Support Board
Date/Time: Thu, 26 Jun 2025 22:31:39 +0000
Continuous Futures Contract - Rollover Each Year. Same Month
View Count: 676
| [2021-11-06 21:09:27] |
| User146848 - Posts: 124 |
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Greetings, do i understand it correctly? The current month may be november, so every prior year is represented by the november contract and only by this single contract. If there is a december contract next month, then all prior years will be shift to their december contract. The chart should be merged toghether like nov19-nov20-nov21 and then dec19-nov20-nov21. Is this right? Date Time Of Last Edit: 2021-11-07 18:33:28
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| [2021-11-07 16:03:02] |
| John - SC Support - Posts: 40626 |
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You have the general idea correct, but not all symbols have contracts every month. You would need to look at the exchange information for a particular symbol to see how the contracts are laid out and when they expire. For some more general information, refer to the following: Continuous Futures Contract Charts For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-07 17:36:26] |
| User146848 - Posts: 124 |
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Yes, i know. What exactly is this kind of continuous contract trying to achieve, what others fail to do? |
| [2021-11-07 18:22:06] |
| John - SC Support - Posts: 40626 |
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It gives you a way to view historical data for a particular symbol over a time period longer than one contract.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-07 18:34:20] |
| User146848 - Posts: 124 |
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Hm...but isnt this the general purpose of any continuous contract method?
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| [2021-11-08 14:53:50] |
| John - SC Support - Posts: 40626 |
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Yes. We are not understanding what you are wanting to know. What exactly is your question? For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-08 15:35:46] |
| User146848 - Posts: 124 |
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My question is: What is this specific continuous contract method trying to achieve compared to a simple continuous method, where contracts get attached one after another? As i understand, this method only has one contract per year, depending on the current active month. Thats different from having every most active contraced in timely order...Why...what the specific goal? |
| [2021-11-08 16:54:51] |
| John - SC Support - Posts: 40626 |
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First of all, we took another look at your first post and we did not notice what you had stated regarding the contracts. With the Continuous Futures Contract you do not get just the one contract for the previous years. You get the previous contracts strung together over the course of the years. Therefore, if the contracts were monthly you would have the following: Jul21 - Aug21 - Sep21 - Oct21 - Nov 21 So, this is just a "simple" continuous contract if you want to call it that. We do have back-adjusting as well if you do not want to see a gap where the contracts switch over. As i understand, this method only has one contract per year, depending on the current active month. Thats different from having every most active contraced in timely order...Why...what the specific goal?
No, sorry we did not see this originally. See our note above. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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