how to change expiration date for futures linked to IB  [SOLVED]

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alko
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how to change expiration date for futures linked to IB

Postby alko » 15 Mar 2017

Hi all,

Today i have stumbled across a problem - VXH7 futures data sourced from IB has expiration date 03/14/2017, while it should be 03/22/2017. Thus, continuous vix futures was rolled while it should not have been. How can i change the expiration date for this future (it appears that i cannot do it in edit symbol as date there cannot be changed)?

THANK YOU

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TJ
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Re: how to change expiration date for futures linked to IB

Postby TJ » 15 Mar 2017

Hi all,

Today i have stumbled across a problem - VXH7 futures data sourced from IB has expiration date 03/14/2017, while it should be 03/22/2017. Thus, continuous vix futures was rolled while it should not have been. How can i change the expiration date for this future (it appears that i cannot do it in edit symbol as date there cannot be changed)?

THANK YOU

What is your MC version?

alko
Posts: 23
Joined: 01 Sep 2016

Re: how to change expiration date for futures linked to IB

Postby alko » 15 Mar 2017

MultiCharts64 Version 9.1 Release (Build 12587)
I have not upgraded to 10, is this issue resolved there?

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Angelina MultiСharts
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Re: how to change expiration date for futures linked to IB  [SOLVED]

Postby Angelina MultiСharts » 16 Mar 2017

The issue was resolved by adding a custom Expiration rule: 30DaysBefore3rdFridayNextMonth
It will be included in the upcoming release.


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