Support Board
Date/Time: Thu, 06 Nov 2025 08:28:40 +0000
Post From: Correct way to load continuous futures contract from multiple SCID files
| [2019-09-11 00:22:36] |
| User972768 - Posts: 166 |
|
Hello, I'm developing external script that reads SCID files and does analysis of their data. For my purposes I need to analyze continuous contracts. What is correct way to load multiple contracts (eg, ES for last 3 years) to get continuous contract based on "date rule rollover, back adjusted", similarly as Sierra does via Chart >> Chart Settings >> Advanced Settings? In other words I wonder how Sierra does this type of multiple contract aggregation. Thanks and best regards |