Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Thu, 02 May 2024 01:11:42 +0000
Please fix White Sugar and London Cocoa rollover specs
View Count: 1274
| [2016-08-31 20:42:05] |
| i960 - Posts: 360 |
|
W has no rollover and the existing methods do not quite fit. Also, every time I do a symbol update my own setting gets wiped. C has the wrong rollover method. For W, the only thing I could fit that's reasonably accurate: First Notice Day
Fifteen calendar days preceding the first day of the delivery period (if not a business day then the first business day following). Delivery period is the specified delivery month and the following delivery month. Last Trading Day Sixteen calendar days preceding the first day of the delivery month at 17:55 (if not a business day then the first business day immediately preceding) <rollover-method>Method1</rollover-method>
<rollover-input-1>12</rollover-input-1> However, simply adding another rule that is "Number of Calendar Days Before Contract Month" would allow W to be 100% accurate as well. For C, this is accurate: First Notice Day
The business day immediately following the last trading day Last Trading Day Eleven business days immediately prior to the last business day of the delivery month at 12:00 <rollover-method>Method11</rollover-method>
<rollover-input-1>11</rollover-input-1> |
| [2017-07-03 06:41:29] |
| i960 - Posts: 360 |
|
This is still an issue. W/SW has no rollover rules (atleast for the symbol I see with IB), and sc-data has no exchange/symbol setup by default (ice.eu, SW?##).
Date Time Of Last Edit: 2017-07-03 06:42:02
|
| [2017-07-05 17:08:46] |
| |
|
We will work on this.
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 |
| [2017-07-14 05:57:05] |
| |
|
We are implementing the changes now.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: