fixed and working as expected


Wessel