Continuous Contracts and IB  [SOLVED]

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familytrading
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Continuous Contracts and IB

Postby familytrading » 27 Feb 2017

Hi:

I am closing down my TS Account at the end of the month and I have downloaded all the historical data that I need in 1M formats for the instruments that I use. I have an active IB account so I can get the new data easily enough.

The data in TS is for a continuous contract using there @ESH17 symbol and is stored in ASCII format (text).

Is there a way in MC to use the TS ASCII contracts for 1M and add the newer data from IB as it occurs. I want to make sure I have this continuous contract going into the future.

So now, on Thursday of next week, March 8 I will switch the IB to the June 17 account.

Can I just add this to the ASCII file or will MC automatically do this?

Thanks for your support

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TJ
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Re: Continuous Contracts and IB  [SOLVED]

Postby TJ » 28 Feb 2017

Hi:

I am closing down my TS Account at the end of the month and I have downloaded all the historical data that I need in 1M formats for the instruments that I use. I have an active IB account so I can get the new data easily enough.

The data in TS is for a continuous contract using there @ESH17 symbol and is stored in ASCII format (text).

Is there a way in MC to use the TS ASCII contracts for 1M and add the newer data from IB as it occurs. I want to make sure I have this continuous contract going into the future.

So now, on Thursday of next week, March 8 I will switch the IB to the June 17 account.

Can I just add this to the ASCII file or will MC automatically do this?

Thanks for your support

You should save the individual contract data in its original form for each individual contracts.

MC creates the continuous contracts on-the-fly from the original data.
MC does not save the adjusted prices into a database.
Your saved ASCII file of adjusted prices of the continuous contract has no value to MC; it is not useable.

familytrading
Posts: 33
Joined: 24 Sep 2009
Location: Monterey, CA
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Re: Continuous Contracts and IB

Postby familytrading » 28 Feb 2017

Thanks for the info


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