Front Mth Continuous Futures Contract Not Downloading completely

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tonyt
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Front Mth Continuous Futures Contract Not Downloading completely

Postby tonyt » 12 Aug 2022

I am attempting to symbol map the TS data front mth continuous contract for the VIX, currently @VXU22, in MultiCharts and it is not downloading the complete data history. It's patchy for some reason. This continuous contract has better data than @VX from TS in my opinion. In Quote Manager, @VXU22 has no 'Description' and an incorrect 'Exchange List', CME. I changed that to CBOE manually.

I notice that when I changed the Exchange to CBOE, the 'Collect RT Data w/o plotting field started to increment. Not sure what this means.

How do I get this data into MultiCharts correctly?

Please see attached screenshots.

Any advice is appreciated.

Thank you

Tony
Attachments
VIX Front Mth VIX Continuous.png
Comparison of @VX and @VXU22 in Multicharts
(118.36 KiB) Not downloaded yet
VIX Front Mth Continuous QM.png
@VXU22 in Quote Manager
(157.13 KiB) Not downloaded yet
Collect RT Data without PLotting VIX.png
When I corrected the 'Exchange' in QM, the RT data field started to increment
(174.02 KiB) Not downloaded yet

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Svetlana MultiCharts
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Re: Front Mth Continuous Futures Contract Not Downloading completely

Postby Svetlana MultiCharts » 12 Aug 2022

Hi tonyt,

Please re-add @VXU22 symbol from the data source (QuoteManager – Instrument – Add Symbol – From data source – TS). Make sure that the symbol description appeared after that. Also check session settings in QuoteManager – right click @VXU22 – Edit Symbol – Sessions and change if required.


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