When trying to create a custom futures instrument using the quote manager I am running in to a minor oddity.
If I try and create a custom future from 1/1/2013 to present, I am provided a prompt asking that I add a symbol from calendar year 2012. That seems inconsistent. Is this by design? As the backadjuster should stop at calendar date 1/1/2013 I'm trying to understand why expired symbols may be needed.
As I'm moving from data provide TS to IB, unfortunately historical data without another provided is at best limited.
Custom Future Instrument - Backadjusted
-
- Posts: 55
- Joined: 10 Jul 2014
- Has thanked: 10 times
- Been thanked: 18 times
- Henry MultiСharts
- Posts: 9165
- Joined: 25 Aug 2011
- Has thanked: 1264 times
- Been thanked: 2957 times