Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

continuous contract ES from IB data

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    continuous contract ES from IB data

    Hi, how can I create a continous contract for ES or other futures using Interactive Brokers data?

    #2
    Hello tarnation,
    Thanks for your post.
    Continuous contracts are not supported with IB.
    You can use the default merge policy of MergeBackAdjsuted and open the current front month to have past contracts merge to the current and adjust for gaps at rollover similar to a continuous contract. This setting is under Tools> Options> Data
    Below I have provided a link to the Understanding Merge Policies section of the help guide.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Mindset, Today, 06:46 AM
    0 responses
    8 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Started by M4ndoo, Yesterday, 05:21 PM
    0 responses
    12 views
    0 likes
    Last Post M4ndoo
    by M4ndoo
     
    Started by M4ndoo, 04-19-2026, 05:54 PM
    0 responses
    15 views
    0 likes
    Last Post M4ndoo
    by M4ndoo
     
    Started by cmoran13, 04-16-2026, 01:02 PM
    0 responses
    82 views
    0 likes
    Last Post cmoran13  
    Started by PaulMohn, 04-10-2026, 11:11 AM
    0 responses
    47 views
    0 likes
    Last Post PaulMohn  
    Working...
    X