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Direct MessagesDate/Time: Mon, 29 Apr 2024 12:41:37 +0000
Rollover with Continuous Futures Contract
View Count: 543
| [2017-03-17 06:50:18] |
| User921987 - Posts: 234 |
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My Global/Symbol Settings says the switching day for the Eurex FDAX (CQG: FDXMH17->FDXMM17) futures contract is today which is ok. So if I do a rollover for continuous futures contract (set on the "Chart settings/Advanced Settings") the earlier data on the chart will be converted to this new June 17 contract too. What I understand only the data starting from today should be converted to show the June data. Please see attached picture where you can clearly see the data for the past days is incorrect: lot of gaps in it and not traded much. If I switch back to March 17 contract everything works just fine past days and months are shown correctly. So what is it what I do not understand correctly or is this really a feature/bug ? Date Time Of Last Edit: 2017-03-17 06:55:25
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Private File |
| [2017-03-17 10:02:59] |
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Refer to this section to be absolutely certain you know what contract months you are looking at for each bar in the chart: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months If there still is a problem, re-download the data for the last two contract months: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading 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 |
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