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Security Definitions for ICE products
http://www.smartquant.com/forums/viewtopic.php?f=49&t=10701
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Author:  azuric [ Wed Mar 26, 2014 1:36 pm ]
Post subject:  Security Definitions for ICE products

Hi can you check what i need to write in the symbol field for ICE products:

Exchange: ICE_IPE
Name: IPE e-Brent May14
Contract: IPE e-Brent May14
Contract Alias: IPE e-Brent May14
Product Type: FUTURE
Market: ICE_IPE
SeriesKey: 219697

I have literally tried everything that I can think of but to no avail.

Can you please advise.

Author:  Dr. Anton Fokin [ Wed Mar 26, 2014 10:10 pm ]
Post subject:  Re: Security Definitions for ICE products

Have you tried to download security definitions from TT as shown in this video? http://www.smartquant.com/products/open ... t_fix.html

Author:  azuric [ Thu Mar 27, 2014 5:33 pm ]
Post subject:  Re: Security Definitions for ICE products

I am using TT API. With TT Fix it is working fine:

Symbol: IPE e-Brent May14
Product Type: Futures
Exchange: ICE_IPE
Currency: USD

See the attachment.

I think it must be a problem with the TT API. I am using all the same settings and it is fine. Also I have checked that there are no other problems with it by using Excel etc to link into it.

Can you guys have a look and see if there is a fix for it?

Author:  Dr. Anton Fokin [ Thu Mar 27, 2014 9:43 pm ]
Post subject:  Re: Security Definitions for ICE products

Hi,

I think we've already discussed TT API issue. Although TT API plugin has passed TT conformance test and is still working, it's quite outdated. Moreover TT released a brand new version of their API recently, which means that we have to rewrite the plugin almost from scratch and then pass the conformance test again. This project is on our todo list but it has normal priority and we have no idea when we will have time to do it (taking into account that we are working on OpenQuant 2014 and new QuantController product). If you want to speed up this development, we can try to find additional resources and do this project under dedicated support terms.

Regards,
Anton

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