Symbology in Amibroker （感激贴）

动感

前两天可把我难为得够呛，因为找不到正确的future的symbols，Winwise斑竹, 蛇斑竹，SLP, ggsddu, 小猫咪，Ppteam 都给了我很大帮助，万分感谢哈！ :(219): :(219): :(219):

今天终于找到了我想要得东东，河图同的朋友分享一下，希望朋友们不会再象我一样费周折了.  再次感谢热心给我帮助的胡同朋友们

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-CURRENCY

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 or S - stocks, FUT or F- futures, FOP or P - options on futures, OPT or O - options, IND or I - indexes, CASH or C -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. Note that SINGLE LETTER type codes are allowed ONLY in version 1.8.2 and above.

CURRENCY (optional - ONLY plugin version 1.8.1 and above ) - is the currency that given symbol is traded with. The default for STK, FUT, FOP, OPT, IND types is USD (US dollar). The default currency for CASH (forex) is empty.

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:



Again:

ECBOT futures symbols have length of 21 characters with 3 spaces between contract symbol and month name and one space between month and 2 digit year



NOTES ON IB API LIMITATIONS:

1. Backfill is available for REAL IB accounts only (not on demo)

2. Open price is NOT provided by IB. For that reason Open field is empty in real time quote window

3. The data from IB does not include a timestamp on the trades. The current system time is used to timestamp each tick.

4. IB TWS streaming data are NOT tick-by-tick, but rather 0.2-0.3 second snapshots, read this for details: http://www.interactivebrokers.co ... ?file=/2/37364.html

slp

好东东，整理的可够细的，赞一个

天真的冷酷

thanks so much

ggsddu

怎么把IB说得那么差, 俺本来觉得IB是个香饽饽呢

purety

IB trader workstation上面的显示也可以用来填最后一部分，比如ym

Jennyahwu

don't know futures ,b ut still thanks

得意

多谢动感