LSEETF Exchange

Technical Help
#1

I am trying to download ETF data for LSE. I added LSE to the exchanges on my account page. However, in TWS there are two different exchanges listed for ETFs. For some the exchange is listed as LSE, others it's listed as LSEETF.

I was able to download data for an ETF which is on the LSE exchange, for example ticker: XGLF. However, for ETFs listed with LSEETF as the exchange, quantrocket filters them out because it says I do not have permission for that exchange. This happened with ticker: EIMI, conid: 153454131.

I don't see LSEETF listed on the exchanges tab, in fact it isn't even listed on the IB exchanges listing site. I think LSE and LSEETF are the same exchange but IB denotes them differently I don't know why.

How can I either add LSEETF as an exchange or download the data using the LSE subscription I have?

#2

Thanks for pointing this out. Because LSEETF is missing from the IB website navigation, it is something of a hidden exchange to QuantRocket. It's now been added as a choice on the exchange tab.

Exchange timezones are provided by QuantRocket rather than IB, so whenever a new exchange is added (or in this case discovered) the master service needs to know about the timezone for the new exchange. The LSEETF timezone will be included in the next quantrocket/master release but in the meantime you can manually add the timezone by running this command (in your OS terminal/PowerShell, not the JupyterLab terminal):

docker exec quantrocket_db_1 sqlite3 /var/lib/quantrocket/quantrocket.master.main.sqlite 'insert into timezone (Exchange,Timezone) VALUES ("LSEETF","Europe/London")'
#3

Thanks for the quick reply and quick fix!

#4

When I run the command it throws an error saying: "Error: no such column: LSEETF".

However, I switched the ' and " and it worked. So the command I used was:

docker exec quantrocket_db_1 sqlite3 /var/lib/quantrocket/quantrocket.master.main.sqlite "insert into timezone (Exchange,Timezone) VALUES ('LSEETF','Europe/London')"

In case anyone has the same issues.