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Direct MessagesDate/Time: Thu, 25 Apr 2024 19:45:32 +0000
Cant load historical contract data for KOSPI200 using IB data
View Count: 1197
| [2019-11-21 04:00:36] |
| User629461 - Posts: 158 |
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Hi, I'm using Interactive Brokers data and am unable to load historical contract data for K200 and K200M contracts (daily or intraday). It appears that only the current contract (Dec) is loaded for the daily chart and intraday only shows last 2-3 days of current contract. Contract symbols being used are: K200-201912-KSE (full contract) and K200M-201912-KSE (mini). Screen images attached. Are you able to assist please? Also, a message appears on K200M contract that 'Symbol setting not found' (I entered the symbol manually). Message Log shows the following messages: Triggering next historical data download in queue. | 2019-11-20 22:42:04.357 K200-201912-KSE [C-D] Daily #1 | Reloading chart. | 2019-11-20 22:42:04.641 K200-201912-KSE [C-D] Daily #1 | Date based rollover rule not defined for symbol. Unable to build continuous futures contract chart. | 2019-11-20 22:42:04.641 K200-201912-KSE [C-D] Daily #1 | There are no continuous futures contract symbols. Loading data normally. | 2019-11-20 22:42:04.641 K200-201912-KSE [C-D] 5 Min #1 | Reloading chart. | 2019-11-20 22:43:44.181 K200-201912-KSE [C-D] 5 Min #1 | Date based rollover rule not defined for symbol. Unable to build continuous futures contract chart. | 2019-11-20 22:43:44.181 K200-201912-KSE [C-D] 5 Min #1 | There are no continuous futures contract symbols. Loading data normally. | 2019-11-20 22:43:44.181 Advise if further info required. http://www.sierrachart.com/image.php?Image=1574308718734.png http://www.sierrachart.com/image.php?Image=1574308759160.png http://www.sierrachart.com/image.php?Image=1574308777343.png http://www.sierrachart.com/image.php?Image=1574308797759.png |
| [2019-11-25 03:59:17] |
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We have added the Symbol Settings for the Mini KOSPI200. This will be in File >> Find Symbol and it is going to be more of a complete symbol than what you are currently using. You need to start to use that symbol. And close charts for the old symbol. To increase the limited historical data you are currently receiving from Interactive Brokers, Refer to: Interactive Brokers Trading Service: Downloading More Days of Historical Data Directly from Interactive Brokers As a matter policy we cannot provide any further help on Interactive Brokers historical data. We have added rollover rules so you can create continuous futures contracts for these markets. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings After doing the above, reload the charts with Chart >> Reload and Recalculate. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-11-25 03:59:36
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| [2019-11-26 02:08:27] |
| User629461 - Posts: 158 |
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Thanks for the update. I followed the instructions for mini K200 mini however I believe it has mthly expiring contracts unlike the K200 full which has qtrly expiry. Have attached a chart showing incomplete data for K200M ad similar chart from Ninjatrader using same data feed and mthly contracts Also, according KRX website the listed contracts are the consecutive 6 months: http://global.krx.co.kr/contents/GLB/02/0201/0201040204/GLB0201040204.jsp http://www.sierrachart.com/image.php?Image=1574734048433.png Date Time Of Last Edit: 2019-11-26 02:11:47
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 2019-11-26.png / V - Attached On 2019-11-26 02:08:13 UTC - Size: 269.22 KB - 249 views |
| [2019-11-26 05:09:37] |
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We have added all contracts months for the mini K200. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings After the update go to the chart and select Chart >> Reload and Recalculate. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-11-26 05:09:56
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