Can anyone confirm if this is possible. I am trying to use the dataloader with a custom future but am getting a symbol not found exception.
Thanks.
DataLoader and Custom Futures
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Re: DataLoader and Custom Futures
Hello davewolfs,
Unfortunately that is not possible to use Custom Futures with DataLoader.
Unfortunately that is not possible to use Custom Futures with DataLoader.
Re: DataLoader and Custom Futures
I've had to implement custom rollover myself using DataLoader since MC Portfolio does not support:
1. Bar Magnification
2. More than 10 instruments (seems like UI limitation not technical)
It's unfortunate as the above 2 really make a use case for HAVING to use the DataLoader. It's obviously not ideal to have to implement contract rolllover when internally MC supports this. If the above 2 items can't be fixed than this functionality definitely should be added to the DataLoader.
1. Bar Magnification
2. More than 10 instruments (seems like UI limitation not technical)
It's unfortunate as the above 2 really make a use case for HAVING to use the DataLoader. It's obviously not ideal to have to implement contract rolllover when internally MC supports this. If the above 2 items can't be fixed than this functionality definitely should be added to the DataLoader.
Re: DataLoader and Custom Futures
I know this isn't what you are asking but maybe even this would help.
.....expose access to contract rollover functions through the API. They already have all the rules coded, but we cannot access it. I have had need to determine if today was a rollover day and like you, had to tediously implement it manually on a per instrument basis.
With all my best,
MK
.....expose access to contract rollover functions through the API. They already have all the rules coded, but we cannot access it. I have had need to determine if today was a rollover day and like you, had to tediously implement it manually on a per instrument basis.
With all my best,
MK