Is it possible to download commodities continuous futures contract hourly data through Interactive Brokers API? Single contract last for one to a few months. Continuous data is more useful on a chart. I would like to download GC gold contract. Anyone tried it before?
Let me save you some aggravation. Continuous futures contracts have the distortion of "futures time premium"... limits their usefulness. If interested in gold, check out the spot price of gold or the GLD ETF instead.