continuous future contract

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ts2mc
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continuous future contract

Postby ts2mc » 06 Oct 2009

hello,
can we define continuous future contracts for IB (MC 5.5) ?
if yes, how to define for instance gold (zg).

thank you

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Andrew Kirillov
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Postby Andrew Kirillov » 07 Oct 2009

Dear Sir,

Manual contract renaming is the only workaround available at the moment.

We are going to add Continious Futures for IB in 6.0 version.

ts2mc
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Postby ts2mc » 07 Oct 2009

thank you Andrew.

but have a problem here:
i have tried to add october gold ZG (IB ds) to my symbollist.
i did this by lookup . QM found many contracts by detail request
from IB. I selected october contract which is not yet expired.
so far so good.

when loading this symbol in MC, MC lists this symbol but chartwindow
reports "No Symbol" and quote manager reports from IB:
"no security definition...".

ZG has as exchange NYSELIFFE.
This exchange is not listed in you exchange list and unfortunately
exchange list can't be user edit, as far as i know.
it seems - like you can see in chart - that mc or qm makes market
data request with NYSE as exchange instead of NYSELIFFE

this is from logfile:
Data request for ZG OCT 09 NYSE FUT USD 1 Tick Trade [ 10/03/2009 12:06:24 - 10/07/2009 12:06:24 ] (Id= 1000008)


please advise

SUPER
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Postby SUPER » 07 Oct 2009

You can add exchange in your listing. go to QuoteManager > tools>Exchanges & ECN > Add

ts2mc
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Postby ts2mc » 07 Oct 2009

hello,
thank you. i found it.

however, i wasn't able to add NYSELIFFE.
Press Add, doing setup, press Ok.NYSELIFFE not added to list.

SUPER
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Postby SUPER » 07 Oct 2009

Yes, you are correct, I was not able to add it too.....back to drawing board!!

miltonc4
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Postby miltonc4 » 08 Oct 2009

Hi Andrew
The only pain with this ""Manual contract renaming"" is that all the text and notes saved on the charts workspace are lost when the workspace is re opened in the new contract month

Can this be fixed

Thanks
Milton


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