WTF are they doing? Are May contracts prices still shown based on the old multipliers? Update: now the prices look consistent again
Are any of you having difficulty pulling prices of Sugar #11 (SB on IBKR)? Ever since they changed the multiplier, my reqHistoricalPrices calls for symbol SB and multiplier 112000 keep failing. Strangely, they worked just fine before and the other instruments that have changed (like OJ) also continue to work fine.
Ah, I'm able to pull Sugar #11 prices again now. Not sure what changed. Watch out though that IBKR is still quoting historical prices in terms of dollars, meaning that you get a sudden jump in the price series if you pull it in from IBKR. I think that's true for all these instruments.
Sorry I've been a bit quiet recently. For some reason, new posts to this thread weren't showing up on my alerts so I missed all the multiplier madness. I guess everyone knows about it, but there are a couple of pre announced changes coming out: https://github.com/robcarver17/pysystemtrade/issues/1030 LIBOR to SOFR https://github.com/robcarver17/pysystemtrade/issues/1029 New symbology for Eurex I'm currently sitting in a 'networking lounge' at a retail trading conference, where I'm due to speak. I hate these events, I will be honest. But so far this has been one of the worst. First of all I had to get to Hammersmith, which is apparently in Zone 2(Londoners will know what that means), but might as well be on the other side of the world from where I live. And when you walk out of the station you aren't on the street, but in the middle of a flipping shopping centre. One of my key failings is I can't navigate shopping centres, which never have any clear signage, so it took me 15 minutes to find my way out of this one. Then google maps directed me to walk down the side of a flyover, which involved crossing the road several times, and then walking under the flyover. I hope it's not dark when I come out. The conference is being held in a massive chain hotel that looks like a soviet era apartment block and is so big it probably has two postcodes all to itself; but the entrance obviously doesn't face the road, so instead you have to walk round this massive building for 10 minutes to find the entrance. Everyone here, apart from the guy who just took my dirty coffee mug away (thanks mate), is eithier selling or being sold to. And that includes the conference organisers, who are desperately trying to upsell everyone. There is one room everyone can go in, apart from certain times of day, but every other room is only accesible to 'silver' or 'gold' members. (I had to throw my toys out of the pram when the lady guarding this networking room said it was for gold members, which apparently doesn't include speakers. I pointed out that theoretically I wouldn't be allowed into the room I was supposed to speak in later. She relented after talking to her boss and I apologise for being a bit of a Karen. Really she shouldn't have let me on the grounds that I have no intention of networking) The main body of the hall is full of trading 'technology' and 'training' providers. I might try and bait some of them later, but I'm not in the mood. There are people live trading spot FX. Thrilling! There is an 'open stage' where a bald man (yeah I know, what can I say, you've seen my profile) is shouting at people that they shouldn't meddle with their system (good!) but rely on the backtest they have done over the last two ..... centuries.... decades.... years.... no - the last two weeks (!). On the upside I'm finding it easy to get work done in the 'networking room', drinking the free coffee (same as the coffee outside in terms of quality, but free rather than £2.50 - for filter coffee) whilst also being amused by the 'gold' members waffling about their 'systems' and 'getting into a good mental place'. Perhaps I am being unfair, because industry conferences aren't much better, although the coffee is usually free and they are at nicer venues. Why am I here? Well if it least one person is persuaded that there is a more sensible way of doing things, then it's been worth my time. Rob
A bloke on the next table is talking about 'struggling to find his rythm'. There's probably some medical help available. Rob
Apparently most traders need 'more discipline'. I know a nice lady in Soho who can help with that. Rob