- ago
This is helpful. I think I have the "strategy" triggers put together now.

Now I can't locate in which data set I can connect to for /ES (S&P Futures symbol).

I use Interactive Brokers and I've got TWS open in the background but I can't tell how to pull in the /ES data from there either.

Where can I pull in /ES data from?

Thanks!





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- ago
#1
You should set up the IB provider first. It's documented in the Help.
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- ago
#2
Ok, I've set up Interactive Brokers as my data source and entered a few symbols.

Still, I can't seem to get any data flowing in yet.
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- ago
#3
Specifically, I when I search "/ES" nothing comes up. I think some platforms recognize futures differently so I tried entering all known variations of the popular S&P E Mini Futures which are:

/ES
ESM23
ESM2023

but none seem to be recognized. Any ideas?
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- ago
#4
https://www.wealth-lab.com/Discussion/IB-Continuous-Futures-Symbols-9483
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Cone8
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- ago
#5
ESM23 will absolutely work if you have the Permissions for it.

For more info, Help (F1) > Extensions > Interactive Brokers
Mainly, you need to be aware that if you request a large amount of intraday data, you'll have to be VERY patient for it
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- ago
#6
Ah, yes. I see that permissions issue in the data stream logs.

So I just talked to IB and the want to charge me $128/mo for CME real-time data.

Is there a way to get real-time CME data from a built-in provider (but still execute the ESM23 trades in my IB account?
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Cone8
 ( 23.56% )
- ago
#7
$128 must be "Pro" fees? That's only a 2 1/2 handle trade ;)

You can certainly use any other provider for the data, but you'll pay for it elsewhere too.

For the best streaming and historical data experience IQFeed is the way too. See this for the current set of data options -
https://www.wealth-lab.com/blog/wealthlab-data-providers
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- ago
#8
Ok, I've purchased the IB real-time data for CME and restarted my computer and re-launched the applications.

Still, It doesn't look like the software can find ESM23

Any ideas why?

Thanks!

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Cone8
 ( 23.56% )
- ago
#9
Try it with your live account. There's a switch somewhere in the IB's Account Settings that you need to flip in order for the paper account to have access.

To reconnect, close WealthLab, start TWS with your live account, and then connect WealthLab.

Also, the last error seems to indicate that you're running TWS from a different IP. You need to connect WealthLab to only 1 instance of TWS that's connected to your account.
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- ago
#10
Great. That worked.

I'm getting the streaming data live now from IB :)
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