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Date/Time: Sun, 05 May 2024 18:54:44 +0000



Post From: Very Impressive!: New Continuous Futures Contract Feature

[2013-12-25 03:10:05]
Sierra Chart Engineering - Posts: 104368
We are very grateful, that we have been able to complete the new Continuous Futures Contract functionality with back adjustments just before Christmas.


We have released version 1064. To update select Help >> Download Prerelease.



To utilize this functionality:

1. You need to have a futures contract chart opened. This cannot be a continuous contract symbol. It has to be a symbol which contains the specific month and year code. Like ESH4

2. Select Chart >> Chart Settings >> Advanced Settings.

3. Enable the Continuous Futures Contract option.

4. Enable the Back Adjust Continuous Contract Data option if you want to back adjust the prices.

5. Press OK.

6. All of the necessary data will be downloaded in the background and then when all the data is downloaded, if a download had to occur, the chart data from the files will be loaded into the chart.

7. Once the data has been downloaded, the process of loading the chart data into the chart, is dramatically faster than previously.

Notes:

-This feature currently works with Intraday charts. We will be working on adding support for this feature for Historical Daily charts in the next few days.

-Another thing that needs to be said about this feature for it to work properly, is that it requires a solid market data backend/ server.

This will be the case for almost all of the services except mainly for Interactive Brokers. If you are using Interactive Brokers you will need to use the Sierra Chart futures data feed:
http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php

-If it is not clear already, the way that this feature works is that it works with the individual futures contract files and joins them together dynamically and performs the back adjustments, all in memory.

In the past, we had thought that creating on the server side continuous futures contracts would deliver the best performance. However, you will see this feature works just as fast. And it has the major advantage that every time there is a futures contract rollover, you do not need to re-download the data since the back adjustments are performed dynamically in memory.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-12-26 06:41:06