continious contracts problem

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simon007
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continious contracts problem

Postby simon007 » 24 Dec 2009

Hi @,

I'm testing continious contracts with MC 6, but I'm keep getting the message "none of the contracts necessary to plot the custom futures are available"

I'm using interactive brokers as a datasource, and all the different contract are allready available in the qoutemanager.

Anybody?

Cheers,

Simon

brendanh
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Postby brendanh » 25 Mar 2010

Has anyone managed to get IB custom contracts working?

I'm getting no data. The individual contracts plot fine. A message keeps appearing: "To construct Custom futures please add contracts with the following properties:..." All the individual contracts described are already there. Tried ES, EC, BP, 6B, etc...all US instruments. Beta 2.

I'm only requesting a few days of 5 minute data, so something is fundamentally wrong. Would be great to get this working. I'm paying $61pm for CME data in TS that IB provide for free, so trying to move my trading over to MC-IB. Simon, did you manage to fix yours?

tekram
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Postby tekram » 25 Mar 2010

Continuous contract (CC) works with IB data.

It is possible that if the prior contract data is no longer available for download and if it has not already been collected by MC, it will not be possible to construct the CC.

brendanh
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Postby brendanh » 28 Mar 2010

Well I've imported data for all the contracts into the Quotemanager from TS and it still won't plot. Custom futures plot fine using TS as data source. Maybe you're right that the data must be collected by MC rather than imported. In which case, given there are around two years of prior contracts to fill, creating new custom futures using IB will take a very long time indeed!

Which symbol root have you managed to create a custom IB future for? Did you have to do anything unintuitive to get it working?
Last edited by brendanh on 29 Mar 2010, edited 1 time in total.

tekram
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Postby tekram » 28 Mar 2010

Of the 4 CC contracts shown below, ZN was unsuccessful perhaps because of insufficient data collection in the past before rollover, although the data collected for the individual contracts looked okay.
Image

This may have something to do with the exchange, see this thread where custom futures with European exchanges were not supported:

http://forum.tssupport.com/viewtopic.ph ... sc&start=0

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geizer
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Postby geizer » 29 Mar 2010

Which symbol root have you managed to create a custom IB future for? Did you have to do anything unintuitive to get it working?


brendanh,
I know for a fact that IB does not recognize your instrument if the description does not match. This is IB specific. Try typing the Instrument Description EXACTLY as in Interactive Brokers. Please let us know what you found.
--
Cheers,
Pavel


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