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 CaptainJack, 05-29-2026, 05:09 AM
    0 responses
    48 views
    0 likes
    Last Post CaptainJack  
    Started by CaptainJack, 05-29-2026, 12:02 AM
    0 responses
    30 views
    0 likes
    Last Post CaptainJack  
    Started by charlesugo_1, 05-26-2026, 05:03 PM
    0 responses
    99 views
    0 likes
    Last Post charlesugo_1  
    Started by DannyP96, 05-18-2026, 02:38 PM
    1 response
    177 views
    0 likes
    Last Post NinjaTrader_ChelseaB  
    Started by CarlTrading, 05-11-2026, 05:56 AM
    0 responses
    170 views
    0 likes
    Last Post CarlTrading  
    Working...
    X