Loading instruments in a package
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Before downloading the tool, make sure you subscribe to Market Data for that market.
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:
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.
IBUtils requires an active TWS connection.
Put the prepared source file with the necessary instruments in .csv format into the in folder. You can upload multiple files.
Run the IBUtils program by double-clicking the left mouse button
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.
After finishing work, the finished file for the TSLab program is located in the out folder.
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
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:
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
OneChicago
Chicago St Exch
ICE
IBFXCFD
NYMEX
NYSE
Small Exch
Montreal Exch
MEXDER
NASDAQ
AMEX
Moscow exch
NA
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