Futures

Continuous Futures

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Users may choose to use Continuous Futures as well, which automatically presents the front future contract for customers to request historical data.

This security type can only be used in the TWS API to request historical data.

Continuous Futures can not be used:

  • For placing orders
  • For live market data
  • For specific historical data. Please be aware that endDateTime must be left as an empty string when requesting historical data for continuous futures contracts.
  • In the Client Portal API
symbol = "ES"
secType = "CONTFUT"
exchange = "CME"
currency = "USD"