Need help in creating Custom Futures

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kentai
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Need help in creating Custom Futures

Postby kentai » 25 Jun 2011

Hi,

I am trying to create a nearest continuous futures for Mini Hang Seng Index (MHI) via IB feed. I went to the Symbol Dictionary to create the ticker. From my understanding, MHI expires on the business day immediately preceding the last business day of the contract month. I keyed in the session timings as well before I proceed to the custom futures.

After I finished keying in the information, I attempted to create the custom futures. For Back adjust mode, I put in no adjustment and 14560 for the margin.

However, when I attempt to open the chart, it comes out with nothing.

Anything I need to do?

Regards,
Ken

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Re: Need help in creating Custom Futures

Postby khalaad » 25 Jun 2011

This should help:
viewtopic.php?f=1&t=8762

kentai
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Re: Need help in creating Custom Futures

Postby kentai » 25 Jun 2011

By default, ES is in the list and I can create a continuous contract in ES. However, MHI is not in the list and I got to create one MHI ticker in the Symbol Dictionary. I still can't create the MHI continuous chart. Anyway to show it?

Regards,
Ken

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TJ
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Re: Need help in creating Custom Futures

Postby TJ » 25 Jun 2011

Custom futures are virtue symbols; they have no data of their own.

Custom future gets its data from the base symbol... in this case, MHI.

ie. if you want to see a continuous chart of MHI of the past 2 years,
you must first have the past 2 years' data of MHI in your computer.


Places you can check:

1. Make sure your base contracts are set up properly.

2. Make sure there are data in your MHI contracts.

to check to see if you have data in the symbol
Go to QuoteManager,
highlight the MHI symbol,
right click on symbol
select Edit data
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Re: Need help in creating Custom Futures

Postby kentai » 26 Jun 2011

Thank TJ,

Finally did it.

Regards,
Ken

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JoshM
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Some Custom Futures

Postby JoshM » 20 Jul 2011

I'm a little confused about Custom Futures (and data collection).
TJ wrote:Custom futures are virtue symbols; they have no data of their own.
...

Would that also mean that the Custom Future changes the data of the individual future contracts from which it is "build" when a Back Adjustment Mode is selected, or would that data remain untouched?

If I have a Custom Future contract of ES, and I also want to save Bid and Ask Tick data, I'd have to set 'Collect RT Data w/o Plotting' on (for the current contract), but I don't have to check 'Collect Trade Tick' data, since that will get saved by the ES Custom Future contract?

Unless I overlooked it, the Custom Future contract itself cannot collect real-time data without plotting, correct? (So I manually need to change these settings when the ES September expires and the ES December becomes the front contract?)

Does the Quote Manager automatically adds the next contract for the Custom Future if the 'old one' in the Quote Manager expires? Or do I still need to manually add these contracts in the Quote Manager?

Any answers (even brief yes/no's) would be very helpful to check if I understand it correctly. :)

Regards,
Josh

PS: Just quoted your comment TJ because my first question is related to it - my questions are not directed to you specifically (though you may answer off course ;) ).

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TJ
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Re: Some Custom Futures

Postby TJ » 20 Jul 2011

JoshM wrote:I'm a little confused about Custom Futures (and data collection).
TJ wrote:Custom futures are virtue symbols; they have no data of their own.
...

Would that also mean that the Custom Future changes the data of the individual future contracts from which it is "build" when a Back Adjustment Mode is selected, or would that data remain untouched?

If I have a Custom Future contract of ES, and I also want to save Bid and Ask Tick data, I'd have to set 'Collect RT Data w/o Plotting' on (for the current contract), but I don't have to check 'Collect Trade Tick' data, since that will get saved by the ES Custom Future contract?

Unless I overlooked it, the Custom Future contract itself cannot collect real-time data without plotting, correct? (So I manually need to change these settings when the ES September expires and the ES December becomes the front contract?)

Does the Quote Manager automatically adds the next contract for the Custom Future if the 'old one' in the Quote Manager expires? Or do I still need to manually add these contracts in the Quote Manager?

Any answers (even brief yes/no's) would be very helpful to check if I understand it correctly. :)

Regards,
Josh

PS: Just quoted your comment TJ because my first question is related to it - my questions are not directed to you specifically (though you may answer off course ;) ).

for charts with custom future contracts,
MultiCharts creates the required data on the fly, from base contract data.
The back data are adjusted on the fly, and resident in the memory for that session only.
The original data are not modified.

The Custom Future does not create the base contracts, you will need to do that as they become available.

If you need to use Bid and Ask Tick data, you should go to QuoteManager:
Edit > Fields to Collect...
and check off all the bid and ask fields.

[edited 20110720 1900ET]
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Re: Need help in creating Custom Futures

Postby JoshM » 20 Jul 2011

Thanks TJ! :)


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