I have set BrokerOne as my first connection, followed by IB for historical data. This works fine for all my US instruments except for the Australian SPI.
I believe the problem may be that BrokerOne uses SFE as the exchange, and IB uses SNFE as its exchange (see the exchange choice settings under the Instument Editor).
When I connect to both BrokerOne and IB, I get real-time data from BrokerOne, but no history from IB. Is this because of the different exchanges being used by each broker? In reality, I believe it is the same Sydney Futures Exchange, except these brokers use a different name for the same exchange.
Any help would be appreciated.
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