Interactive Brokers Symbol Guide
Introduction
This page describes the IB symbol formats used by WinTrend. It has examples and lists some common symbols. All symbols other than simple stock symbols for IB require special formatting. If you enter an incorrect symbol, then you will receive this message in the message log: Data feed message: symbol is unknown or improperly formatted or Data feed message: no security definition has been found for the request.
You can go to the
IB symbols page to look up the symbol and exchange (if necessary) to use in the symbol formats described on this page. The symbol you will use in WinTrend to access IB data consists of the symbol of the instrument you want plus the exchange code and some other information. All of this together makes up a complete symbol. Other than for stock symbols, the exchange and other information needs to be specified.
Note: One reason you may receive a symbol error is because your IB account may not be enabled for the symbol you are using. You will need to contact IB to have your account enabled for the particular exchanges you need data for.
List of IB Symbol Formats
1. Stock Format
2. Futures Format
3. Index Format
4. Option Format
5. Futures Options Format
6. Currency Pair Format Example
1. Stock Format
[stock
symbol] |
Example: | IBM (Stock
IBM) |
Note: | When you
use a stock symbol without an exchange, the exchange is set to SMART. For
example using the symbol IBM is equivalent to IBM-S-SMART. |
Stocks With Specified Exchange Example
General
Format: | [stock
symbol]-S-[exchange] |
Example: | DTE-S-IBIS
( "deutsche Telekom" stock on the IBIS.) |
Note: | The
letter S stands for stock. |
2. Futures Format
Futures Format 1 Example
General
Format: | [underlying
symbol]-[4 digit year 2 digit month]-[exchange] |
Example: | ES-200309-GLOBEX
(mini S&P futures for September (09) 2003 on the Globex) |
Note: | ES is the
underlying symbol for the S&P mini futures. If you do not receive data using
this format, use format 2 shown below instead. |
Futures Format 2 Example
General
Format: | [futures
symbol]-FUT-[exchange] |
Example: | ESU3-FUT-GLOBEX
(mini S&P futures for September 2003 on the Globex) |
Note: | ES is the
underlying symbol for the S&P mini futures. The letter U specifies the month of
September. The number 3 specifies the year. The underlying symbols for futures
can be looked up on the
IB web site. |
Examples:
Symbol | Description |
YM-200512-ECBOT | Mini Dow
Futures for December 2005 on the ECBOT |
TFZ8-FUT-NYBOT | Russel
Futures for December 2008 on the NYBOT |
ES-200506-GLOBEX | Mini S&P
Futures for June 2005 on the GLOBEX |
EUR-200506-GLOBEX | EUR
Futures for June 2005 on the GLOBEX |
NQ-200506-GLOBEX | Mini
NASDAQ Futures for June 2005 on the GLOBEX |
QM-200506-NYMEX | Mini Oil
Futures for June 2005 on the NYMEX |
HSI-200505-HKFE | Hang Seng
stock index for May 2005 on the Hong Kong Futures Exchange |
DAX-200703-DTB | DAX
Futures for March 2007 on the DTB |
3. Index Format
General
Format: | [symbol]-I-[exchange] |
Example: | DAX-I-DTB
(the DAX index on the DTB exchange) |
Example: | DAX-IND-DTB
(the DAX index on the DTB exchange) |
Note: | The
letter I stands for index. This is the format for INDEXES. You need to know the
exchange it's on. IND can also be used instead of I. |
Examples:
Symbol | Description |
INDU-I-NYSE | U.S. Dow
Jones index on the New York Stock Exchange. |
TICK-NYSE-I-NYSE | NYSE Tick
index. |
TRIN-NYSE-I-NYSE | NYSE Trin
index. |
TICK-NASD-I-NASDAQ | Nasdaq
Tick index. |
TRIN-NASD-I-NASDAQ | Nasdaq
Trin index. |
OEX-I-CBOE | OEX
index. |
SPX-I-CBOE | S&P 500
index. |
COMP-I-NASDAQ | Nasdaq
Composite index. |
RUT-I-CBOE | The
Russel index. |
DAX-I-DTB | The Dax
index. |
VIX-I-CBOE | S&P
volatility index. |
AD-NYSE-I-NYSE | Advancing
Issues minus Declining Issues. No History is available. |
4. Option Format
General
Format: | [option
symbol]-OPT-[Exchange] |
Example: | OEXAA-OPT-CBOE
(OEX option on the CBOE) |
5. Futures Options Format
Futures Options Format 1 Example
General
Format: | [Root
Symbol]-FOP-[Expiration]-[Strike]-[Call or Put]-[Exchange] |
Example: | ZN-FOP-200612-107-P-ECBOT |
Futures Options Format 2 Example
General
Format: | [option
symbol]-FOP-[Exchange] |
Example: | ESN4
P1020-FOP-GLOBEX (July 1020 Put for the mini S&P 500 traded on Globex) |
Note: | FOP
stands for Futures Option. There is a space between the 4 and the P in this
symbol. |
6. Currency Pair Format Example
General
Format: | [Currency
pair symbol]-CASH-IDEALPRO |
Example: | EUR.USD-CASH-IDEALPRO |