pysystemtrade
pysystemtrade copied to clipboard
LME Contracts Issue?
Recently I've been getting errors for a failure to find various LME contracts:
{'component': 'ibFuturesContractData', 'instrument_code': 'NICKEL_LME', 'contract_date': '20241100'} Error! Cannot find active contract! Expired? interactive_update_roll_status.py not executed?
I noticed this output in run_stack_handler:
2024-09-10 13:10:19 WARNING stack_handler {'component': 'ibFuturesContractData'} futuresInstrumentWithIBConfigData(instrument=NICKEL_LME, ib_data=symbol='NI', exchange='LMEOTC', currency='USD', ibMultiplier='6.0', priceMagnifier='1.00', ignoreWeekly='False', effective_multiplier='6.00') could not resolve contracts: NICKEL_LME has multiple plausible contracts but is not set to ignoreWeekly in IB config file 2024-09-10 13:10:19 WARNING stack_handler {'component': 'ibFuturesContractData', 'instrument_code': 'NICKEL_LME', 'contract_date': '20241100'} Contract is missing can't get expiry 2024-09-10 13:10:19 DEBUG stack_handler {'component': 'ibFuturesContractData', 'instrument_code': 'NICKEL_LME', 'contract_date': '20241100'} Can't resolve contract 2024-09-10 13:10:19 CRITICAL stack_handler {'component': 'ibFuturesContractData', 'instrument_code': 'NICKEL_LME', 'contract_date': '20241100'} Error! Cannot find active contract! Expired? interactive_update_roll_status.py not executed?
The error suggests that ignoreWeekly may resolve the issue, but I had not seen this before. Barchart and the LME website do not list multiple November LME contracts.
Thank you for any help.