Inspect contracts, trading hours and instrument groups

Start with the contract#

Open Instrument Manager from the Data navigation group. Select the intended broker/feed source and search an instrument. The table, detail panel and source information show the contract AMM uses for research and routing. Check description, asset class, quote currency, contract multiplier, tick/pip, lot size, quantity limits and trading hours before relying on a chart's familiar ticker.

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A stock normally uses shares, spot crypto uses fractional base-asset units, FX can use native units or lots, and futures use whole contracts with an explicit point value. A cTrader spread-bet contract can use a different lot size from an ordinary FX contract. These are economic facts, not display preferences: the wrong multiplier changes P&L and the wrong quantity grid makes an order invalid.

AMM retains one instrument per exact source/account where contracts differ. Use the shared picker's Brokers filter alongside asset-class chips. Broker filters combine with asset classes; clear a forgotten filter if a symbol unexpectedly disappears. The same symbol on two accounts remains two rows because data and contract values can differ.

Inspect source and resolved values#

1. Select the exact market/account row.
2. Open its detail panel and inspect the provider's base values and effective values.
3. Check whether an override or custom definition exists.
4. Review source availability and, for research, the corresponding local history.
5. For live use, run the route check and broker preflight as well.

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Downloaded security-master files remain intact. Instrument Manager layers non-null overrides over the base values and persists user changes separately. Removing an override restores the underlying provider value; it does not rewrite the downloaded broker export. This makes corrections reviewable and reversible.

There is an important boundary: overrides govern AMM's backtest/data/loader contract and relevant engine configuration. Live broker adapters also obtain their own executable metadata from the venue. An override cannot manufacture an exact executable account contract, change the broker's accepted tick or force a quantity the broker rejects. Verify live order estimates and accepted broker details separately.

Create a custom or duplicate instrument#

Use the manager's custom-instrument/duplicate workflow when you need an intentional research identity or alias. Start from the appropriate source, enter the new symbol and required contract information, and review the resulting effective values before saving. A custom alias is not permission to trade an arbitrary instrument. It must still resolve through an exact execution route when used live.

Keep aliases single-purpose. Do not rename a futures contract to an ETF symbol to reuse history, or copy a CFD multiplier onto a spot pair. If live, historical and broker spellings differ, use the role-specific routing fields instead of altering the economic contract to make names match.

Define trading hours#

Use the trading-hours library to create or edit a reusable definition, then assign it to the instrument. Inspect weekly sessions, timezone and dated overrides. The app supports explicit holidays/early closes and provider calendars where available. DST-aware New York or Chicago sessions cannot be represented safely as one permanently fixed UTC hour.

Schedule edits can affect live enforcement as well as new research runs. Review a schedule before applying it to an instrument already used by an active strategy. A no-trading interval, a closed exchange and missing data are different states. Disabling extended-hours trading does not delete extended-hours observations from a downloaded archive.

For US equities, use the app's trading calendar and dated override tools rather than assuming every weekday is a full session. For cTrader OTC instruments, use the exact symbol schedule. Futures use product-specific CME-family calendars and maintenance breaks. Crypto spot normally uses every UTC day, including weekends.

Futures identity and rolls#

Futures details include exchange, root, contract month, expiry, tick value, margin metadata when reported and settlement method. Values may be unknown; a blank margin field is not zero margin. Upcoming catalogue contracts are candidates, not proof that the account can trade them.

Continuous symbols show the active contract and next roll. Review the roll table, adjustment method and source contracts. A roll-date override cannot move a roll that has already happened back into the future. Offset repair is a separate operation. Continuous historical prices can be adjusted while actual broker orders remain on dated contracts; retain that distinction in strategies and exports.

Create and reuse groups#

Create a named group with a useful description, add exact instrument/source members and save it. Use groups to share a reviewed universe with screeners and research builders. For example, separate a US-equity watchlist, an FX account's available pairs, CME index futures and a crypto spot list instead of mixing symbols with hidden account assumptions.

The REST group service uses the same store as the UI: list/create at /api/instruments/groups, then read/update/delete a group at /api/instruments/groups/{id}. A source-tagged group remains source-tagged when expanded. Today's group membership is not automatically historical index membership; point-in-time constituent research uses its dedicated dated universe.

Recover from incorrect values#

Inspect base versus override first. Remove only the specific incorrect override when the provider base is valid. If the provider security master is stale, refresh that provider rather than importing another provider's row. If route admission still fails, inspect exact account metadata, quote currency and quantity contract. No automatic FX conversion, universal underlying matching or price rescaling should be assumed. See Brokers and feeds and Historical data.

For the complete expiry, continuous-price, manual roll and automatic-roll workflow, see Futures contracts and rolls.