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Direct MessagesDate/Time: Fri, 03 May 2024 14:34:40 +0000
Post From: Continuous futures contracts issue on ES, NQ DAX (not CL)
| [2018-09-26 06:33:50] |
| User877753 - Posts: 152 |
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Hello, Configuration : SC feed + IB. Unexpected appearance for ES NQ and DAX contract : same data appear with - continuous contract = none - continuous contract = date rule rollover, back adjusted. Appears like the current future contract is not chained with previous one. Same problem with intraday and daiily data. Adding volume study confirms the point. Curiously, CL contract works fine. Thanks for your help. JM PS : Got it : In "Symbol settings", the list of rules in dropbox for "Rollover rules" changed. CL rule itme went unchanged. However, the items I selected for ES NQ and DAX were modified, so the dropbox selection went to "Not defined". Proper selection fixes it. Best regards, Date Time Of Last Edit: 2018-09-26 07:01:20
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