rollover - how to do in quotemanager

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ts2mc
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rollover - how to do in quotemanager

Postby ts2mc » 17 Mar 2009

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 ?

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Andrew Kirillov
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Postby Andrew Kirillov » 17 Mar 2009

We are going to create synthetic symbols in MC 6. So you will be able to create spreads and continuous contracts. It will be a single project that will cover 2 different needs.


If you change the description you should be careful. Please ask our helpdesk o ruse our forum search for a tip.

ts2mc
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Joined: 12 Jan 2009
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Postby ts2mc » 17 Mar 2009

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

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Andrew Kirillov
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Postby Andrew Kirillov » 17 Mar 2009

If you use MC 5 Beta 4 and use the following description it works as it should:

<CURRENCY> MMMYY <Root> Futures <LocalSymbol>

USD MAR09 ES Futures ESH9


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