Creating custom futures

Hello everyone,

I have 10-year historical data of a future taken from a broker I no longer have access.
The data are from 2010 to 2020 and would like to attach the 2020-today period (with data taken from IB) by creating a custom future.

I know how to create a custom future by assembling the different expired contracts but do not know how to do it when you have 10 years of data in a single .txt file.

Thanks in advance for any help

Hello Leo,

If you have historical data in a txt file you can just import it in the IB symbol using ASCII Import.
You can do it in QuoteManager->right-click the symbol->Import Data->ASCII.
For more info please see this page.