To: All Third-party vendors that connect to IB TWS via the API
As you are most likely already aware, CME is changing their market data fee structure which will dramatically increase market data fees for “black-box” users of market data. This affects market data on CME, GLOBEX, NYMEX, and ECBOT.
To avoid these fees, third-party API applications will be required to identify themselves as such to TWS with a new authentication procedure. Furthermore, when making requests for CME market data, the application must identify the purpose of the request as “black box” (i.e. for trading analysis) or “display only.”
This is just a heads-up of what’s coming. More information will be sent in the upcoming days and weeks.
Hi Larry,
ES switched over to CME today, 20221214, and so data access to BT was lost for ES. Could not modify your window for ES exchange from COMEX to CME, or delete that symbol and make a new one for ES, so I added a hopefully internal “symbol” called “ES CME” with CME as exchange. This recorded but failed to pull in data also.
Can you help?
Updated – https://www.bracket-trader.com/blog/?p=406
Hello,
I’m a registered members
Since today BT does not work with MES anymore.
IB changed Globex to CME, and CME is not in the exchangelist of BT