Support Board
Date/Time: Fri, 27 Dec 2024 18:06:38 +0000
Problem with continuous futures contract
View Count: 1057
| [2016-03-08 13:15:57] |
| User34947 - Posts: 42 |
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Hello, Rithmic feed, symbol FGBM0616-EUREX, I would like to display continuous futures contract - volume based rollover, back adjusted, but there is clearly no back adjustment as you can see in the attached chart. I think that the relevant part in the log is the following Rithmic Trading | Using primary service for historical data for FGBM0316-EUREX | 2016-03-08 14:06:04 Rithmic Trading | Using primary service for historical data for FGBM0616-EUREX | 2016-03-08 14:06:04 Rithmic Trading | Using primary service for historical data for FGBM0616-EUREX | 2016-03-08 14:06:04 Unable to determine transition date based on volume from files: HRU15.dly, HRZ15.dly | 2016-03-08 14:06:04 The HRZ15.dly symbol may not be the active contract month. | 2016-03-08 14:06:04 Unable to determine transition date based on volume from files: HRZ15.dly, HRH16.dly | 2016-03-08 14:06:04 The HRH16.dly symbol may not be the active contract month. | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-06-11 from file. C:\SierraChart\Data\HRU15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-09-11 from file. C:\SierraChart\Data\HRU15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-09-11 from file. C:\SierraChart\Data\HRZ15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-12-11 from file. C:\SierraChart\Data\HRZ15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-12-11 from file. C:\SierraChart\Data\HRH16.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2016-03-11 from file. C:\SierraChart\Data\HRH16.dly. Error: Date not found | 2016-03-08 14:06:04 Thank you Date Time Of Last Edit: 2016-03-08 13:17:25
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 FGBM0616-EUREX [CBV] 60 Min #5 2016-03-08 14_11_51.992.png / V - Attached On 2016-03-08 13:12:53 UTC - Size: 28.88 KB - 309 views |
| [2016-03-08 18:17:34] |
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Re-download the data in the chart following the instructions here: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading Start with the September 2015 contract. 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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