Fully automated futures trading

Discussion in 'Journals' started by globalarbtrader, Feb 11, 2015.

  1. Kernfusion

    Kernfusion

    I guess the only viable approach now is to first call reqContractDetails without specifying LocalSymbol, then filter the results where ContractDetails.Contract.LocalSymbol ends with M or a digit and use that local symbol to request data..
    I guess M means monthly, (which is what we need), and the other options could be D-daily? and maybe W-weekly? But monthly can also be without a letter at all, like "old style"..
    Btw, I only have one instrument like this in my system where I had to specify LocalSymbol, everything else works just by combination of other attributes..