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Direct MessagesDate/Time: Thu, 02 May 2024 02:26:25 +0000
Charting Continuous Futures Beyond Front Month - Second, Third, Fourth Months
View Count: 754
| [2020-02-24 18:22:20] |
| User408013 - Posts: 9 |
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Hi, How do I chart continuous futures not only for the front month but for the second, third, fourth month and so on? Thanks |
| [2020-02-24 19:09:52] |
| User408013 - Posts: 9 |
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I should add, I am looking to do this for the intraday chart. If I just select a contract which is two months into the future it still constructs the front month contract.
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| [2020-02-24 19:11:18] |
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Refer to this page: Continuous Futures Contract Charts 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 |
| [2020-02-24 20:38:45] |
| User408013 - Posts: 9 |
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I used your guides to construct 2 continuous futures contracts, one for CLJ20 another for CLK20. However, what I do get is two identical charts, rolling over on the same date to the same month. Please see the picture below. http://www.sierrachart.com/image.php?Image=1582576602491.png |
| [2020-02-25 06:00:45] |
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Those charts are scrolled back in time so certainly they are going to look the same as you go back in time to the same date.
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 |
| [2020-02-25 10:37:40] |
| User408013 - Posts: 9 |
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CLJ20 is currently the Front contract. So, it makes sense that nearing January (as it was in the Jan 20 contract) it would roll into the Feb 20 contract. Which was the front month at the time. However. CLK20 is currently the Back contract (or, the one month after the front contract). So, it makes sense that nearing January (as it had to be in the Feb 20 contract) it would roll into the Mar 20 contract, which was the back month at the time. Not the same Feb 20 as the front month rolled into from Jan. Does that make sense? |
| [2020-02-26 10:36:49] |
| User408013 - Posts: 9 |
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In other words, you currently have CL# which is a continuous front month contract. What I want is CL#2, meaning one month after the front month, continuously. And I also want that back adjusted. Is this possible?
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| [2020-02-26 12:37:32] |
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No, this does not make sense what you are saying in post #6. What you are looking for is just not supported at all. 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 |
| [2020-02-26 13:00:37] |
| User408013 - Posts: 9 |
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Anyone else missing CL#2, CL#3, etc. continuous contracts? Or is it just me
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