As far as I’m aware, IB does not
have a continuous contract for the YM. IB only supports 30 days of
backfill for a specific contract. They do not do any back-adjusted of prices
like eSignal and TradeStation to create a continuous contract. I use the
individual contracts collected from IB in 3 month chunks for intraday YM backtesting.
If you want years of historical data, you can obtain it from www.scmagic.org/English/Index.htm.
Regards,
David
From:amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of blakerandy Sent: 04/22/2007 5:44 PM To:amibroker@xxxxxxxxxxxxxxx Subject: [amibroker] Re:
Continuous symbols in IB
I already have data for the futures contracts.
My question is if there is a continuous contract symbol available.
That allows data to be accumulated without regard to contract expiration.
Randy
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