How to create a continuos futures instrument
Posted: Apr 26 2011
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.
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.