为何我无法用AmiBroker从IB接受外汇行情?

Discussion in 'AmiBroker' started by fqf1, Sep 8, 2006.

  1. 不知哪位朋友试过用AmiBroker从IB接受外汇行情没有?
    我试来试去就是不行,提示如下:

    Connected OK

    Symbol 'EUR.USD-IDEALPRO-CASH' is INVALID!
    Consult symbology guide.

    IB.dll 版本是1.66
    我用本论坛的4.80.1和4.80.2 都是这个错!
    代码:EUR.USD-IDEALPRO-CASH,我看它官方网站就这么写的:
    http://www.amibroker.com/ib.html

    不知我错在哪里?
     
  2. 恳请哪位有IB账号的朋友,帮忙做个试验。在此多谢了。
     
  3. 我用代码 EUR.USD-IDEALPRO-CASH,得到“符号错误”的提示:Symbol 'EUR.USD-IDEALPRO-CASH' is INVALID!
    改用代码 EUR.USD-IDEAL-CASH,得到的错误是:该品种无法取得历史数据。

    amkr1015 老大,可否帮一下忙,试一下?
     
  4. 我没有办法试,因为我没有在IB开外汇交易权限,IB有规定,没有权限就没有数据。
     
  5. 我用Quote Tracker可以接收IB的数据,因此看来是AmiBroker的IB.dll和TWS不兼容造成的,也许IB.dll (v1.66)只支持较早版本的TWS。
     
  6. 你去AMIBROKER的YAHOO GROUP问问看?
     
  7. 我认为你的代码错了,IB有自己的代码,未必与你的一样。我记得IB没有你现在这么长的代码
     
  8. 这个是FOREX吗
     
  9. 这是AmiBroker的IB.dll 规定的,参见:http://www.amibroker.com/ib.html

    SYMBOLOGY

    Symbol format now uses the symbol mode of TWS, not the underlying mode. The symbol mode in TWS can be seen in the 'View->Symbol Mode' menu option in TWS.

    The format is: SYMBOL-EXCHANGE-TYPE

    where

    SYMBOL is the same as the symbol column as displayed in TWS while under symbol mode

    EXCHANGE (optional) is the exchange d in TWS while under symbol mode

    TYPE (optional) is one the following:

    STK - stocks, FUT - futures, FOP - options on futures, OPT - options, IND - indexes, CASH -cash (ideal FX)
    Note that for stocks only the EXCHANGE and TYPE fields are optional. The exchange will be set to BEST (SMART) and the TYPE will be set to STK.

    Please take special care when typing symbols as some of them (futures) have MULTIPLE SPACES in the symbol name. You have to type EXACTLY THE SAME number of spaces as provided in the examples below
    (see the dashes below symbol name that make it easier to see the number of characters)

    Examples:
    IB SYMBOL Type Description

    CSCO

    Stock Cisco Corporation, Nasdaq

    GE

    Stock General Electric, NYSE

    VOD-LSE

    Stock VODAFONE GROUP, London Stock Exchange

    ESM4-GLOBEX-FUT



    Future
    Emini ES Jun04 futures, Globex

    QQQFJ-CBOE-OPT

    Option Jun 04, 36.0 CALL option QQQFJ

    INDU-NYSE-IND

    Index Dow Jones Industrials Index

    YM JUN 04-ECBOT-FUT
    --- -

    Future YM Jun 04 future, ECBOT
    (note 3 spaces between symbol and month and 1 space between month and year)

    QMN5-NYMEX-FUT

    Future QM (Crude) June 2005 future contract, NYMEX

    EUR.USD-IDEAL-CASH
    EUR.USD-IDEALPRO-CASH

    Cash Forex EURUSD currency pair, IDEAL
    EURUSD currency pair, IDEALPRO
     
  10. 谢谢A兄。正是这个,不知你能否用AmiBroker接收数据,如能,你的TWS版本是多少?我的是861.5。
     
  11. 有人说行,有人说不行,似乎和开立的IB账户以及TWS的版本都有关系,参见:
    http://finance.groups.yahoo.com/group/amibroker/message/98489

    Re: [amibroker] Re: IB stock symbols invalid

    Hello,

    EUR.USD-IDEALPRO-CASH works for me - but I am lucky owner of those
    "old" accounts that did not change. From what I hear from people
    some IB accounts continue to work the old way and some stop working (are
    changed).

    Please complain to IB.

    Best regards,
    Tomasz Janeczko
    amibroker.com
    ----- Original Message -----
    From: "Nurudin Kaba" <n.kaba@...>
    To: <amibroker@yahoogroups.com>
    Sent: Thursday, July 06, 2006 2:24 AM
    Subject: RE: [amibroker] Re: IB stock symbols invalid


    > thanks Tomasz...quick question how about the forex quotes.
    > EUR.USD-IDEALPRO-CASH and others don't seem to work...do you know what the
    > correct symbology for forex is?
    >
    > Thanks,
    > Nurudin
    >
    > -----Original Message-----
    > From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]On
    > Behalf Of Tomasz Janeczko
    > Sent: Wednesday, July 05, 2006 18:23
    > To: amibroker@yahoogroups.com
    > Subject: Re: [amibroker] Re: IB stock symbols invalid
    >
    >
    > Hello,
    >
    > SUPERSOES is the NASDAQ now in "IB-speak". Specifying SUPERSOES you should
    > get "combo" quotes for
    > Nasdaq.
    >
    > IB apparently changed their servers
    > so they do not allow "SMART" as primary exchange for Nasdaq stocks.
    > Stupid change in my opinion.
    >
    > You have to use GOOG-SUPERSOES-STK now.
    >
    > Best regards,
    > Tomasz Janeczko
    > amibroker.com
    > ----- Original Message -----
    > From: "ronbo" <ronbo@...>
    > To: <amibroker@yahoogroups.com>
    > Sent: Thursday, July 06, 2006 12:13 AM
    > Subject: Re: [amibroker] Re: IB stock symbols invalid
    >
    >
    >> it was suggested that i try-- goog-arca-stk, and that does not give an
    >> error, but i still get a backfill error and can not backfill. earlier i
    >> was told to try goog-smart-stk and that did not work. smart i believe
    >> is a combo of any of the "exchanges". beside not doing a backfill, i
    >> would be concerned i would not get total trades and total volume---just
    >> from arca.
    >>
    >> ron
    >>
    >> emp62 wrote:
    >>> me too. I just found out with IB's help that QQQQ-SUPERSOES-STK works. In
    >>> general however the backfill is much slower than it was previously,
    >>>
    >>> Ed
    >>>
    >>>
    >>>
    >>> ----- Original Message -----
    >>> From: "ronbo" <ronbo@...>
    >>> To: <amibroker@yahoogroups.com>
    >>> Sent: Wednesday, July 05, 2006 9:28 PM
    >>> Subject: Re: [amibroker] Re: IB stock symbols invalid
    >>>
    >>>
    >>>> i was on their "technical" Chat this morning with James. he had me try
    >>>> lots of stuff, the Beta API, changing from 858 to 860, etc. we could
    >> snip
     
  12. 问题已解决

    原来我的系统中还是1.63版本的IB.dll在工作,因为i我把1.63版本的IB.dll重命名为IB.163.dll,又拷了新的进去,没想到它还是自动使用旧版本。
    现在只留1.66的就OK了。
    谢谢各位。