Question

Answer

For common symbols, visit: www.linnsoft.com/symbols

In Short...
If you're having problem getting quotes from IB on a future symbol, add these 5 columns to your quotepage (right-click in any column heading and choose "Add Column" from popup list):

If any of them are not correct, simply change them directly in the quotepage, hitting the Enter key after making the change.  If you make any changes, click the start feed button in I/RT (which will cause I/RT to disconnect then reconnect from the feed).  These characteristics of the symbol should be easy to obtain from TWS (see below).  In TWS, you can also right-click on the underlying and choose "Contract Info" to get more details (expiration date, currency, etc).  The expiration date "day" is not important, but the month and year must be accurate.

More Details...
Futures ticker symbols setup in IRT for IB requires that the user know the underlying contract  and the exchange code that IB/TWS uses. It is important that each ticker symbol be setup using the correct security type and exchange. For stocks, IRT has an exchange code of SMART which corresponds to the IB required exchange code for equities. The AUTO (automatic) exchange code, the default, may also be used for stocks and indexes. \fLFor futures and options\f0, use the actual exchange code. In the Setup: Instruments window, the exchange code setup is called the "Override Requested Exchange" setting. Check the box and pick the exchange code you wish to use for the ticker symbol. This setup is located in the Advanced setup area of the Setup: Instruments window. You will have to click on the "Advanced" disclosure triangle in the upper left of the setup window to access the exchange code menu.

For futures traders, IRT has been setup with the database of commonly traded future types, ES, EUR, ER2, etc. The IRT database has information about dozens of futures contract types, including the exchange code used in the TWS/IB system, the alias future type needed for automatic retrieval of historical data from DTN Market Access, the months that the contract type trades, and the "tick value" (point move), and the "Dollar value" of that move, information used in portfolio evaluation and backtesting of those futures contracts. You may view and edit this setup information for any underlying future type by going to Setup: Futures and clicking the Setup button at the upper right. Enter the underlying future type, e.g. ES and you will see that it has GLOBEX as the IB exchange code, it trades Mar, Jun, Sep, and Dec, trades in tick units of .25, each such move worth $12.50. This information is used by IRT to automate the setup of futures ticker symbols.

The recommended method of setting up futures symbols in the IB version of IRT is to use Setup: Futures. For example, issue the Setup: Futures menu command, pick ES as the future type you want, click the checkboxes so that say, Sep and Dec are marked. Then click Add. IRT will add the two contracts to your system, having tickers ESU5 and ESZ5. These IRT instruments will be automatically setup with GLOBEX as the exchange, the expirate dates of the contracts will be filled in automatically, the underlying symbol, ES, will be setup and the download alias ticker symbol will be setup for you, in this case the DTN historical server tickers are @ESU5 and @ESZ5. You can see this tickers in the .Futures quotepage, double click on the ticker and the chart will fill in with data from DTN historical server, if this optional feature is available to you, otherwise IB backfill will be requested.

You may also use Setup: Instruments to add individual futures contracts. This window also makes use of the future setup information in the IRT database to automate the process of enter future contract. When enter the ticker symbol you must follow this conventional format:

XXXXXXXMY

where XXXXXXX is a 1 to 7 letter future class (future type) for the contract in question.

M is a one letter month code, the industry standard future month code, e.g. H for March, N for June, U for Sept and Z for December.

Y is a one digit year code, e.g. 5 for 2005, 6 for 2006, etc.

For example, if you want to follow the September expiration of the 10 Year Bond E-Mini Futures, you need to know that ZH is the underlying contract type and that U is the month code for September, thus when you enter ZHU5 as the ticker symbol and set the security type to future, IRT will automatically fill in the rest of the Setup Instruments window for you (assuming that ZHU5 is not already setup, i.e. it's a brand new ticker symbol). IRT will set the exchange to ECBOT for you, setup the alias ticker for downloading historical data as @YHU5 (the DTN required symbol). Internally, IRT will also setup the new instrument with the contract expiration date and underlying symbol, ZH, so that required data about the ticker symbol for monitoring market data and trading through AutoTrader is ready to do. If your IB data connect is active you see see data flowing for the newly defined symbol as soon as you click the Add button in Setup: Instruments.