cannot find right symbol for Interactive Brokers

bb2

Hello,

I have been trying my code on the symbol EUR.USD-CASH-IDEALPRO successfully so far. The problem raises when I want to use another symbol with IBStore.

Following is my code:

    cerebro = bt.Cerebro(stdstats=False)
    
    ibstore = bt.stores.IBStore(host='127.0.0.1', port=7496, clientId=35)
    # data = ibstore.getdata(dataname='EUR.USD-CASH-IDEALPRO', fromdate=datetime.datetime(
    data = ibstore.getdata(dataname='ES.USD-FUT-GLOBEX-201806', fromdate=datetime.datetime(
        2018, 4, 1), todate=datetime.datetime(2018, 5, 1), timeframe=bt.TimeFrame.Days, reverse=False)

    cerebro.broker.setcash(10000.0)
    cerebro.broker.setcommission(commission=0.0)

    cerebro.adddata(data)
    cerebro.addstrategy(TestStrategy)

    print('Starting portfolio: %f' % cerebro.broker.getvalue())
    strats = cerebro.run()

    ss = strats[0]

    for each in ss.analyzers:
        each.print()


    cerebro.plot(volume=False, style='candle')
    print('Final portfolio: %f' % cerebro.broker.getvalue())

And I get the error:

Starting portfolio: 10000.000000
Server Version: 76
TWS Time at connection:20180514 15:17:36 Eastern European Time
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
~/Documents/Devel/trade/bt_basic.py in <module>()
    156 
    157     print('Starting portfolio: %f' % cerebro.broker.getvalue())
--> 158     strats = cerebro.run()
    159 
    160     ss = strats[0]

~/.virtualenvs/trade-7uGUPCDQ/lib/python3.6/site-packages/backtrader/cerebro.py in run(self, **kwargs)
   1125             # let's skip process "spawning"
   1126             for iterstrat in iterstrats:
-> 1127                 runstrat = self.runstrategies(iterstrat)
   1128                 self.runstrats.append(runstrat)
   1129                 if self._dooptimize:

~/.virtualenvs/trade-7uGUPCDQ/lib/python3.6/site-packages/backtrader/cerebro.py in runstrategies(self, iterstrat, predata)
   1299 
   1300             for strat in runstrats:
-> 1301                 strat._stop()
   1302 
   1303         self._broker.stop()

~/.virtualenvs/trade-7uGUPCDQ/lib/python3.6/site-packages/backtrader/strategy.py in _stop(self)
    459 
    460     def _stop(self):
--> 461         self.stop()
    462 
    463         for analyzer in itertools.chain(self.analyzers, self._slave_analyzers):

~/Documents/Devel/trade/bt_basic.py in stop(self)
     84 
     85     def stop(self):
---> 86         self.log('(MA Period %2d) Ending Value %.2f' % (self.params.maperiod, self.broker.getvalue()), doprint=True)
     87 
     88     def notify_order(self, order):

~/Documents/Devel/trade/bt_basic.py in log(self, txt, dt, doprint)
     21     def log(self, txt, dt=None, doprint=False):
     22         if self.params.printlog or doprint:
---> 23             dt = dt or self.datas[0].datetime.date(0)
     24             print('%s, %s' % (dt.isoformat(), txt))
     25 

~/.virtualenvs/trade-7uGUPCDQ/lib/python3.6/site-packages/backtrader/linebuffer.py in date(self, ago, tz, naive)
    389 
    390     def date(self, ago=0, tz=None, naive=True):
--> 391         return num2date(self.array[self.idx + ago],
    392                         tz=tz or self._tz, naive=naive).date()
    393 

IndexError: array index out of range

How can I resolve this issue?

backtrader

@eduedix said in cannot find right symbol for Interactive Brokers:

EUR.USD-CASH-IDEALPRO

This is for FOREX where the pair is EUR.USD

@eduedix said in cannot find right symbol for Interactive Brokers:

ES.USD-FUT-GLOBEX-201806

A future is not a forex pair and the currency is specified later, right after the exchange and before the expiration date.. See the reference here: Docs - Interactive Brokers

bb2

Thank you very much for the quick response!

I fixed the symbol name now and the dataname looks like this:
ES-FUT-GLOBEX-USD-201806. I do not receive any error anymore. However, the system stays in the DELAYED status forever. Do you have any idea what might be the problem here?

backtrader

That's usually due to lack of permissions to download real-time data.

bb2

I am doing paper trading only. The delay occurs for EURUSD for only 1-2 seconds though. I also have this problem when I want to work on historical data only (limited with fromdate and todate as parameters to getdata. Do you think this is a permission related issue?