Custom Futures Issue

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christianrichter
Posts: 12
Joined: 03 Aug 2010

Custom Futures Issue

Postby christianrichter » 15 Jan 2011

Hi MC team,

I seem to have an issue creating a custom futures contract for the Australian dollar. My steps are detailed below:

1) I created the custom contract as shown in the screen shots CustFut_*.png
2) I added the individual contracts as shown in FuturesAdded.png
3) I try to create a chart and get the error shown in ErrorOnChart.png

Any thoughts? Root and broker are all correct as far as I can see.
Attachments
FuturesAdded.png
FuturesAdded.png (25.3 KiB) Viewed 154 times
ErrorOnChart.png
ErrorOnChart.png (11.1 KiB) Viewed 151 times
CusFut_Sessions.png
CusFut_Sessions.png (20.58 KiB) Viewed 148 times
CusFut_Sett.png
CusFut_Sett.png (34.47 KiB) Viewed 151 times
CusFut_Main.png
CusFut_Main.png (48.13 KiB) Viewed 150 times

christianrichter
Posts: 12
Joined: 03 Aug 2010

Re: Custom Futures Issue

Postby christianrichter » 20 Jan 2011

Ping

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Dave Masalov
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Re: Custom Futures Issue

Postby Dave Masalov » 20 Jan 2011

Dear christianrichter,

The correct root for 6A symbol is AUD. You can see it when you add individual symbol From Data Source. You need to create AUD root in eSignal Symbol Dictionary (QM-->Tools-->Symbol Dictionary) and use the settings from any 6A GLOBEX symbol from IB. Expiration rule should be taken from 6A eSignal root.

christianrichter
Posts: 12
Joined: 03 Aug 2010

Re: Custom Futures Issue

Postby christianrichter » 24 Jan 2011

Thanks, changing all futures contracts to root 6A worked. I am not sure how to change the custom future root (AUD wasn't available).

Thanks!

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Dave Masalov
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Re: Custom Futures Issue

Postby Dave Masalov » 24 Jan 2011

Dear christianrichter,

As I already wrote, you need to create AUD root in eSignal Symbol Dictionary (QM-->Tools-->Symbol Dictionary) and use the settings from any 6A GLOBEX symbol from IB. Then, you need to change root for custom futures and all individual contracts to AUD. This will help you to avoid problems in the future.

christianrichter
Posts: 12
Joined: 03 Aug 2010

Re: Custom Futures Issue

Postby christianrichter » 27 Jan 2011

Ahh right, a copy. But why eSignal if I use IB? On the other hand, isn't the 6A root wrong then and a rename from 6A to AUD would do? The eSignal root specifies "- Globex" in the description but does not have this exchange set either... .

I will create a copy for now but a change to the 6A Globex symbol root seems better - what else would this symbol root be for?

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Dave Masalov
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Re: Custom Futures Issue

Postby Dave Masalov » 27 Jan 2011

Dear christianrichter,

On the other hand, isn't the 6A root wrong then and a rename from 6A to AUD would do? The eSignal root specifies "- Globex" in the description but does not have this exchange set either...


Yes, you can rename 6A root to AUD if you do not need 6A root. The exchange should match with the one from any 6A symbol from IB.

But why eSignal if I use IB?


Because IB does not support Symbol Dictionary functionality. Thus, the eSignal Symbol Dictionary should be used.

christianrichter
Posts: 12
Joined: 03 Aug 2010

Re: Custom Futures Issue

Postby christianrichter » 27 Jan 2011

Many Thanks for the quick response and help!!

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Dave Masalov
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Re: Custom Futures Issue

Postby Dave Masalov » 27 Jan 2011

You are welcome.


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