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Date/Time: Sun, 12 Jan 2025 15:11:05 +0000



Post From: Errors with IB for vixu16 & vix-201609-cfe-usd-1000

[2017-02-19 02:52:24]
Sierra Chart Engineering - Posts: 104368
We cannot possibly keep with everything. Thinking through this, we do not know how to solve this problem. There is no way we can reliably know what the expiration day should be. It is also something which is exchange and symbol specific. And not generalized across various symbols and exchanges.

It is very reliable to determine contract months from standardized contract specifications. There are up to 12 of them and there simply no variance ever from that. For example a March contract always has a March/03 expiration. Simple and reliable. Whereas a day can vary based upon holidays and business days.

For example, in the case of the rollover rules for a symbol, these are imperfect. But there cannot be any imperfection when it comes to generating a symbol. And the Interactive Brokers API has no way to query for a symbol.

Thinking about this some more, this is really something Interactive Brokers should resolve because in the case of a monthly symbol, there should not have to be a need to specify the expiration day. This is not the case with CQG and we would have to check, but we do not think this is a problem with CTS either. Or with any other service.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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Date Time Of Last Edit: 2017-02-19 02:54:10