Interactive Brokers Continuous Contract

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SP
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Interactive Brokers Continuous Contract

Postby SP » 18 Sep 2015

You could now insert Continuous Contracts into the TWS which updates automatically on rollover.
Is there a possibility to add them into the Quotemanager and DOM ? This would be a great benefit as you dont need to create your own custom futures especially for those rolling over monthly like CAC40, CL, ...

tony
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Re: Interactive Brokers Continuous Contract

Postby tony » 18 Sep 2015

The continuous contract is not a traded instrument. There would be no bid / ask size for example to show.

Edit - just read your post again and realize you likely already know what I just wrote. At first I thought you were talking about trading the continuous contract used for testing, etc, not trading.

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Henry MultiСharts
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Re: Interactive Brokers Continuous Contract

Postby Henry MultiСharts » 22 Sep 2015

Hello SP,

Interactive Brokers API does not provide access to the Continuous Contracts data for third party apps. This functionality is available in the TWS only.

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Re: Interactive Brokers Continuous Contract

Postby SP » 18 Oct 2016

Interactive Brokers has a poll. If you are a IB customer and want this feature please vote
for Continous Future Contracts via API:

https://www.interactivebrokers.com/en/i ... &sid=11157

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Re: Interactive Brokers Continuous Contract

Postby bensat » 18 Oct 2016

@SP

but how do you realize it in the Quotemanager, as recorded data of the IB cont contract would have to be adjusted in the QuoteManager as well after every roll of the contract. Every tick would have to be deleted and recorded again after a roll date. Other way would be to not record any data in the Quotemanager and the data would have to be loaded every time a chart is asking for the data. But I think there is a limitation on the IB side for loading data ... Hmmm, not IB customer at all so your knowledge counts here.

Kind Regards

Ben

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Re: Interactive Brokers Continuous Contract

Postby SP » 18 Oct 2016

bensat,

the data should be the same as you get with the # sign with IQFeed (i.e. QCL# for Crude). These are the continous contracts (rolls to the next contract as is).
You get the same data if you set at the Quotemanager the Back Adjustment Mode to "Difference" for Custom Futures. The advantage is that you dont need to create all these Custom Futures yourself finding the correct settings. It also avoids the error messages we get with some contracts.


I think what you mean are the back-adjusted continous contracts IQFeed also offers ( i.e.QCL#C
for Crude).

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bensat
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Re: Interactive Brokers Continuous Contract

Postby bensat » 18 Oct 2016

@SP

Yes I meant the back-adj. contracts. Ok now I know what you mean. Thank you.

Kind Regards.

Ben


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