×

Sign up and get MultiCharts free

Use its powerful simulation mode with data included out of the box. Just fill out the form and start honing your trading skills with a few clicks.

Changes - MultiCharts
Open main menu

Changes

Creating Custom Futures Using ASCII Import

2,848 bytes added, 20:07, 31 July 2012
Created page with "Here is the instruction of how to create a custom futures using your data from ASCII files, make your data feed fill the gap between the last date in the file and today's date..."
Here is the instruction of how to create a custom futures using your data from ASCII files, make your data feed fill the gap between the last date in the file and today's date and receive real-time. This is an example of creating @CL custom futures, using minute data from files and Interactive Brokers data vendor:

# Add current contract + distant (expired) contracts for this year if required.<br><div style="background-color: #E5F6FF;">'''Example''': Today's date is 06.10.11; the last date in your file is 04.10.11 (all dd.mm.yy); CLU1 (September contact) should be added because the last date you have is before the date of expiration of CLV1 (October contract).</div>
# Import all data from the file into CLU1, but not after its expiration date, so several days of minute data are not imported. It is recommended to import any data after the date of expiration: for CLU1 you should not import anything after its expiration on 22.08.11.
# In MultiCharts Main Menu please go to '''File''', then click on '''Preferences''' and select '''Data Server Mode''' tab. Check the '''Show Datra Server Mode dialog box on startup''' box.
# Close all MC products and make sure all [[MultiCharts Processes]] are off.
# Open MultiCharts; select '''Offline Mode'''; plot CLU1 chart: 1 day resolition, using the whole data range of data you have imported.
# In MultiCharts please go to '''File''' and click '''Export data''' to export daily data from the chart.
# Open '''QuoteManager''' and import this daily data to the CLU1 instrument (see [[Importing Data|Importing ASCII data]].
# [[Setting Properties|Editing an existing symbol properties|Rename]] the '''CLV1''' to '''CLV2011''' (for example). It should be made not to request data from data source, so the imported data (both daily and minutes) is not replaced with data from server when you reload your chart.
# Create a [[Custom Futures|Creating a Custom Futures symbol|Custom Futures]] (date rollover is preferred).<br><div style="background-color: #E3FBE5;">'''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 rollover dates when you create custom futures for 1-2 days, so those 1-2 days of data will be taken from distant contract, not from the current one. It will help you to avoid gaps on your chart.</div>
# Close all MC products and make sure all [[MultiCharts Processes]] are off.
# Open MultiCharts; select '''Online Mode''' and check the '''Download Missing Historical Data''' box; plot the Custom Futures''' on chart.

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

[[Category:FAQ]]