Open rektosaure opened 8 months ago
Nirus2000
commented
8 months ago Hello @arnishow Thank you for reporting the issue. However, we need a complete *.xml file with all content. So a complete one, with please a few transactions and all existing elements. (FlexQueryResponse, FlexStatements, CashReport, Trades, CashTransactions, InterestAccruals etc.) The personal data must of course be anonymized.
Furthermore, please explain what is to be posted. So example <--> result.
Regards Alex
rektosaure
commented
8 months ago Hi Alex, Here is a sample extract PP.txt
Nirus2000
commented
8 months ago Hello @arnishow Can you explain what that is individually? I don't have an IB and can't do anything with the abbreviations.
What should be posted? (Purchase, sale, fees... I don't know)
Please in an example.
Regards Alex
rektosaure
commented
8 months ago I'm not sure to understand exactly what you need.
After few tests, it looks like commodities (CMDTY) works exactly as stocks (STK) and should be easy to implement by adding ASSETKEY_STOCK = "CMDTY" in IBFlexStatementExtractorResult.
Nirus2000
commented
8 months ago Hello @arnishow I do not have an IB-Flex and I have no experience with FUT or CMDTY.
I need the following information from you:
1. FUT
<Trade accountId="xxx" acctAlias="xxx" model="" currency="EUR" fxRateToBase="1" assetCategory="FUT" subCategory="" symbol="FDXS 20240315 M" description="DAX 15MAR24" conid="638120377" securityID="" securityIDType="" cusip="" isin="" figi="BBG01H30WMN8" listingExchange="EUREX" underlyingConid="825711" underlyingSymbol="DAX" underlyingSecurityID="" underlyingListingExchange="" issuer="" issuerCountryCode="" tradeID="651998678" multiplier="1" relatedTradeID="" strike="" reportDate="20231214" expiry="20240315" dateTime="20231214;092301" putCall="" tradeDate="20231214" principalAdjustFactor="" settleDateTarget="20231215" transactionType="ExchTrade" exchange="EUREX" quantity="-1" tradePrice="17032" tradeMoney="-17032" proceeds="17032" taxes="0" ibCommission="-0.4" ibCommissionCurrency="EUR" netCash="71.6" closePrice="16960" openCloseIndicator="O" notes="" cost="-17031.6" fifoPnlRealized="0" mtmPnl="72" origTradePrice="0" origTradeDate="" origTradeID="" origOrderID="0" origTransactionID="0" buySell="SELL" clearingFirmID="" ibOrderID="551923635" transactionID="2343684056" ibExecID="0002f339.657b0fca.01.01" relatedTransactionID="" brokerageOrderID="" orderReference="" volatilityOrderLink="" exchOrderId="N/A" extExecID="N/A" orderTime="20231214;092301" openDateTime="" holdingPeriodDateTime="" whenRealized="" whenReopened="" levelOfDetail="EXECUTION" changeInPrice="0" changeInQuantity="0" orderType="" traderID="" isAPIOrder="N" accruedInt="0" serialNumber="" deliveryType="" commodityType="" fineness="0.0" weight="0.0" />
Extract me here all information: ISIN, WKN, NAME, TICKER, SHARES, AMOUNT, CURRENCY (Optional Quote feed provider...like Yahoo or others)
2. CMDTY
<Trade accountId="xxx" acctAlias="xxx" model="" currency="USD" fxRateToBase="0.92283" assetCategory="CMDTY" subCategory="" symbol="XAUUSD" description="London Gold" conid="69067924" securityID="" securityIDType="" cusip="" isin="" figi="" listingExchange="" underlyingConid="" underlyingSymbol="" underlyingSecurityID="" underlyingListingExchange="" issuer="" issuerCountryCode="" tradeID="645650244" multiplier="1" relatedTradeID="" strike="" reportDate="20231204" expiry="" dateTime="20231203;182345" putCall="" tradeDate="20231204" principalAdjustFactor="" settleDateTarget="20231206" transactionType="ExchTrade" exchange="UBSFX" quantity="-2" tradePrice="2115.3" tradeMoney="-4230.6" proceeds="4230.6" taxes="0" ibCommission="-1" ibCommissionCurrency="USD" netCash="4229.6" closePrice="2029.41" openCloseIndicator="C" notes="" cost="-3840.62" fifoPnlRealized="388.98" mtmPnl="171.78" origTradePrice="0" origTradeDate="" origTradeID="" origOrderID="0" origTransactionID="0" buySell="SELL" clearingFirmID="" ibOrderID="546728661" transactionID="2316076756" ibExecID="0002f339.656d0e06.01.01" relatedTransactionID="" brokerageOrderID="" orderReference="" volatilityOrderLink="" exchOrderId="N/A" extExecID="N/A" orderTime="20231203;182345" openDateTime="" holdingPeriodDateTime="" whenRealized="" whenReopened="" levelOfDetail="EXECUTION" changeInPrice="0" changeInQuantity="0" orderType="" traderID="" isAPIOrder="N" accruedInt="0" serialNumber="" deliveryType="" commodityType="" fineness="0.0" weight="0.0" />
Extract me here all information: ISIN, WKN, NAME, TICKER, SHARES, AMOUNT, CURRENCY (Optional Quote feed provider...like Yahoo or others)
Regards Alex
rektosaure
commented
8 months ago I took the time to try to understand how PP works with Interactive Brokers and FlexQuery exports.
I noticed that:
Here are the extracts you requested:
FUT: ISIN: n/a WKN: n/a NAME: description="DAX 15MAR24" TICKER: symbol="FDXS 20240315 M" SHARES: quantity="-1" * multiplier="1" AMOUNT: proceeds="17032" + ibCommission="-0.4" CURRENCY: currency="EUR" Quote Feed on Yahoo: ^GDAXI
CMDTY: ISIN: n/a WKN: n/a NAME: description="London Gold" TICKER: symbol="XAUUSD" SHARES: quantity="-2" * multiplier="1" AMOUNT: proceeds="4230.6" + ibCommission="-1" CURRENCY: currency="USD" Quote Feed on Yahoo: ^GC=F
Once again, it seems that the existing setup already works well since commodities "CMDTY" and futures "FUT" are treated the same way as stocks "STK". We could just add them in IBFlexStatementExtractorResult.
However, I haven't fully understood how forex (assetCategory="CASH") trades are processed in PP.
Describe the bug It appears that futures and commodities trades are not being detected by the importer.
In IBFlexStatementExtractor.java, and more specifically in IBFlexStatementExtractorResult, we should find the constants
ASSETKEY_STOCK = "FUT"andASSETKEY_STOCK = "CMDTY"Below is an example of an FQ extract: Future:
Commodity:
To Reproduce Steps to reproduce the behavior:
Expected behavior Future and commodity trades should be imported
Desktop (please complete the following information):