Continuous Contract Setup and Issue
Posted: Apr 15 2015
MC version: MC.NET 9.0.10761 64bits on Win 7.
I have tried to setup a continuous contract for Hang Seng Index Future using IB as data source (Symbol root is HSI).
Setting as below:
However when I tried to put this contract in the watch list, MC complaints about this:
http://pasteboard.co/2B4I0Ls4.jpg
But I still can see data on the contract:
http://pasteboard.co/2B4ILdDR.jpg (Spot month is HSIJ15, one line below the continuous one).
HSI future traded in Mar/Jun/Sep/Dec + Spot month (e.g. Apr) + Next Month (e.g. May).
I think my setting is correct however I am not sure why MC throws error.
- Do I have to add all the previous contracts say Jan/Feb/Mar/Apr of 2015 to make this work?
Furthermore, let say we resolved this:
1) Can I auto trade using this continuous contract?
2) If (1) is yes, how will the system handle the rollover of the real trade? Does it follow the same rule as the continuous contract setting?
3) Since IB only provide approximately 2 years of historical data for HSI, is it possible for me to load extra historical data into the same continuous contract by ASCII file?
I have tried to setup a continuous contract for Hang Seng Index Future using IB as data source (Symbol root is HSI).
Setting as below:
However when I tried to put this contract in the watch list, MC complaints about this:
http://pasteboard.co/2B4I0Ls4.jpg
But I still can see data on the contract:
http://pasteboard.co/2B4ILdDR.jpg (Spot month is HSIJ15, one line below the continuous one).
HSI future traded in Mar/Jun/Sep/Dec + Spot month (e.g. Apr) + Next Month (e.g. May).
I think my setting is correct however I am not sure why MC throws error.
- Do I have to add all the previous contracts say Jan/Feb/Mar/Apr of 2015 to make this work?
Furthermore, let say we resolved this:
1) Can I auto trade using this continuous contract?
2) If (1) is yes, how will the system handle the rollover of the real trade? Does it follow the same rule as the continuous contract setting?
3) Since IB only provide approximately 2 years of historical data for HSI, is it possible for me to load extra historical data into the same continuous contract by ASCII file?