Hi,
Is it possible to create a continuous futures instrument that rolls over from one contract to the next and is automatically updated with the current live contract?
Is this what the "All Custom Futures" area is in the QuoteManager?
I cannot find any Help references to this?
I'm using IB as a data feed and I'm looking at using the Australian SPI futures, current code = APM1.
Neil.
How to create a continuos futures instrument
- TJ
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go to QuoteManager,Hi,
Is it possible to create a continuous futures instrument that rolls over from one contract to the next and is automatically updated with the current live contract?
Is this what the "All Custom Futures" area is in the QuoteManager?
I cannot find any Help references to this?
I'm using IB as a data feed and I'm looking at using the Australian SPI futures, current code = APM1.
Neil.
select Instrument > Add Custom Futures...
fill up the detail and that's it.
1. Name: any name you want to call this custom future contract
2. Symbol Root: if you cannot find the root... go back one step and add the symbol first.
note:
Custom Futures does not collect its own data. It extract the data from the original symbol and assemble the chart in real time.
Two problems/question:
1. I have an eSignal symbol in MC that I chart with the root: ET but its a Eurex contract. None of the Eurex contracts appear in the ROOT selection under custom symbol. Am I missing something?
2. can I create a Custome Symbol out of two symbols to create a spread that I can chart?
TIA
1. I have an eSignal symbol in MC that I chart with the root: ET but its a Eurex contract. None of the Eurex contracts appear in the ROOT selection under custom symbol. Am I missing something?
2. can I create a Custome Symbol out of two symbols to create a spread that I can chart?
TIA