Hi

What is the best way to deal with the above situation.

Today we have a QM crude oil future roll-over.

How can I continue to recieve the data from Interactive brokers for
the new contract QMv6 (the old one is QMU6)and keep the historical
data of the old one.

There is a problem of GAP in price between the two contracts.

My first idea was to export somehow the data from the database and to
manualy add the gap to the price column but HOW to export the data?

Then there is a Split option - How to use it in this case?!

Maybe I am missing something?!


Thanks guys.





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