Loading instruments in a package

IB Contract information center

IB Contract Information Centermisc.interactivebrokers.com

Subscribe to Market Data

Before downloading the tool, make sure you subscribe to Market Data for that market.

Client Portal User Guidewww.interactivebrokers.com

Or like this:

Loading multiple tools

If you plan to work with only a few tools, then one tool can be loaded into the program by following this instruction

Batch loading of instruments into the TSLab

Creating a source file with a list of instruments

Create a .csv file. The file name can be anything. We recommend choosing a name in such a way that you understand which market is in the file. There can be multiple markets in a file. The file must contain lines like: TYPE;TICKER;NAMESERVER

For example: CASH;EUR;IDEALPRO STK;AAPL;SMART STK;BABA;NYSE

In this example, the character ";" is the separator between columns. This is a request for three different tickers from different servers.

• For the first one, TWS will issue the entire list of all instruments on the EUR ticker from the broker's Forex market.

• For the second Apple share from the liquidity server of the broker Smart, the NYSE exchange.

• For the third share of Alibaba directly from the NYSE

How to find out which instrument should be requested from which server?

The availability of the instrument on a particular server is determined by the broker and/or exchange. Use the link to form your own lists of instruments and determine if the instrument belongs to Exchange:

404 Page Not Found | Interactive Brokerswww.interactivebrokers.co.uk

Creating a ready-made file with a list of instruments for loading into TSLab

Download and extract the IBUtils.zip program to any place on your hard disk, for example, to a folder on your desktop.

675KB

IBUtils.zip

archive

Open

1. IBUtils requires an active TWS connection.

2. Put the prepared source file with the necessary instruments in .csv format into the in folder. You can upload multiple files.

3. Run the IBUtils program by double-clicking the left mouse button

4. When the IBUtils program is running, errors in the search for an instrument or market are displayed in the program window. Modify the original file if necessary.

5. After finishing work, the finished file for the TSLab program is located in the out folder.

6. Copy the Actives.xml file to the VendorNameData folder For example: C:\Users...\AppData\Local\TSLab 2.0\XXXData where XXXData is the name of your IB data provider in the program

7. Reload the program.

Below are examples of source files.

The finished file for the TSLab program according to all the examples below from the Exchange section can be downloaded here:

413KB

Actives.zip

archive

Open

Unzip the file, put it in a folder C:\Users...\AppData\Local\TSLab\TSLab2.0\XXXData

Run the program.

Security's type

• STK - stock (or ETF)

• OPT - option

• FUT - future

• IND - index (for many instruments of this type, the broker writes No Data)

• FOP - futures option

• CASH - forex pair

• BAG - combo

• WAR - warrant

• BOND - bond

• CMDTY - commodity

• NEWS - news

• FUND - mutual fund

BDNS - broker does not support

Exchange

Examples of source files required for batch loading of instruments in TSLab

CME

	FUT	IND
ECBOT	ECBOT_FUT.csv	ECBOT_Indices.csv
CFE	CFE_FUT.csv
GLOBEX	GLOBEX_FUT.csv
NYBOT		NYBOT_Indices.csv
CMECRYPTO	CMECRYPTO_FUT.csv

OneChicago

	FUT	IND
ONE	ONE_FUT.csv	ONE_IND.csv

Chicago St Exch

	STK
CHX	CHX_ETF.csv

ICE

	FUT
ICEUS	ICEUS_FUT.csv
NYBOT	NYBOT_FUT.csv
ICECRYPTO	ICECRYPTO_FUT.csv

IBFXCFD

	CASH
IDEALPRO	IDEALPRO_CASH.csv

NYMEX

	FUT	IND
NYMEX	NYMEX_FUT.csv	NYMEX_IND.csv

NYSE

	STK	FUT	IND
NYSELIFFE		NYSELIFFE_FUT.csv	NYSELIFFE_IND.csv
NYSE	STK.NYSE.csv

Small Exch

	FUT
SMFE	SMFE_FUT.csv

Montreal Exch

	FUT	IND
CDE	CDE_FUT.csv	CDE_IND.csv

MEXDER

	FUT
MEXDER	MEXDER_FUT.csv

NASDAQ

	STK
SMART	STK.NASDAQ.csv

AMEX

	STK
AMEX	STK.AMEX.csv

Moscow exch

	STK	FUT
Moscow exch	MOEX.csv	BDNS

NA

	STK
SMART	STK.NA.csv