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Understanding IB Rollover and How to Fix Lost Back Data |
| To understand how #F
is working behind the scenes the following is from a prior class:
17:18 @Ensign_H: there is NO continuation symbol on IB. There is the intervention in Ensign of #F resolving to a specific month based on a rollout schedule 17:18 trader: so what do I do then? seems ok for es and nq 17:18 @Ensign_H: right now it RESOLVES to be Z4 symbol for which we have a refresh. Tomorrow it will RESOLVE to be H5 symbol for which we have a refresh. There is no refresh of a continuation symbol on IB like there is on esignal. You all need to understand that point. It is not continuation data. It is data for a specific month. We just permit you to use #F on IB so you can let Ensign resolve the month for you. 17:20 @Ensign_H: the chart can contain whatever data it collected at the time. The chart can be a mix of Z4 and H5 and thus look like a continuation chart. 17:21 @Ensign_H: the IB refresh will NOT BE a mix of data. If you ask for 7 days of IB data for ES #F today, it will return Z4 data set. If you ask for the 7 day refresh tomorrow when ES #F resolves to the H5 symbol you will get 7 days of H5 data. 17:22 @Ensign_H: it WILL NOT BE 1 DAY OF H5 AND 4 DAYS OF Z4. the H5 data would overwrite the data that was Z4 if the bars have the same time stamps. 17:22 @Buffy2: and since it only gets H5 better to do only one day refresh right? @Ensign_H: yea, buffy understands correctly.... 17:23 trader: so is it still safe to trade #F? 17:24 @Buffy2: yes trader but only request one day refresh tomorrow, two days the next day, etc until you are past the max refresh days to avoid overwriting the prior contract. 17:25 trader: ok thanks Howard buffy;-)
This is a discussion in BLine room with Howard on how to fix the chart after you have refreshed more than now back to rollover day.........
7:26 @Ensign_HA: just shouldn't have refreshed so much 17:26 dblue: how do I fix? 17:27 @Ensign_HA: which chart and how much was refreshed? 17:28 dblue: 30 min, 15 min... probably max refresh on that machine - ES 17:29 @Ensign_HA: edit setup symbol properties for ES to have roll day selection be 13th (or someday ahead of present day) - reopen chart with problem - refresh max and it will be H5 that we get 17:29 @Ensign_HA: do this for both 30 and 15 and any other chart that is wrong 17:29 @Ensign_HA: then change roll date back to correct selection of 3rd Fri - 8 17:30 @Ensign_HA: and refresh for TODAY to replace today with M5 data 17:30 dblue: understand 17:30 @Ensign_HA: yes, you got the idea |