Adjusting ~/bcutils/config.py

[celsod]

Hello,

I am wanting to adjust the config.py file to contain the micro or mini contracts of the available futures contracts that are micro or mini. I am noticing that if I search on barchart for the micro or mini contract that is listed in the PST config file, I am unable to find the associated futures contract. For example, AUD_micro in the PST ib_config_futures.csv is listed as IBSymbol M6A. If I search barchart for M6A, I find a bunch of futures put options but not the micro contract of the Australian dollar. Do you have any suggestions on how I can add the micro or mini contracts to the config.py file if I can't find them manually in barchart? Thank you for your time and attention in this. I'll do my best to understand better.

Thanks,
Celso

[bug-or-feature]

A few points:

• the codes Barchart uses are not the same as what IB uses, unfortunately. You have to use Barchart's search functions to try and find instruments. It's hard - Barchart's search functions are not great
• as long as you are using bcutils to work with pysystemtrade, you can likely use the full fat contract prices for the mini/micros. Rob described doing this somewhere... The volume won't be correct - but the prices will be close enough. Don't forget that sometimes micro or mini contracts don't have the same roll config as full fat, especially commodities
• this discussion has a spreadsheet attached with additional barchart codes, which may help

[celsod]

Thank you for the quick response! As a follow up, following along in the PST data document and the PST production document, if I gather the data from barchart and then regularly update the data from IB, then I wouldn't need to continue using barchart. Right? I'm not the best at this yet and want to make sure I understand what's happening under the hood before buying the premium subscription with barchart.

[bug-or-feature]

correct