Creating Custom Futures Using ASCII Import

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Here are the instructions of a) how to create a custom futures using your data from ASCII files b) make your data feed fill the gap between the last date in the file and today's date, and c) receive real-time data. This is an example of creating @CL custom futures using minute data from files and an Interactive Brokers data vendor:

  1. Add current contract + distant (expired) contracts for this year if required.
    Example: Today's date is 06.10.11; the last date in your file is 04.10.11 (all; CLU1 (September contact) should be added because the last date you have is before the expiration date of CLV1 (October contract).
  2. Import all data from the file into CLU1, but not after its expiration date so several days of minute data are not imported. It's not recommended to import any data after the expiration date: for CLU1 you should not import anything after its expiration on 22.08.11.
  3. In MultiCharts Main Menu please go to File, then click on Preferences and select Data Server Mode tab. Check the Show Data Server Mode dialog box on startup box.
  4. Close all MC products and make sure all MultiCharts Processes are off.
  5. Open MultiCharts; select Offline Mode; plot CLU1 chart: 1 day resolution, using the whole range of data you have imported.
  6. In MultiCharts please go to File and click Export data to export daily data from the chart.
  7. Open QuoteManager and import this daily data to the CLU1 instrument (see Importing ASCII data).
  8. Rename the CLV1 to CLV2011 (for example). It should be made not to request data from the data source, so the imported data (both daily and minutes) is not replaced with data from the server when you reload your chart.
  9. Create a Custom Futures (date rollover is preferred).
    Note: Sometimes a customer can face a problem when the expiration rule doesn't coincide with expiration dates of individual contracts, so we recommend to change the rollover dates when you create custom futures for 1-2 days so those 1-2 days of data will be taken from a distant contract and not the current one. It will help you to avoid gaps in your chart.
  10. Close all MC products and make sure all MultiCharts Processes are off.
  11. Open MultiCharts; select Online Mode and check the Download Missing Historical Data box; plot the Custom Futures on the chart.

Now you can plot both minute and daily based charts. You will have a) your data from ASCII that won’t be replaced b) no gaps after the last date in your file which have been filled by your data vendor, and c) real-time data from your data source.