GAS_US Sampled Contracts

[emretezel]

Hi Team,

Is anyone having trouble getting sampled contracts for GAS_US. Running update_sample_contracts gives me the following in the log.

2024-10-10 21:44:19 WARNING Update-Sampled_Contracts {'instrument_code': 'GAS_US', 'contract_date': '20241100'} Contract is missing can't get expiry
2024-10-10 21:44:19 DEBUG Update-Sampled_Contracts {'instrument_code': 'GAS_US', 'contract_date': '20241100'} Can't find expiry for GAS_US/20241100, could be a connection problem but could be because contract has already expired
2024-10-10 21:44:19 INFO Update-Sampled_Contracts {'instrument_code': 'GAS_US', 'contract_date': '20241100'} Added contract GAS_US 20241100
2024-10-10 21:44:19 DEBUG Update-Sampled_Contracts {'instrument_code': 'GAS_US', 'contract_date': '20241100'} Contract GAS_US/20241100 Contract not available from IB so now stopped sampling
2024-10-10 21:44:19 WARNING Update-Sampled_Contracts {'component': 'ibFuturesContractData'} futuresInstrumentWithIBConfigData(instrument=GAS_US, ib_data=symbol='NG', exchange='NYMEX', currency='', ibMultiplier='10000.0', priceMagnifier='1.00', ignoreWeekly='False', effective_multiplier='10000.00') could not resolve contracts: GAS_US has multiple plausible contracts but is not set to ignoreWeekly in IB config file

Best regards,
Emre

[emretezel]

Do I need to set ignore weekly to true in ib_config_futures.csv?

[craigmediaservices]

I was getting an issue with GAS_US as well saying it couldn't find the contract, but it rolled today using the automatic option.

[oldlore]

How are people fixing this? I set ignore weekly to true but I'm still not downloading prices after 10/7.

[emretezel]

I am trading GAS_US_mini but would be nice to be fixed. Best,EmreOn 12 Oct 2024, at 14:00, oldlore ***@***.***> wrote: How are people fixing this? I set ignore weekly to true but I'm still not downloading prices after 10/7. —Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you authored the thread.Message ID: ***@***.***>

[tgibson11]

Setting ignore_weekly to true will be necessary, but not sufficient.

You also need to add code in ib_contracts.py to distinguish between the weekly and monthly contracts.

I have some code that I think should work, but I haven't tested yet. I'll post back here with a link after I confirm it's working.

[tgibson11]

Code is tested & seems to be working.

tgibson11@35de2ca

[oldlore]

Thanks for sharing the fix! I updated the code this morning and prices seem to be coming in normally.

[tgibson11]

PR #1438 fixes this.