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Date/Time: Sun, 22 Dec 2024 05:50:58 +0000



Continuous Futures Question re Sierra Chart Real-Time and Historical Exchange Data Feed

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[2015-03-20 05:12:00]
Acro - Posts: 441
Just one question.

Does this include continuous futures symbols or does a user have to create their own using the back adjusting method ??

It becomes very appealing if there are continuous futures in the feed and all the volume profile tools can be used on them to create much bigger composite profiles


I should have specified I'm interested in the CME and Eurex symbols
Date Time Of Last Edit: 2015-03-20 05:13:52
[2015-03-20 07:15:38]
Sierra Chart Engineering - Posts: 104368
The Sierra Chart Real-time and Historical Exchange Data Feed does not have continuous futures contracts symbols.

You need to use the Sierra Chart Continuous Futures Contract feature:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html

There is no advantage of having separate continuous futures contracts symbols. The SC Exchange Data Feed and the Continuous Futures Contract feature works very well together.
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
[2015-03-21 05:28:35]
Acro - Posts: 441
No worries.

I will try and create a few continuous futures and see if I get the longer term composite volume profiles I am seeking


[2015-03-21 05:56:17]
Acro - Posts: 441
Wow, I was sceptical after using continuous contracts in Multicharts but this feature works really well in SC.

Well done.
I can now fulfil my desire to create a volume profile for each calendar month for the last 12 months
[2015-03-21 21:56:55]
Sierra Chart Engineering - Posts: 104368
The Continuous Futures Contract feature in Sierra Chart works very well especially when the symbols being used use two digits or more for years. Otherwise, there is a limitation to how far back in time you can go.

Although in the next couple of weeks we will solve that problem.

When there is a problem with this feature, it has to do with missing historical data and that is easily solved by re-downloading the data as explained here:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html
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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