Error with loading custom futures

January 25th, 2021, 04:49 PM

Hi,
I always try to test to see what rollover trigger (open interest or volume) that correlates the best to my back testing. If none of them work I just go for manually changing the symbol on the chart.

Sometime when I try to test or set up a custom future for live trading I get errors. I have an example of this on the attached screen shots. On the first picture with the green circle everything is fine. When I choose this the chart loads as it should.

On the 2 other screen shots with red circles as you can see when I choose the "volume" trigger it seems to act very weird (choosing a 2023 expiry contract). And when I press ok I get the error as seen in the second screenshot. Even when I try to manually change to the contract it tells me to (@GCG21=VOC) I get a similar error telling me to switch to @GCZ23=11VOC.

This seems to be a problem mainly for the non-index markets and Eurex markets and it is getting a bit annoying.

Does anybody know what I am doing wrong?

February 21st, 2021, 06:56 PM

I suspect that you are not doing anything wrong and that this is just a bug with TS data. I've noticed that not all the rollover triggers will work; some will work at times but will fail at other times. If you get an error when you use volume alone to trigger your rollovers, you might try using "open interest and volume" or "open interest or volume", which are also available as choices using the dropdown arrow selections.

Error with loading custom futures

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Error with loading custom futures