3rd subject: (daily bars did not merge).

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bowlesj3
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3rd subject: (daily bars did not merge).

Postby bowlesj3 » 21 Sep 2008

I find that one of my futures contracts during the first fiew weeks of a new rollover does not have enough data to help me predict future movement in the larger waves to make longer hold period swing type trades. I use interactive brokers. Also I prefer to stay on MC 2.1.999.999 rather than try the latest release that may have continous contracts. Here is what I am hoping I can do.

Export prior contracts from the quote manager to an ascII file. Bring these files back into the current contract in the quote manager making sure that there is no overlap in dates and times. I am hoping that if this is done I can essentially have the current contract charted live from IB during the day yet have the chart go back farther than a typical contract. Yes there will be a bit of a jump in prices at the connection point with each contract but that is a lot better than zero data.

Has anyone tried this? Any suggestions? Any dangers in screwing up the current feed on the current contract?

Thanks,
John.
Last edited by bowlesj3 on 08 Oct 2008, edited 2 times in total.

bowlesj3
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tried it

Postby bowlesj3 » 21 Sep 2008

Actually I just tried it on my notebook machine and it worked except for one thing. I exported the contract ending September and brought it back into the current contract ending in December. However only the first few weeks of the September contract are showing in the chart. In other words I see June data, miss july data, miss august data and miss the very first few days of september data then all the data from the last contract (current trading contract) starts as normal. I then went into the quote manager to see if I can find this data and it is all there when I load it for editing. I am not sure why it would appear ready for editing but the chart shows a gap of over 2 months of missing data.

fs

Postby fs » 21 Sep 2008

I just do as Marina suggested before and rename the previous contract to the current on rollover day, which mean I have all the old contract data included under the new contract.

bowlesj3
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Interesting, lets guess

Postby bowlesj3 » 21 Sep 2008

Interesting FS. Thanks,

Gee it worked. I wrote out the questions below to be sure I had it correct then I tried deleting the Dec data and returning the 3 database files and it brought that data back so I figured I was safe to give what I describe below a try.

This is great. All of the Sept and Dec contact data is there.

Thanks again,
John.


====================================================
So I started pocking around to rename it and the only thing I can find that might be what you say is to right click on the contract in the quote manager and click "edit symbol" then change the name under the "Symbol Name:" field (I would assume I change this name to the new symbol name that Interactive Brokers will have when I answer yes to the rollover in TWS). There is no feed now so I tried this and then went into a chart and reassigned the chart to the new dummy name I gave it and it picked up the correct data so maybe I have it right.

So if I can do this then I would assume that to get started right now I can just delete my current contract from the quote manager (SXFZ08) and rename the September contract data name to the December contract (SXFU08 to SXFZ08) and after changing all the chart names when it does the backfill on the next MC startup it should bring all the December contract data in to merge it with the september contract data but under the december contract name.

All this after backing up the three database files of course (FBPORTFOLIO.GDB, TSCACHE.GDB, TSSTORAGE.GDB)

Thanks,
John.

bowlesj3
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still a bug.

Postby bowlesj3 » 22 Sep 2008

For Marina and friends,

Even though what FS suggested worked, there appears to still be a bug as described farther up in the second post to this subject. If it had not occured I would consider adding in prior contracts to go back at least 3 contracts. Due to the bug I will start back only one contract instead.

Thanks,
John.

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Marina Pashkova
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Postby Marina Pashkova » 26 Sep 2008

Hi John,

From what I know you are still using the 2.1 release of MultiCharts. I know that you are comfortable with it. However, when you are reporting bugs it is hard to test anything: there have been so many changes and fixes since that particular release that we actually cannot do much about the reports of problems in the 2.1 version.

Have you considered upgrading?

Regards.

bowlesj3
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Did not work for daily bars.

Postby bowlesj3 » 08 Oct 2008

Hi, I just realized that the solution that FS gave me (to rename the symbol on the old contract database in the quote manager to the new symbol name for the new contract) worked for the bar sizes (10sec, 1min, 5min, 10min, 15min, 30min, and 60min) but it did not work for the daily bars. So for the daily bars I only got data until the end of September when the contract stops (however for the other bar sizes I am getting october data from the new Dec contract which is being merged into the database of September contract data). I went back in and changed the expiry date to the end of Decemeber thinking that may be the solution but it did not work (it says "not expired" anyway). Ctrl+R does not work.

So what I have done so far is rename that database in the quote manager to SXFZ08 to SXFZ08test and created a new database with the proper name from IB which is of course SXFZ08. I changed the symbol in the chart to this correct contract name SXFZ08 and it put the daily bar data into the chart for the Decemember contract only. So currently I am trying closing the workspace and reopening it to see if the proper decemeber contract data gets loaded into the other smaller bar charts (which will have December contract data only if it works properly). So far the 10second and 1 minute bars have loaded with the proper December contract data.


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