Hi all,
Today i have stumbled across a problem - VXH7 futures data sourced from IB has expiration date 03/14/2017, while it should be 03/22/2017. Thus, continuous vix futures was rolled while it should not have been. How can i change the expiration date for this future (it appears that i cannot do it in edit symbol as date there cannot be changed)?
THANK YOU
how to change expiration date for futures linked to IB [SOLVED]
- TJ
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Re: how to change expiration date for futures linked to IB
Hi all,
Today i have stumbled across a problem - VXH7 futures data sourced from IB has expiration date 03/14/2017, while it should be 03/22/2017. Thus, continuous vix futures was rolled while it should not have been. How can i change the expiration date for this future (it appears that i cannot do it in edit symbol as date there cannot be changed)?
THANK YOU
What is your MC version?
Re: how to change expiration date for futures linked to IB
MultiCharts64 Version 9.1 Release (Build 12587)
I have not upgraded to 10, is this issue resolved there?
I have not upgraded to 10, is this issue resolved there?
- Angelina MultiСharts
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Re: how to change expiration date for futures linked to IB [SOLVED]
The issue was resolved by adding a custom Expiration rule: 30DaysBefore3rdFridayNextMonth
It will be included in the upcoming release.
It will be included in the upcoming release.