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Date/Time: Thu, 16 May 2024 10:25:05 +0000

Post From: Rollover with Continuous Futures Contract

[2017-03-17 06:50:18] Link To Thread - Link To Post [Go To First Post]
User921987 - Posts: 234
My Global/Symbol Settings says the switching day for the Eurex FDAX (CQG: FDXMH17->FDXMM17) futures contract is today which is ok. So if I do a rollover for continuous futures contract (set on the "Chart settings/Advanced Settings") the earlier data on the chart will be converted to this new June 17 contract too. What I understand only the data starting from today should be converted to show the June data. Please see attached picture where you can clearly see the data for the past days is incorrect: lot of gaps in it and not traded much. If I switch back to March 17 contract everything works just fine past days and months are shown correctly. So what is it what I do not understand correctly or is this really a feature/bug ? Date Time Of Last Edit: 2017-03-17 06:55:25


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