Futures data IB

I tried to get ES futures data and I followed the documentation on How to find correct IB symbol using TWS and my symbol that I added into amibroker was this ESH1-GLOBEX-FUT (which I believe is correct) but it still failed to load bars I was able to load MSFT data so I'm not sure what the issue is. I think its a Any ideas?

Thanks

That symbol works for me. Maybe it's a data subscription issue.

Try adding currency type at the end. This is how I format mine:
ESH1-GLOBEX-FUT-USD

I think your right. Is it ok to stream data off IB or would you recommend using a third party like esignal?

I've been running data from IB/TWS this week and my live signals haven't been too far off from the snapshot data. It's not perfect, but I'm honestly not sure if there is such a thing as perfect. Someone else with more IB experience can chime in.

I know it's not tick level, but whether you need ticks is probably more about the timeframe you use than anything.

Yes, you need to be subscribed to given market/exchange to receive backfill data from TWS API.

Great thank you. What do you do for data Tomasz do you stream from IB or use a third party like eSignal?
Thanks

I use IB and IQFeed. In the past I was using eSignal but it is expensive.

1 Like

This topic was automatically closed 100 days after the last reply. New replies are no longer allowed.