Error building the Custom Future for Eurodollar (Globex)

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danilo
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Error building the Custom Future for Eurodollar (Globex)

Postby danilo » 11 Aug 2010

Hi have some problems in defining the custom future for the Eurodollar quoted non Globex: GE

I'm getting the following errors messages:

Code: Select all

[08/11/2010 21:26:11] Connecting to real-time data for GEM0 GLOBEX FUT USD
[08/11/2010 21:26:12] Connecting to real-time data for GEU0 GLOBEX FUT USD
[08/11/2010 21:26:12] Data request for GEM0 GLOBEX FUT USD 1 Day Trade [ 06/14/2010 23:59:00 - 06/15/2010 23:59:00 ] (Id= 1000094)
[08/11/2010 21:26:12] Connected to real-time data for GEU0 GLOBEX FUT USD
[08/11/2010 21:26:12] TWS error message: Id= 1000094; code= 200; description= The contract description specified for GEM0 is ambiguous;\nyou must specify the multiplier.
[08/11/2010 21:26:15] Data request for GEM0 GLOBEX FUT USD 1 Day Trade [ 06/14/2010 23:59:00 - 06/15/2010 23:59:00 ] (Id= 1000095)
[08/11/2010 21:26:16] TWS error message: Id= 1000095; code= 200; description= The contract description specified for GEM0 is ambiguous;\nyou must specify the multiplier.
[08/11/2010 21:26:29] Disconnecting from real-time data for GEU0 GLOBEX FUT USD
[08/11/2010 21:26:29] Disconnecting from real-time data for GEM0 GLOBEX FUT USD[/size]
I have overriden the default Exchange CME to Globex since are different futures (with different multiplier).

Thanks for any help,

Danilo

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arnie
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Re: Error building the Custom Future for Eurodollar (Globex)

Postby arnie » 11 Aug 2010

Shouldn't you have wrote GE U0 instead of GEU0?


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