API Connection Problems - Interactive Brokers and Futures Data

[Irukandji]

Hi

I want to be able to access the /ES and the /MES futures data, rolling contract for Interactive Brokers.

How can I do this? Thanks.

[NinjaTrader_Spencer]

Hello Irukandji,

Thank you for your post.

Please note that Interactive Brokers does not support Continuous contracts however NinjaTrader is able to build a continuous Contract by using the current front month and Merge Policy to merge past contract information into the current front month.

You may find more information about the NinjaTrader merge policy here.

You may then increase the 'Days to Load' option within the 'Data Series' window and then you may adjust the 'End Date' as well.

This will merge past contract to meet the Days to Load requirement but please be aware of the Historical Data limitations with Interactive Brokers.

[Irukandji]

Hi

But I am using a continuous contract in TWS already? (please see attached screenshot)

Thanks.

[NinjaTrader_Spencer]

Hello Irukandji,

Thank you for your post.

Continuous contracts using the ##-## format for the expiry are not supported with Interactive Brokers within NinjaTrader but may be used using the Global Merge Policy as outlined in my previous post.

[Murphy67]

Hello Irukandji, as far as i know TWS doesn' have 2017 data. starting from end 2018