Unable to map NSE option contracts from Interactive Brokers to Ninjatrader

[ashique313]

Hi, I'm looking to get the NSE option contracts charts to Ninjatrader via TWS, I tried their normal symbology (eg: NIFTY22O1317250CE ) but it didn't work, tried some other formats also but all failed, how to properly map symbols from TWS to NT to get the option contracts charts properly.

Thanks in advance

[NinjaTrader_Sev]

Hello ashique313,

Thank you for the inquiry.

Bars/Pipes with symbol mapping

A symbol map can have up to 4 'bars' after the symbol
Format:

symbol|exchange|multiplier|multiplier|currency

Here are different symbol mapping examples:

ZB = ZB|ECBOT

FDAX = DAX|EUREX||25

EURUSD = EUR.USD||||USD

In general use the first multiplier pipe but can try the second in case issues. First is used for e.g. calculating avg price and such for executions

Currency/Denomination with symbol mapping


Currency for non-US exchanges needs to match the currency of the target exchange
If a different currency is used, a different symbol will be mapped and you can see errors like "Please verify your symbol mapping is correct for instrument XXX Default"
For AHT|LSE, we can select London Stock Exchange as the exchange, and we can set Currency to British Pound to request the LSE symbol

For any further assistance you would need to contact Interactive Brokers directly, as we do not currently have a way of translating from TWS to NinjaTrader.

Please let us know if you have any further questions.

[Andrew68]

What about other options through TWS?
Could you please provide a link where I can find a description of this format? (symbol|exchange|multiplier|multiplier|currency)

[NinjaTrader_Sev]

Hello Andrew68,

Thank you for the inquiry.

You will need to contact Interactive Brokers for more information on their symbol mapping formats and how to get their symbols into the NinjaTrader platform.

Please let me know if we can be of any further assistance. Happy Trading!

[Andrew68]

Thank you, Sev

I can show how TWS sees requests from NT.
TWS API LOG shows a request from NT like this

NINJA
13:47:19:683 <- 20-6-105-0-AAPL-OPT-20231027-180-C-100-STK--0-0--SMART-SMART-USD---0-20231022 17:47:21 UTC-1 min-6 D-0-TRADES-1--​

the original TWS request looks like this

TWS API
20-4002-0-AAPL-OPT-20231027-180-C-100-SMART--USD---0-20231022-17:41:49-1 hour-3 M-1-TRADES-1-0--​

At the same time, the request from the NT8 for options chain looks like this

14:19:35:198 <- 9-8-1001-0-AAPL-OPT--0-Any--SMART-SMART-USD---0---

I think the problem is including the "STK" string into the request.
It’s not clear how to solve it

[NinjaTrader_Sev]

Hello Andrew68,

Thank you for the response.

Unfortunately I am not familiar with how TWS is coding the requests in regards to options; I believe contacting Interactive Brokers directly will be the best option to receive further assistance in this regard. They may understand the code structure for the requests better than we do and they're likely more familiar with the symbol mapping structure.

Please let me know if you have further questions.