Support Board
Date/Time: Sat, 11 Jan 2025 14:54:48 +0000
Futures term structure: can this excel spreadsheet/charts be replicated in SC?
View Count: 1642
| [2016-12-07 21:48:07] |
| jackbravo - Posts: 69 |
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Hi, I'm looking to graph the crude oil futures term structure, and percent premium. I am able to do do it in excel, but have to manually update the settlement prices every day. Is there a way to do this in Sierra Chart with automatic updates from the data feed? The spreadsheet input information includes settlement prices for futures contract for every month this year, settlement prices for every month next, then the percent different. Attached is a screenshot. |
 Crude Oil term structure 2.PNG / V - Attached On 2016-12-07 21:47:52 UTC - Size: 258.79 KB - 354 views |
| [2016-12-07 21:53:12] |
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The closest Sierra Chart has available is what is documented here: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ForwardCurveCharts 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 |
| [2016-12-07 22:49:22] |
| jackbravo - Posts: 69 |
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I tried your suggestion, but I don't really know what this represents. Is each bar made up of the settlement price for 12 months? or.. I'm not sure how to interpret the resulting graph from the using the forward curve option. For my chart, I chose: Historical chart CL Jan 2017 1095 days loaded continous futures contract forward curve Did I miss something? Date Time Of Last Edit: 2016-12-07 22:50:51
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| Crude Oil forward curve.PNG / V - Attached On 2016-12-07 22:50:47 UTC - Size: 39.33 KB - 307 views |
| [2016-12-08 02:35:53] |
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Each bar is a different delivery month for CL in this case and represents the current price for that delivery month.
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 Date Time Of Last Edit: 2016-12-08 02:36:53
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| [2016-12-08 17:21:01] |
| jackbravo - Posts: 69 |
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It it possible to put a label on each month, for clarity of which contract month each bar represents?
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| [2016-12-08 20:34:04] |
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Yes there is but it is not working properly in the case of Forward Curve charts and we are going to solve that. Just give us about a day or two.
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 |
| [2016-12-09 06:04:35] |
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Install the latest version which is 1495 by selecting Help >> Download Current Version. And then follow the instructions here: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#DisplayingRolloverDatesContractMonths 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 Date Time Of Last Edit: 2016-12-09 06:04:53
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