not sure how to handle a general approach to changing contract details. NOOB

[ghost]

Hi there

I am a julia noob coming from python and Jib.jl is teaching me ALOT about coding practices in julia, all hail ibilli. This has me stumped.

I am revisiting futures and am puzzled about how to write the call for getting the FRONT MONTH only. I understand the call in specific terms ( when I know the contract ID) but how can I generalize it please?

contract = Jib.Contract("ES",...)  
Jib.reqContractDetails(ib, idx, contract)
Jib.reqMktData(ib, 1, Jib.Contract(conId=461318816, exchange="GLOBEX"), "", false)

So if I want to get the contract id for the current front month ONLY of ES or CL what is the process please?

thank you for any help.

[lbilli]

IB's continuous future contracts may be what you are looking for.

Using the API, following IB docs, you can use secType="CONTFUT" to get the lead month contract, as in:

cfut = Jib.Contract(symbol="CL", secType="CONTFUT", exchange="NYMEX")
Jib.reqContractDetails(ib, idx, cfut)

# Obtain the conId from the returned contract and then
Jib.reqMktData(ib, 1, Jib.Contract(conId=xxx, exchange="NYMEX"), "", false)

Continuous contracts can be used directly in reqContractDetails() and reqHistoricalData() but not in reqMktData(), for which a two step approach as above is required.

[ghost]

thank you so much @lbilli I "thought" I tried this last go around and failed miserably. I will try again next week. Thanks again for making a poor noob's life a tad easier with Jib.jl REALLY helps me hone my "skills"
sandbagger