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Direct MessagesDate/Time: Mon, 06 May 2024 09:22:44 +0000
historical daily charts of expired months
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| [2015-10-07 05:16:55] |
| User529296 - Posts: 27 |
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Hi SC Support, For backtesting, I use historical daily charts of expired months of past years of futures contracts. I have the following questions: 1) Is there a way to have Sierra Chart automatically show option expiration dates and rollover dates on these charts? 2) In the tutorial documentation, in "12.1 - Historical Daily Bars Session Times and Evening Session Trading", here is what's said about the closing price of daily bars - "Other than the last bar in the chart, the closing price of a bar in a Historical Daily chart is the official settlement price from the exchange." Does this apply to historical daily charts of expired months? For example, in a daily chart of a futures contract of March 2011, the daily bar of the last trading day doesn't have settlement price as the closing price, but the bars of all the other days do? Thank you very much! TWA |
| [2015-10-07 19:23:18] |
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1. If the chart is set to a Continuous Futures Contract chart, then this can be done. This page explains how to do all of this: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html 2. OK we understand what you are asking about. No, that information does not apply to expired contracts because there is no longer any streaming real-time data for them affecting the last trade price of the last bar in the chart. We will update the documentation. 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 |
| [2015-10-07 19:46:41] |
| User529296 - Posts: 27 |
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Thanks for your response. I just want to make sure I understood you correctly on question No. 2. So, for expired contracts, all bars on historical daily charts have settlement price as the closing price, correct? Thanks again! |
| [2015-10-07 19:48:12] |
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Yes.
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 |
| [2015-10-08 16:04:58] |
| User529296 - Posts: 27 |
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Hello again, I went through the documentation you referred to. It's only for showing rollover dates on a continuous chart. What about showing monthly option expiration dates? I'm perfectly fine with drawing them manually, but am wondering if there is a function or a study to show them automatically. Thank you for your time! |
| [2015-10-08 16:41:53] |
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OK, we did not realize you were asking about options. We have never been asked about that before. We overlooked that detail. This is not supported. 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: 2015-10-08 16:42:14
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