Intraday ASX data into Amibroker

[tradingftw]

Hi

I'm attempting to get intraday ASX data into Amibroker from my interactive brokers feed. I have installed all necessary plugins etc and can easily obtain US data. I am getting an error for any ASX stock I try to backfill - "symbol invalid".

I seem to have the wrong exchange format. Can anyone advise the correct symbology for ASX stocks?

Cheers

 

[sails]

This is the symbol format I use for ASX BHP: bhp-asx-stk-aud

Does that help?

 

[tradingftw]

Thanks.

All good now (apart from the IB bandwidth...).

 

[bullbear39]

Hi

I'm attempting to get intraday ASX data into Amibroker from my interactive brokers feed. I have installed all necessary plugins etc and can easily obtain US data. I am getting an error for any ASX stock I try to backfill - "symbol invalid".

I seem to have the wrong exchange format. Can anyone advise the correct symbology for ASX stocks?

Cheers

Hi tradingftw,
I'm trying to get my IB feed into Amibroker also. Very new to this setup. I see you solved this problem and now have US and ASX data. Could you share how you go about getting that data imported from IB? Thanks in advance.

BB

 

[bullbear39]

Hi tradingftw,
I'm trying to get my IB feed into Amibroker also. Very new to this setup. I see you solved this problem and now have US and ASX data. Could you share how you go about getting that data imported from IB? Thanks in advance.
BB

For anyone wishing to do the same. I found the solution to this.

--- Open TWS (IB/Trader WorkStation) ---
1. Go to > Configure/API/All API Settings...
2. Under 'General' settings at top. Check the box "Enable ActiveX and Socket Clients
3. Under 'Trusted IP Addresses' (bottom of page) click the "create" button and add your local IP (127.0.0.1)
4. Click 'OK' and exit.

--- Open Amibroker ---
1. Go to > File/Database settings...
2. Under 'data source' select "InteractiveBrokers(r) data Plug-in"
3. Click 'OK' and the connection to IB will commence

Data transfer from IB seems painfully slow. I'll keep fiddling to see if there's a quicker way to get it.

Hope this helps