hello guys,
i'd like to collect future data in 1 symbol.
when doing a rollover, i change description and symbol and
expiry in quote-manager. but the result is, that i see connected
"on" but no quotes coming in.
interactivebrokers data. it seems, request fails.
anyone has an idea ?
rollover - how to do in quotemanager
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
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Hello Andrew,
in the concern of IB data,
allow me to repeat (you may already know):
this makes a symbol unique on IB side:
symbol,currency,exchange,expiry,multiplier,strike,right
for STK,FUT,OPT,FOP and CASH,
expiry format: YYYYMMDD
(you can may also make unique requests by the pair localsymbol/exchange)
why this description trouble ? what is the purpose of
symbol root when not this to identify a symbol in your database -
regardless what request behind..?
normally it should be possible just to change the expiry in order to
get data of new contract for the same QM symbol.
symbol root <-> any data
MC is very good,many poeples hope in the trader world, but some features (key features) are solved very unlucky
in the concern of IB data,
allow me to repeat (you may already know):
this makes a symbol unique on IB side:
symbol,currency,exchange,expiry,multiplier,strike,right
for STK,FUT,OPT,FOP and CASH,
expiry format: YYYYMMDD
(you can may also make unique requests by the pair localsymbol/exchange)
why this description trouble ? what is the purpose of
symbol root when not this to identify a symbol in your database -
regardless what request behind..?
normally it should be possible just to change the expiry in order to
get data of new contract for the same QM symbol.
symbol root <-> any data
MC is very good,many poeples hope in the trader world, but some features (key features) are solved very unlucky
- Andrew Kirillov
- Posts: 1589
- Joined: 28 Jul 2005
- Has thanked: 2 times
- Been thanked: 31 times
- Contact: