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Hi,
As you maybe know and heard IB/TWS has included a history of 2 years. This is also true for Futures contracts. If you try (as of today, Nov 2009) to download/backfill the data for e.g YM (DJIA) March contract into Amibroker, you will get an error message (something like: contract not found).
But I found a trick how to receive the data and let Amibroker backfill. If you try to backfill the March contract change the clock of your system from today (24 November 2009) to the third Friday/Saturday of March (e.g. 20 or 21 March 2009) and start Amibroker.
Change to 180 days backfill and Amibroker will backfill the contract. This worked for me until Dec 2007. Maybe this trick can be somehow incorporated into a next version of Amibroker.
Hope I could help someone with this finding.
Kind regards, dubi
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