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Direct MessagesDate/Time: Mon, 06 May 2024 12:18:37 +0000
Continuous futures data for 2nd or 3rd active contract
View Count: 782
| [2017-08-06 13:51:10] |
| Bill1 - Posts: 5 |
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Hi team, Is there any way to get continuous futures data for the 2nd or 3rd active contract? Currently there is only continuous futures data for the most active contract. But it will be great if we can have continuous futures data for the further-out contracts, especially helpful for calendar spread strategy backtesting. Thanks! Date Time Of Last Edit: 2017-08-06 14:04:55
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| [2017-08-07 04:10:20] |
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Not sure how well this would work but you can set the chart to the second or third non-expired contract symbol. Just make sure you use Date-based rollover. And not Volume-based rollover. 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: 2017-08-07 04:10:53
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| [2017-08-09 03:46:39] |
| Bill1 - Posts: 5 |
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Tried that... doesn't work. The latest contract has changed, but the past contracts are still showing the most active contract.
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