Which settings do I have to consider when trading futures with IB?
The IB API does not support Continuous Contracts. This means that AgenaTrader can only show one Contract e.g. FrontMonth.
In order to compare the data in TWS with AgenaTrader please do not use Continuous Contracts.
Yet you can use an additinal data feed to display e.g. Continuous Contracts.
Therefore you need to
- either choose for IB "Broker" in Connections-tab of Account Connection Setup and "Datafeed" for your datafeed provider
- or you choose IB as data feed as well, yet in this case you need to choose different instrument types in "Datafeed"-tab for both IB and your datafeed provider: e.g. stocks and CFDs for IB but Futures, Currencies and Indices for your data feed provider (find additional details here: Broker and data feed settings for IB
In InstrumentEscort you need to select the wanted contract in the mappping settings of your data feed. Please note that the expiry is relevant for order transmission, while the contract settings in mapping settings of your data feed are to be considered for the display of the contracts: