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Date/Time: Mon, 27 Jun 2022 01:56:07 +0000



[User Discussion] - Setting up rollover dates for bund future

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[2014-04-04 12:25:53]
Bango - Posts: 58
Hello,
I'm trying to make a back adjusted continuous chart off bund data with Sierra feed that can match Iqfeed's BD#C. Which settings should I use?
Thanks in advance.
[2014-04-04 18:39:35]
Sierra Chart Engineering - Posts: 103469
This can be done through the Rollover tab for the symbol in the Global Symbol Settings:
https://www.sierrachart.com/index.php?l=doc/doc_GlobalSettingsMenu.html


See attachment for the recommended settings.

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
Attachment Deleted.
imageBund rollover settings.png / V - Attached On 2014-04-04 18:38:39 UTC - Size: 14.64 KB - 453 views
[2014-04-04 20:23:05]
Bango - Posts: 58
Applying the recommended settings Eurex charts are not consistent with continuous back adjusted IQfeed's.
Where's the fault?

Thanks again.
[2014-04-04 21:31:01]
Sierra Chart Engineering - Posts: 103469
You can change the settings to match what IQ Feed uses . You will need to find out what they use.
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
[2014-04-05 13:22:33]
Bango - Posts: 58
I've found out that (and this apply only to Eurex data, no problem with CME's) even back adjusting IQfeed single contracts at the date rule recommended settings cannot match xx#C symbols back adjusted data.

Maybe there's an issue with calculations when it comes to Eurex data handling? Or IQfeed calculations are wrong.

Please check this out, I have to trust my data when volume profiling Eurex markets.

Thanks

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