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Direct MessagesDate/Time: Sat, 04 May 2024 11:13:07 +0000
6E Data
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| [2015-09-14 03:58:23] |
| QnReally - Posts: 181 |
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I am running v1296. 1) http://www.sierrachart.com/image.php?l=144220264120.png shows a high of 1.1368 with "Continuous Contract" set to "None". 2) http://www.sierrachart.com/image.php?l=1442202704348.png shows a high of 1.1366 with "Continuous Contract" set to "Continuous Futures Contract - Date Rule Rollover, Back Adjusted". The volume profiles show different shapes and the volume reported is different between the two scenarios. I believe 6EU5 expires tomorrow (Monday). Any ideas on what I am doing wrong or what might be going on? Thanks. |
| [2015-09-14 04:03:17] |
| QnReally - Posts: 181 |
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I only have 3 days of data loaded in the chart and the same behavior happens with 15-minute periodicity chart as well. My session is set to 3:00 - 16:15, if you wanted to reproduce the behavior. The symbol used is 6EZ5 with OEC/Gain.
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| [2015-09-14 04:31:44] |
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This does make sense. Make sure you show the rollover dates and you can see where the September contract is being used in the chart: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#DisplayingRolloverDatesContractMonths If the rollover from September to December occurs on September 14, then for dates prior to that, the September contract will be used. 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: 2015-09-14 04:35:56
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