Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Wed, 15 May 2024 05:28:23 +0000
continuous contracts - creating one continuous scid file
View Count: 764
| [2017-02-22 19:02:40] |
| onnb - Posts: 661 |
|
We are loading a chart using the continuous contracts setting with one of the roll over methods. For historical loading / replay / bactesting purposes, is there a process or method we can follow to create a single file after it was stitched? I'm assuming it might be something like this? 1. Create the continuous chart 2. Export the intraday data - say I call this my ES_Continous symbol 3. Import the intrday data assuming that this would somehow create ES_Continous.scid The motivation behind this is that we have a study that reads and anaylyzes the scid files. When using continuous contracts, that study does not work for the older contracts. So we are looking to create one continous scid file and then load that - hope this makes sense |
| [2017-02-22 19:39:20] |
| |
|
Use the Join Intraday Data feature: Join Intraday Data 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: