I'm connecting from NT 7 to IB TWS. What I noticed is that NT is requesting wrong contract month from IB. I have configured "HE 10-12" in my default instrument list and the quotes are displayed correctly in the Orders tab of Control Center when I select my instrument. However when I look at the chart of "HE 10-12", NT shows "HE 08-12" data instead of "HE 10-12". This can be confirmed by looking at the trace file:
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2012-08-01 09:58:27:272 (IB) Data.Bars.GetBarsNow: instrument='HE 08-12' from='2012-07-31' to='2012-08-01' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0 session='CME Commodities RTH'
2012-08-01 09:58:28:599 (IB) IB.HistoricalDataRequest.Send: last=8/1/2012 instrument='HE 08-12' from='2012-07-31' to='2012-08-01' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
2012-08-01 09:58:28:599 (IB) IB.HistoricalDataRequest.Send: request='HE;FUT;201208;0;;;GLOBEX;;USD;;;1 min;5 D;0;TRADES'
2012-08-01 09:58:29:249 (IB) IB.HistoricalDataRequest.Process: itemCount=5385 instrument='HE 08-12' from='2012-07-31' to='2012-08-01' period=1 Min splitAdjusted=False dividendAdjusted=False bars=0
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I'm using default instrument definitions. Also tried "Reload All Historical" data but the results are same.
Thanks,
Eugene
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