Is anyone familiar with how to setup futures trading with IB? I first tried to setup E-mini S&P futures. I did figure the symbol out. When using the Download script to update the assets file I get this.
Name,Price,Spread,RollLong,RollShort,PIP,PIPCost,MarginCost,Leverage,LotAmount,Commission,Symbol
ES,3222.00,0.250000,0.0000,0.0000,0.01000,0.010000,0,2.000,1.00,0.000,ES-FUT-20200918-ES-GLOBEX
Bear with me, I am new to Futures....
From Barcharts.com for ES (S&P E-mini)
https://www.barchart.com/futures/quotes/ESU20/overviewPoint Value $50
Tick Size 0.25 points ($12.50 per contract)
Contract Size $50 times Index
Point Value $50
Margin/Maintenance $13,200/12,000
When backtesting the equity is tracking the asset value. Not $12.50 per contract/0.25 value tick. Does the Download script now work for Futures on IB? Any suggestions on how to properly configure the assets file?
