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Z 8/9 subscriptions #473585
07/24/18 20:13
07/24/18 20:13
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
Member
pcz  Offline OP
Member

Joined: May 2016
Posts: 180
Prague
With the new Zorro version I started getting "Requested market data is not subscribed" errors for all assets when trying to trade with IB live even though in the previous versions everything worked fine. I asked Zorro support and they told me to contact IB. Before I do I wanted to ask which subscriptions are necessary in order to run the Z8 / Z9 strategies so I can check first that everything is OK on my side. Can anyone who's able to run the strategies with no errors share list of his or her IB market subscriptions, please?

Re: Z 8/9 subscriptions [Re: pcz] #473592
07/25/18 16:31
07/25/18 16:31
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Z8 and Z9 load prices from free online sources, so AFAIK they need no IB subscription at all. But if you want to load prices from IB, you can find out which subscription you need by opening that asset in the TWS. If it's not subscribed, you'll get a link to the subscription page.

Re: Z 8/9 subscriptions [Re: jcl] #473610
07/26/18 16:02
07/26/18 16:02
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
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pcz  Offline OP
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Joined: May 2016
Posts: 180
Prague
Originally Posted By: jcl
Z8 and Z9 load prices from free online sources, so AFAIK they need no IB subscription at all. But if you want to load prices from IB, you can find out which subscription you need by opening that asset in the TWS. If it's not subscribed, you'll get a link to the subscription page.


Thank you for the info. Indeed when I click Trade button straight away it seems that the prices are downloaded but at the end I get Error 055 anyway:

Code:
...
Download XLP.US.. 3376 bars read
!Requested market data is not subscribed.Error&BEST/STK/Top&BEST/STK/Top XLP-STK--0--SMART--USD
Download XLU.US.. 3376 bars read
!Requested market data is not subscribed.Error&BEST/STK/Top&BEST/STK/Top XLU-STK--0--SMART--USD
Download XLV.US.. 3376 bars read
!Requested market data is not subscribed.Error&BEST/STK/Top&BEST/STK/Top XLV-STK--0--SMART--USD
Error 055: No bars generated
Logout.. ok



When I open the .t6 history file in ZHistoryEditor, the data's there, with daily resolution, going back to 2005 or so. I tried deleting all the history files and downloading them again but nothing changed. I also tried to comment out all the assets in AssetsZ8 except one but I'm still getting the same error. I've read the manual but still the Error 055 is confusing for me in this context.

Re: Z 8/9 subscriptions [Re: pcz] #473619
07/27/18 09:51
07/27/18 09:51
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
We'll check that. It's clear that you get no prices when the data is not subscribed, but it should trade nevertheless. Maybe IB has changed something in their API protocol.

Re: Z 8/9 subscriptions [Re: jcl] #473647
08/01/18 08:12
08/01/18 08:12
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
Member
pcz  Offline OP
Member

Joined: May 2016
Posts: 180
Prague
jcl: Thank you. Also here's a screenshot showing the difference between Zorro versions. Maybe something changed in 1.83 too?


Re: Z 8/9 subscriptions [Re: pcz] #473661
08/02/18 13:54
08/02/18 13:54
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
Member
pcz  Offline OP
Member

Joined: May 2016
Posts: 180
Prague
OK, I found more information on the issue. When trying to enter a trade manually via the web interface I get the following error:
Quote:
The system is unable to complete your request at this time.

After getting this error for some time I tried to switch into QuickTrade interface. Here the system gives more verbose message:
Quote:
ERROR REPORT:
"BUY 1 IVV ARCA" No Trading Permission, Customer Ineligible; Ineligibility reasons: This product is currently unavailable to clients classified as retail clients. Note: Individual clients and entities that are not large institutions
generally are classified as retail clients. There may be other products with similar economic characteristics
that are available for you to trade. See: https://kb.clientam.com/article/3203

It used to work before. It seems that IB stopped many retail clients from trading ETFs. They reply with this message:
Quote:
Unfortunately there is nothing that can be done at the moment. Our legal and compliance team is going through the retail account to see who may be eligible to be set as professional and therefore trade ETFs again.

Is anyone else experiencing the same issue? Is there a way out beside having 500k EUR account balance as they mention in the link: https://kb.clientam.com/article/3203 ?

Re: Z 8/9 subscriptions [Re: pcz] #473665
08/02/18 15:29
08/02/18 15:29
Joined: Feb 2017
Posts: 1,718
Chicago
AndrewAMD Online
Serious User
AndrewAMD  Online
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Joined: Feb 2017
Posts: 1,718
Chicago
It sounds like it is related to the new European PRIIP regulations:
http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=473481#Post473481

Re: Z 8/9 subscriptions [Re: AndrewAMD] #473706
08/07/18 10:20
08/07/18 10:20
Joined: May 2016
Posts: 180
Prague
pcz Offline OP
Member
pcz  Offline OP
Member

Joined: May 2016
Posts: 180
Prague
Originally Posted By: AndrewAMD
It sounds like it is related to the new European PRIIP regulations:
http://www.opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=473481#Post473481

Yes, probably it is. So I see three possible solutions:
1. Become a professional investor with IB
2. Use a different broker which doesn't require KID for the affected ETFs
3. Substitute the banned assets with correlated ones which are available for trading


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