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Loading Bund history for IB

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    Loading Bund history for IB

    Hi;
    I have just added a new future contract for Bund to NT. The symbol in IB is GBL. Current expiry month is June.

    Now when loading histor (240 days), it seems to me that it attempts to load the history for the June contract and does not merge. How can I load previous expiry months correctly and merge them accordingly.

    My understanding is that NT maintains an internal table for this?

    Thanks
    Thomas

    #2
    Hello Thomas,

    Can you please go to Control Center-->Tools-->Instrument Manager. Highlight the FGBL and click Edit. Make sure Merge policy is enabled and click OK.

    Remove and re-add the FGBL 06-12 to your instrument list now that it uses different settings. Instructions can be found at the link below.


    Subsequently create a new chart and check if data is loaded from previous expiries and merged in the chart.

    You can view all historical data you loaded at Control Center-->Tools-->Historical Data Manager-->Edit-tab.

    Historical data is merged as per the rollover date that is setup. You can check the rollover date as follows. Please go to Control Center-->Tools-->Instrument Manager. Highlight an instrument in the 'Available master instruments' section and click Edit once more.

    Subsequently select the Misc-tab and scroll to the bottom. Select the 'Contract months' row and click the '...' button that appears. Select an expiry month and you will see a rollover date listed. You can change the rollover dates if you like to merge the data at different dates.

    Comment


      #3
      Thanks Jason, working fine

      Comment

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