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Direct MessagesDate/Time: Fri, 26 Apr 2024 05:48:37 +0000
IQ Feed Continuous Futures Contract Rollover
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| [2013-12-11 18:45:30] |
| CMG - Posts: 179 |
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Hi there, For automated trading I'm using IQ feed and their continuous futures contract symbol "@ES#C" for an intraday chart and the current transact symbol for trading and quote "ESZ3". 1. With rollover approaching tomorrow on Thursday December 12, when will the continuous futures symbol adjust to the new symbol. 2. If my chart uses indicators with data from the previous contract do I need to reload the data for the chart once the price for the new symbol is printed on the chart This is a 24 hour automated strategy so i'm figuring out if "automatic" rollover for my strategy is possible or which is the best way to do it. Thanks |
| [2013-12-11 21:45:31] |
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1. We do not know. You will need to ask IQ Feed. We recommend using the symbol that specifies the specific month and year so you can control the rollover point. 2. In the case of the back adjusted contract symbol, you do have to perform an Edit >>Delete All Data and Download operation sometime after the rollover to get the latest 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 |
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