Hi Folks, Does IB support continuous contracts so that Futures rollover can be handled automatically in charting software? I'm using the IB data feed with QuoteTracker. Thanks in advance.
IB does not carry the continuous contracts unfortunately. Your best bet is to get them from a premium data provider (esignal, etc), especially if you need intraday data. There are a few free EOD options, but alas, not ones that interact with QT (from my own research). stockcharts.com has several of them ($copper, $gold, $natgas, $wtic, etc) Here are csv files of nearly every continuous contract, though they're about a month delayed.. http://pitrading.com/free_market_data.htm The best free option is prorealtime.com's EOD data. They have a decent java charting/backtesting system that's on par with QT. Data varies, daily EOD of 2-years for CBOT/NYMEX, 20-years for Globex, 30-years FX, 70-years for major indices. Really not bad for a free service.