Continuous Contract Setup and Issue

MC version: MC.NET 9.0.10761 64bits on Win 7.

I have tried to setup a continuous contract for Hang Seng Index Future using IB as data source (Symbol root is HSI).

Setting as below:

However when I tried to put this contract in the watch list, MC complaints about this:

http://pasteboard.co/2B4I0Ls4.jpg

But I still can see data on the contract:

http://pasteboard.co/2B4ILdDR.jpg (Spot month is HSIJ15, one line below the continuous one).

HSI future traded in Mar/Jun/Sep/Dec + Spot month (e.g. Apr) + Next Month (e.g. May).

I think my setting is correct however I am not sure why MC throws error.

- Do I have to add all the previous contracts say Jan/Feb/Mar/Apr of 2015 to make this work?

Furthermore, let say we resolved this:

1) Can I auto trade using this continuous contract?
2) If (1) is yes, how will the system handle the rollover of the real trade? Does it follow the same rule as the continuous contract setting?
3) Since IB only provide approximately 2 years of historical data for HSI, is it possible for me to load extra historical data into the same continuous contract by ASCII file?

MC version: MC.NET 9.0.10761 64bits on Win 7.

I have tried to setup a continuous contract for Hang Seng Index Future using IB as data source (Symbol root is HSI).
::
- Do I have to add all the previous contracts say Jan/Feb/Mar/Apr of 2015 to make this work?

Continuous contract gets its data from the database in your computer.
You will need ALL the contracts in your computer before you can make a continuous contract.

Thanks TJ.

Then can I auto trade with this continuous future contract? Will system auto rollover i) The market data provide that I have create all the forth coming contract & ii) The position for me?

One more problem:

Since I can only get HSI symbol back to sometime in 2013, if I want to bulk create the symbol prior to 2013. How can I use the import symbol list function to create the contract properly?

Properly means create the contract with correct expiration date and session template. However from this: https://www.multicharts.com/trading-sof ... ymbol_List . I can only import symbol, description, exchange and category which doesn't contact any expiration data and session template.

I want to create the contracts from 1996 to 2013 using some bulk import method so that I can see all the EOD data from 1996 - 2015 on the HSI custom futures. Any clue about this...? Thanks.

MC version: MC.NET 9.0.10761 64bits on Win 7.
I have tried to setup a continuous contract for Hang Seng Index Future using IB as data source (Symbol root is HSI).
Setting as below:
However when I tried to put this contract in the watch list, MC complaints about this:
http://pasteboard.co/2B4I0Ls4.jpg
But I still can see data on the contract:
http://pasteboard.co/2B4ILdDR.jpg (Spot month is HSIJ15, one line below the continuous one).
HSI future traded in Mar/Jun/Sep/Dec + Spot month (e.g. Apr) + Next Month (e.g. May).
I think my setting is correct however I am not sure why MC throws error.
- Do I have to add all the previous contracts say Jan/Feb/Mar/Apr of 2015 to make this work?

Please see Custom Futures Troubleshooting section to learn more about alerts generated by Custom Futures.

Furthermore, let say we resolved this:
1) Can I auto trade using this continuous contract?

Yes, you can do that. You need to map your custom futures to the desired futures contract. Please see Symbol Mapping.

2) If (1) is yes, how will the system handle the rollover of the real trade? Does it follow the same rule as the continuous contract setting?

You need to contact your broker regarding orders rollover. In order to trade the new futures contract you need to select it in the symbol mapping. The data on the custom futures chart will stop on the rollover date. You need to close/open your chart to make the rollover and start receiving the data for the new contract.

3) Since IB only provide approximately 2 years of historical data for HSI, is it possible for me to load extra historical data into the same continuous contract by ASCII file?

It can be done.

One more problem:
Since I can only get HSI symbol back to sometime in 2013, if I want to bulk create the symbol prior to 2013. How can I use the import symbol list function to create the contract properly?
Properly means create the contract with correct expiration date and session template. However from this: https://www.multicharts.com/trading-sof ... ymbol_List . I can only import symbol, description, exchange and category which doesn't contact any expiration data and session template.
I want to create the contracts from 1996 to 2013 using some bulk import method so that I can see all the EOD data from 1996 - 2015 on the HSI custom futures. Any clue about this...? Thanks.

The instruments must be called the same way they are called by IB. Expiration date is set by QuoteManager based on the instrument's symbol root.

Thanks for the answer Henry, it is useful.

If I use Interactive Broker for both datafeed and order execution, do I still need to setup the symbol mapping? (For contract auto rollover)

Thanks for the answer Henry, it is useful.

If I use Interactive Broker for both datafeed and order execution, do I still need to setup the symbol mapping? (For contract auto rollover)

You need to setup the symbol mapping for placing orders from a Custom Futures data series in MultiCharts to the individual futures contract at broker. Data rollover has nothing to do with the symbol mapping.

Hi Henry,

From the below page: https://www.multicharts.com/trading-sof ... ol_Mapping

It mentions "Data Source = Broker

Symbol mapping is automatically correct if the data on chart comes from a data source that is your broker at the same time. Examples: IB, CQG, LMAX and so on. A mapping line is created in a broker profile when there is a plotted chart, the chart trading panel is opened and a broker profile is connected. The important point is to add symbols through symbol lookup and not manually. If a symbol is added through the symbol lookup, then it has all correct parameters, so this symbol on the chart and the symbol at the broker end will match. As the result, mapping is correct. "

- Does it mean if I use IB for both data and broker, I don't have to setup any symbol mapping?

- Regardless of the answer above, I am still not clear about can system does the auto rollover for me when I auto trade with custom futures? (Provided that all symbol mapping are setup correctly).

Hi Henry,

From the below page: https://www.multicharts.com/trading-sof ... ol_Mapping

It mentions "Data Source = Broker

Symbol mapping is automatically correct if the data on chart comes from a data source that is your broker at the same time. Examples: IB, CQG, LMAX and so on. A mapping line is created in a broker profile when there is a plotted chart, the chart trading panel is opened and a broker profile is connected. The important point is to add symbols through symbol lookup and not manually. If a symbol is added through the symbol lookup, then it has all correct parameters, so this symbol on the chart and the symbol at the broker end will match. As the result, mapping is correct. "

- Does it mean if I use IB for both data and broker, I don't have to setup any symbol mapping?

This is not applied to Custom Futures. You need to setup the symbol mapping for placing orders from a Custom Futures data series in MultiCharts to the individual futures contract at broker, even when your Custom Futures data provider=broker.

- Regardless of the answer above, I am still not clear about can system does the auto rollover for me when I auto trade with custom futures? (Provided that all symbol mapping are setup correctly).

You will need to stop the auto trading and close your chart on the rollover date. Then open your chart again to do the rollover. Your custom futures needs to be re-mapped to the new futures contract you are going to trade. If you have any open orders/positions on the expired contact - MultiCharts will not handle these orders automatically. You either need to make your code manage these orders prior to rollover or contact your broker for further assistance.