Premiumdate symbol errors

[DanielBaeumler]

I recently noticed some symbol errors coming out of AB/Premiumdata (e.g. BF.B should be BF B or FCE.A should be FCE A).

I notice the symbol error after the API has reported an upload error (US MOC system). So far, my work around has been to either delete all other orders again one by one (40 orders) and repeat the API upload with the corrected symbol or to leave all open orders and to reenter the corrected symbol manually. This obviously requires me to monitor the closing because the API is not covering the manually uploaded security. Both ways are rather cumbersome.

Now, I check the symbols upfront and correct them if required. In any case, it’s not a good solution.

Has anybody come across the same issue?
Any ideas for a faster work around?

Cheers. Daniel

[JulianCohen]

Put the symbols as you come across them in a watchlist like we do with the 5_cent shares. Then you can write code that alters the name

In this DDE code IB_SHITE is the name of the watchlist

Code:

//DDE template example based on fixed % position sizing
//BuyLim = Buy Limit price
//LESetUp = setup bar after excess signals are dealt with – e.g. LESetup = (IIf(LBIT==0 OR Sell==1,BuySetUp,0));

AccountBalance = Param(“Account Balance”,800000,1,5000000,1);
PercentRisk = Param(“Explorer: % Equity”,10,1,100,0.01);
NumOfShares = round((AccountBalance*PercentRisk/100)/BuyLim);

SetOption(“NoDefaultColumns”,True);
Filter = LESetup;

Width = 65;
Width1 = 75;
if(Status(“action”)==4)
{
SetSortColumns(1);
}
If(inwatchlistname(“IB_SHITE”) )
{
AddTextColumn(WriteIf(LESetup,”” + StrReplace(Name(),”.”,” “),””),”Symbol”,1.3,29,55,90);
}
else
{
AddTextColumn(WriteIf(LESetup,”” + Name(),””),”Symbol”,1.3,29,55,90);
}

AddTextColumn(WriteIf(LESetup,”STK”,””),”Type”,1.3,29,55,80);
AddTextColumn(WriteIf(LESetup,””,””),”Expiry”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Strike”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”P/C”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Multiplier”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Trading Class”,1.3,29,55,Width);
/* Corrections for Batch Trader Unack error */
AddTextColumn(WriteIf(LESetup,WriteIf(inwatchlistname(“ISLAND”),”ISLAND”,”SMART”),””),”Exchange”,1.3,29,55,80);
AddTextColumn(WriteIf(LESetup,””,””),”Primary Exchange”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,”USD”,””),”Currency”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Comb Legs”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Leave This Empty”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,”BUY”,””),”Action”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””+NumOfShares,””),”Quantity”,1.0,29,55,Width);
AddTextColumn(WriteIf(LESetup,”LMT”,””),”Order Type”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””+BuyLim,””),”Lmt Price”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Aux Price”,1.3,29,55,Width);
AddTextColumn(WriteIf(LESetup,””,””),”Ctrl”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Id”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Status”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Filled”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Remaining”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Ave Fill Price”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Last Fill Price”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,””,””),”Parent Id”,1.3,29,55,Width1);
AddTextColumn(WriteIf(LESetup,”DAY”,””),”Time in Force”,1.3,29,55,Width1);

//=================================================================================

[DanielBaeumler]

Thank’s Julian.
I’ll give it a try. What is the 5_cent shares list?

[JulianCohen]

Shares that only trade in multiples of .05 instead of .01

If you trade Russell 1000 there are a few and if you trade Russell 3000 there are a lot

[DanielBaeumler]

My US MOC system is running on Russel 1000. Just came across OLED. I believe this one would go into the 5ct bucket. Is there a way of identifying those symbols or just going by try and error?
Cheers

[Nick Radge]

Why not do a google search…you’ll find a full list.

Try: SEC Tick Size Pilot Program

[Author]

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