Trading IQfeed continuous contracts with Interactive Brokers

[guw75]

Hi there,

in NT7: how do I have to map the continuous contract of IQfeed (e.g. CL ##-##) to IB in order to place orders to TWS?

With regular contracts (CL 10-17) everything works fine. But with the continuous version it does not seem to work.

I have already researched the forum for a solution.
Is there a way to get this to work?

Thank you very much for your support.

[NinjaTrader_RileyS]

Hello guw75, thank you for posting up.

Interactive Brokers doesn't support continuous contracts, however, by default NinjaTrader will merge and adjust all prior contracts' historical data to the current contract. You would just have to ensure that your merge policy is set to MergeBackAdjusted which you may do so by navigating to the Control Center > Tools > Options > Data tab.

More about the merge policy can be found at the following link.

• https://ninjatrader.com/support/help...rical_data.htm

If questions come up or if we may be of any further assistance, please let us know.

[guw75]

Hi Riley,

the method to automatically merge individual contracts into a continuous contract with NT7 is clear.

But would be much easier to use the external IQfeed data particularly during rollover dates when using several time frames per underlying.

Esignal found a way to trade the continuous contract with IB. Its obviously not a matter of IB. Its seems to be a symbol mapping issue (automatic symbol mapping to the current front month contract).

http://kb.esignal.com/article.aspx?article=4867&p=1

Thanks a lot.

[NinjaTrader_RileyS]

Hello guw75, thank you for writing back.

The ability to place live orders on continuous contracts from data providers that support continuous contracts to data provider-broker accounts that don't support continuous contracts is currently not possible to do in NinjaTrader, however, if you would like, I can submit a feature request to our development team for consideration.

Please let me know.

[guw75]

yes please. For both versions: NT7 + NT8.

Thank you very much.

[NinjaTrader_RileyS]

Hello guw75, we appreciate your feedback.

I have added your vote to feature request ID: SFT-1926.

If questions come up or if we may be of any further assistance, please let us know.