Interactive Futures Chart - zuwywakybobu.web.fc2.com

I just noticed that Interactive Brokers has added some support for continues futures contracts! A major difference between futures and stocks is that future contracts expire.

To hold an overnight position, one needs to thing about roll overs. With futures, we would have to go long the September contract considering we do the trade today , and then we will have to roll over four times, switching first from September to December , then from December to March , then from March to June and finally from June to September At the end we will sell the September contract.

A roll over is as simple as selling the current contract and buying the next. In TWS one create a synthetic product which does a roll over via a single trade my typical approach is to use a pair combo order. I hope you see the backtesting problem now — if we want to use a day moving average, which contract do we use?

This problem is addressed by introducing the continuous contract. Another important feature one gets is the roll over schedule — this tells a trader on which day to do the roll over.

Silver Futures Interactive Chart - zuwywakybobu.web.fc2.com

Here are the differences for the current contracts for the commodities:. Certainly there are some difference, although, to be fair, this was the group with most differences. My feeling is that IB will catch pretty quickly though.

Charting Your Futures - Commodity Brokers -Free Commodity Futures Charts, managed commodity accounts,electronic order entry

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Interactive Brokers Now Supports Continous Futures Leave a comment. Future IB Contract CSIData Contract Oats ZO Sep Dec Corn ZC Sep Sep Soybeans ZS Aug Nov Soybean Meal ZM Aug Dec Soybean Oil ZL Aug Dec Wheat ZW Sep Sep Rough Rice ZR Sep Sep Leave a Reply Cancel reply.