Randy,

 

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: [email protected] [mailto:[EMAIL PROTECTED] On Behalf
Of blakerandy
Sent: 04/22/2007 5:44 PM
To: [email protected]
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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