regen_continuous Command

The regen_continous command creates a continuous prompt contract from a group of underlying contracts.

Normally, continuous contracts are automatically created and updated by the MIM. Whenever possible, the MIM optimizes the updating of continuous contracts such that most types of continuous contracts are updated incrementally and are not completely re-generated with each update. However, sometimes it is desirable to have the continuous contracts for a given symbol completely re-computed. For example, if changes are made to futures contracts and need to be recomputed than the regen_continuous command can be used for this purpose. Its synopsis is:

regen_continuous [ relname ]

Where relname is the futures symbol or path: futures symbol as in CL or TopRelation:Futures:CL, or a category (folder) containing futures symbols such as in TopRelation:Futures.

If you have a continuous contract that is spotty while the underlying contracts do not have holes then try running the regen_continuous command. It usually fixes this type of problem.

The command can be run at any time and by itself. The relname argument is optional. If it is not given, all continuous contracts will be re-computed for all futures and futures_continuous symbols in the database. This will take some time to finish as it has to regen every continuation in the MIM.

If relname is of type category or futures, then continuous contracts will be re-computed for all futures and futures_continuous symbols occurring in that sub-tree of the symbol hierarchy. The continuous contracts will be re-computed immediately, wherever the regen_continuous command appears in the BMIM script. By contrast, the automatic computation/recomputation of continuous contracts are performed after the entire BMIM script is processed.