The odd stale instrument

[ammar-beyond]

Hello Rob and fellow pysystemtraders,
While updating my Arctic database from IB, I have a found a few instruments that have gone 'stale'.
Here is a list with their reasons that may save you some time.
If I have overlooked something or gotten something wrong or you just need help downloading data, let me know.

Symbol not found in IB

• EDOLLAR
• COTTON
• LUMBER
• NIFTY
• USIRS10
• USIRS2ERIS
• USIRS5
• USIRS5ERIS

Roll config nuances
For these contracts, you cant download the data using the expiry month from IB, instead use the expiry month as according to rollconfig's 'HoldRollCycle'. These contracts usually have an expiry data close the end of month.

• GOLD-mini
• RAPESEED
• SUGAR11
• (maybe more)

Issues with IB data (not enough data to overlap rolls or existing multiple prices)

• CHEESE (cant download prices for 202403)
• CNH-onshore (downloads weekly only)
• KRWUSD (cant download prices from 202311 and 202405)
• MID-DAX (IBs historical data doesnt go far enough back to overlap)
• SGX (weekly only)
• SPI200 (only main contract is daily, rest is weekly, cant calculate carry)
• VNKI (broken up data)

IB doesnt allow to download historical up to a certain point, could download from Barchart?

• ALUMINIUM_LME
• BEL20
• COPPER_LME
• NICKEL_LME
• TIN_LME
• ZINC_LME

You can add any stale instrument to the config with "stale_instruments: []" and the system will ignore them when updating daily.

[craigmediaservices]

Thank you. That makes sense. I just initiated my database and tried running Rob's system and noticed data was missing:

NIFTY
USIRS10
USIRS2ERIS
USIRS5
USIRS5ERIS

I added to excluded_instruments, but was not aware of stale_instruments.

[craigmediaservices]

So using stale_instruments was necessary in my production environment when rolling contracts and the stack were hanging on NIFTY. Thank you.

[craigmediaservices]

BB3M is now stale.