Symbology of Interactive Brokers .NET Data Source Plug-In

SYMBOL FORMAT

symbol[-exchange[-security type[-currency[:data specifier]]]]

symbol

TWS ticker symbol in symbol mode. Right click on the TWS page, select Contract Dispaly Mode menu, select Symbol Mode menu.

Some symbol includes spaces. Spaces must be retained. E.g.: "YM SEP 11". Must include all 4 spaces!

exchange

See IB site. E.g.: SMART, NASDAQ, NYSE, IDEALPRO, IDEAL, etc.

security Type

STK = Stock, OPT = Option, FUT = Future, IND = Index, FOP = FutureOption, CASH = Cash, BAG = Bag, BOND = Bond

currency

use 3 letter currency specifiers. E.g.: USD, EUR, AUD, etc.

data specifier

A = Ask, B = Bid, BA = Bid and Ask, T = Trades, M = Midpoint

Default values used for missing parts

exchange: SMART

security type: STK

currency: USD

data specifier: MIDPOINT for CASH; TRADES for all other

SYMBOL SAMPLES

--- FOREX ---

EUR.USD-IDEALPRO-CASH:M

EUR.USD-IDEALPRO-CASH

--- STOCK ---

MSFT-SMART-STK-USD:T

MSFT-SMART-STK-USD

MSFT-SMART

MSFT

--- INDEX ---

INDU-NYSE-IND-USD

INDU-NYSE-IND

--- OPTION ---

MSFT 110319C00030000-SMART-OPT-USD

MSFT 110319C00030000-SMART-OPT

--- FUTURES ---

YM SEP 11-ECBOT-FUT-USD

YM SEP 11-ECBOT-FUT