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Direct MessagesDate/Time: Mon, 06 May 2024 13:43:13 +0000
Post From: IQ Feed Continuous Futures Contract Rollover
| [2013-12-11 18:45:30] |
| CMG - Posts: 179 |
|
Hi there, For automated trading I'm using IQ feed and their continuous futures contract symbol "@ES#C" for an intraday chart and the current transact symbol for trading and quote "ESZ3". 1. With rollover approaching tomorrow on Thursday December 12, when will the continuous futures symbol adjust to the new symbol. 2. If my chart uses indicators with data from the previous contract do I need to reload the data for the chart once the price for the new symbol is printed on the chart This is a 24 hour automated strategy so i'm figuring out if "automatic" rollover for my strategy is possible or which is the best way to do it. Thanks |