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Direct MessagesDate/Time: Thu, 25 Apr 2024 21:01:39 +0000
[User Discussion] - Setting up rollover dates for bund future
View Count: 1679
| [2014-04-04 12:25:53] |
| Bango - Posts: 76 |
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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] |
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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.  Bund rollover settings.png / V - Attached On 2014-04-04 18:38:39 UTC - Size: 14.64 KB - 526 views |
| [2014-04-04 20:23:05] |
| Bango - Posts: 76 |
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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] |
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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: 76 |
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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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