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Date/Time: Sat, 20 Apr 2024 10:00:55 +0000

Post From: How to combine future contracts files (intraday chart) at a prec

[2013-04-02 16:23:53] Link To Thread - Link To Post [Go To First Post]
SoundsLikeSun - Posts: 30
Hi, Currently, I use the join feature as requested in the documentation. I understand that the switch is made whenever the new contract's volume exceed the volume of the previous file. However, I usually never trade a future contract on expiring day, because I want to avoid first notice. Therefore, I need to switch contract at the end of the day before expiring day, even if volumes haven't already exceeded the ones of the previous file (hope it's clear) So : 1- Is there a way to do it ? In the documentation, it seems only possible for historical charts 2- If, not, do you intend to enable it ? Thank you very much for your help Thomas