Gold Custom Futures - IB data

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Nevik
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Gold Custom Futures - IB data

Postby Nevik » 13 Feb 2017

Every day now for the past 2 weeks has been roll over day on my GCxx custom futures contract using Interactive broker data.

Message I get is: Real-time data has stopped, I need to re-open my work-space to roll over.

I am using 1 day higher volume as the roll-over condition event. Chart setting is set to Trade Volume.

Using contract months G, J, M, Q, V, Z, and expiration rule - 3BusinessPriorLastDay.

Start date is set to 1/1/2017, end date today's date.

Any help would be appreciated.

Thanks,

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TJ
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Re: Gold Custom Futures - IB data

Postby TJ » 13 Feb 2017

Every day now for the past 2 weeks has been roll over day on my GCxx custom futures contract using Interactive broker data.

Message I get is: Real-time data has stopped, I need to re-open my work-space to roll over.

I am using 1 day higher volume as the roll-over condition event. Chart setting is set to Trade Volume.

Using contract months G, J, M, Q, V, Z, and expiration rule - 3BusinessPriorLastDay.

Start date is set to 1/1/2017, end date today's date.

Any help would be appreciated.

Thanks,

Are you back adjusting your data?

If so, you must re-start the chart so that MultiCharts can calculate the adjustment needed, then it will re-plot your chart with the adjusted back data.

Nevik
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Joined: 20 Dec 2009
Location: Los Angeles, CA
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Re: Gold Custom Futures - IB data

Postby Nevik » 14 Feb 2017

Hi TJ,

Back adjustment mode = No Adjustment.
I guess my question is has anyone ever successfully set-up a continuous Gold futures contract using IB data or any data source for that matter, and if so what settings did they use?

Thanks,


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