Problem with custom future (back adjusted contracts)  [SOLVED]

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chosenek
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Problem with custom future (back adjusted contracts)

Postby chosenek » 11 Mar 2015

Hi,
I am struggling with custom futures. I have created one for TFE (e-mini Russel 2000) but I am not able to get it working.

Attaching two pictures. One shows the configuration of custom future, the otherone shows the warning.

Actually I am able to see the data but only for like 30 days back (1 minute data).

I would appreciate any advice.

Thank you,
Petr
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settings.jpg
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MidKnight
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Re: Problem with custom future (back adjusted contracts)

Postby MidKnight » 11 Mar 2015

Hi there,

To the bets of my knowledge (and I may be wrong) MC.net custom futures builds the symbol from your local database. It won't go and add in historical contracts that are not currently in your database. You need to manually add each historical contract and collect their respective backfill to get your custom future symbol to load the historical data. You are getting the warning for M because you have not yet added M5 to your symbols in the quotemanager - this is normal and won't affect your custom futures symbol until you start getting near in time to the rollover date.

With kind regards,
MK
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chosenek
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Re: Problem with custom future (back adjusted contracts)

Postby chosenek » 12 Mar 2015

Thank you.
Adding required contracts (+- a year) to Quote Manager really helped. Now I get no warnings.

But my main problem, also the reason why I have started with custom future, remained.

I am not able to load more than ~30 days of historical data from CQG, although a years should be available.
It does not matter if I try to get a time range from 45 days ago - 15 days ago. I always get only last 30 days from todays date. (see attached Picture)

Interesting thing is that with my Live account (comparing to CQG demo one), the number of days is actually a bit larger, around 42 days. But that's all I am able retrieve.

Any advice?

Petr
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instrument config.jpg
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Re: Problem with custom future (back adjusted contracts)

Postby JoshM » 15 Mar 2015

chosenek wrote:I am not able to load more than ~30 days of historical data from CQG, although a years should be available.
It does not matter if I try to get a time range from 45 days ago - 15 days ago. I always get only last 30 days from todays date. (see attached Picture)

Interesting thing is that with my Live account (comparing to CQG demo one), the number of days is actually a bit larger, around 42 days. But that's all I am able retrieve.

Have you tried downloading the historical data for each contract separately (so without plotting the custom future)?

I don't use CQG myself - perhaps it doesn't have years of historical data for instruments that have already expired?

chosenek
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Re: Problem with custom future (back adjusted contracts)

Postby chosenek » 15 Mar 2015

If I select already expired contract then I cant see any data at all. CQG confirmed that they provide data for expired contracts so its either a Multichart issue or setting of my account at Amp.

Anyone has expirenced this?

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Re: Problem with custom future (back adjusted contracts)

Postby MidKnight » 15 Mar 2015

And I can assume when you are trying to backfill an expired contract that you have also adjusted the date range to suit the contract? I can see zero data coming for expired contracts if did not manually specify the date range....

With kind regards,
MK

chosenek
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Re: Problem with custom future (back adjusted contracts)

Postby chosenek » 16 Mar 2015

HI,
exactly.

I will rather put here screenshot in case I do something wrong. I selected e-mini russel 2000 Instrument that expired on 19th of December 2014. As you can see I want to get 500 (I know its too much, but at least some of them should be visible) days of historical data from 19.12.2014. I am not able to see any data at all :(

I becoming quite dissapointed about this issue.
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MidKnight
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Re: Problem with custom future (back adjusted contracts)

Postby MidKnight » 16 Mar 2015

Have you tried the same data request with 1 minute data?

chosenek
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Re: Problem with custom future (back adjusted contracts)

Postby chosenek » 16 Mar 2015

Yes I have. Exactly same result.

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Re: Problem with custom future (back adjusted contracts)

Postby wzero » 16 Mar 2015

I have the exact same problem with custom futures for CQG/AMP data source (only see few bars). While the custom futures for IB data source work well.

chosenek
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Re: Problem with custom future (back adjusted contracts)

Postby chosenek » 18 Mar 2015

I got confirmation from Amp that the problem lies at MC/CQG server.

Can anyone from Multichart support give us an update on this issue?

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Re: Problem with custom future (back adjusted contracts)

Postby Henry MultiСharts » 18 Mar 2015

Hello chosenek,

In MultiCharts please go to File tab->Preferences->Data server mode;
Make sure you are in online mode, "download missing historical data" is enabled.
After that is done - reload your chart ( Ctlr+R ).

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Re: Problem with custom future (back adjusted contracts)

Postby wzero » 18 Mar 2015

This option is always enabled. Didn't help.

chosenek
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Re: Problem with custom future (back adjusted contracts)

Postby chosenek » 18 Mar 2015

As wzero confirmed earlier, he got no problem with Interactive Broker data feed, only with CQG.

It does no appear to me as a configuration problem.

this issue has been confirmed by AMP.

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Re: Problem with custom future (back adjusted contracts)

Postby Henry MultiСharts » 19 Mar 2015

There are no outstanding issues with Custom Futures at the moment. Please come to our live chat Monday-Friday 6:30 am - 1 pm EST to demonstrate this behavior remotely. We will do our best to help you.

chosenek
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Re: Problem with custom future (back adjusted contracts)  [SOLVED]

Postby chosenek » 19 Mar 2015

Its not custom future related. There was a problem in MC.net - CQG connection.

Good news is that the newest version of MC.net fixes this problem (build 10906). Its available at:
http://platformdownloads.com/download-center.html

I got this info from Amp support today.

its fixed.

Br,
Petr


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