TWS has this feature where you can chart the soonest-to-expire futures contract which automatically rolls over. It uses the infinity symbol to denote this (so ES <inf>). Does anyone know a way I can export this data? I backtest in RightEdge but there's no such symbol that I can find that corresponds to the symbol it would need to pull the historical data from TWS. So I'm trying to export the data to a CSV or something, but I can't find a way to do that from within TWS. Does anyone know a way?
There's no way I know of to get continuous futs data out of IB, there's already a popular features request on IB website for this (via API) but no information if it's going to be implemented.