Comments (1)
robcarver17
commented on July 17, 2024
There is no 'problem' you need contract dates to run the production system and at the moment they can only come from IB. You can run backtetsts and do other things because you have price data and that is all they need.
It should be possible to write a piece of code that allows you to manually type in the contract expiry dates rather than getting them from IB, but there are probably quite a few touch points where you need to get data from IB so there is no guarantee you won't get other problems.
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Related Issues (20)
- Repeatedly "Sending order ((Order ID:230) Type best for _ROLL_PSEUDO_STRATEGY/......" HOT 6
- modify auto roll code so rolls adjusted if price contract has expired HOT 2
- add correlations to duplicate markets
- remove markets report points out double counting of bad/stale/ignored/trading restriction markets
- Another trade_qty, integer issue HOT 1
- Sending Reports by Email HOT 3
- Stack Handler Crash
- Stack Handler Crash Not Resolved HOT 8
- missing get_demeanded_factor_value HOT 1
- private_config_trading_hours.yaml gets deleted by run_cleaners HOT 3
- Crash on Futures when the last Contract is expired HOT 2
- (?) csvFuturesSimData' object has no attribute 'get_instrument_object_with_meta_data HOT 1
- using current python (3.11) and current everything else is possible HOT 2
- span or com? HOT 1
- Manually setting capital for has errors with parquet HOT 7
- Make it easier to run as a system seperatef from IB
- Start collecting open interest data? HOT 1
- Production Docs: FX data: Initialise the spot FX data in MongoDB from .csv files; error in repocsv_spotfx_prices.py HOT 1
- Euribor Data triggering weird results HOT 4
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