I am downloading some market data from the Elite Circle sub and am curious to know how one can add an older or expired contract to the instrument list. For example, I want to use CL 04-23 replay data but am unable to because I have rolled forward the contract to 06-23.

Coolboarder86 

I am downloading some market data from the Elite Circle sub and am curious to know how one can add an older or expired contract to the instrument list. For example, I want to use CL 04-23 replay data but am unable to because I have rolled forward the contract to 06-23.

Hi Coolboarder86

When you say you're unable to, do you get an error message when you try to use older replay data?

xplorer 

Hi Coolboarder86 When you say you're unable to, do you get an error message when you try to use older replay data?

The older contract is not available when searching in the instruments list.

Coolboarder86 

The older contract is not available when searching in the instruments list.

You can just add that in. When you have the instrument list open and you see the contracts with the various expiries, just type the one you want to add (e.g. "CL 04-23") and press OK.

Coolboarder86 

I am downloading some market data from the Elite Circle sub and am curious to know how one can add an older or expired contract to the instrument list. For example, I want to use CL 04-23 replay data but am unable to because I have rolled forward the contract to 06-23.

The best solution will always be to use the continous contract with NOT backadjusted data.

xplorer 

You can just add that in. When you have the instrument list open and you see the contracts with the various expiries, just type the one you want to add (e.g. "CL 04-23") and press OK.

Ahh, why didn't I think of just manually entering it like that?! Worked like a charm! Thanks!