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Date/Time: Sun, 05 May 2024 16:55:36 +0000

Post From: How to pick the highest volume futures contract?

[2018-12-13 11:33:19] Link To Thread - Link To Post [Go To First Post]
User465507 - Posts: 74
If I'm within Sierra trying to pick which futures contract to open for some product I'm not familiar with I often won't know what's the most liquid product at any given time - some products trade every monthly but only have liquidity in specific months (quarterly). Is there some way for me to list the volume of each futures contract within sierra without starting to download heaps of data etc.? I was thinking the best way for me to do this is to simply open the contract month that is closest to the current time and then turn on a volume-based rollover setting so that if it is a future month that's most liquid Sierra will automatically move it forward. Is this the best way?