Support Board
Date/Time: Sun, 15 Jun 2025 17:06:12 +0000
Post From: ACSIL: get underlying contract symbol/month for bars on a (continuous) intraday chart.
| [2025-06-01 22:55:26] |
| RobJ - Posts: 6 |
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Is there way using ACSIL to determine which contract symbol/month (CLK vs CLM) was in effect on a particular bar on a intraday chart (continuous contract with volume based rollover). I'm doing some calculations over a number of days and want to know if the OHLC values used were all from 1 symbol/month or that a rollover happened during that period. Thank you. |