Support Board
Date/Time: Tue, 26 Nov 2024 09:25:06 +0000
Rollover data
View Count: 239
| [2023-12-19 04:40:46] |
| User987069 - Posts: 45 |
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Ok so this may be a bit tricky to explain, on the current symbol for the ES (ESH4) we are are auctioning just under the 4800 whole number and I am on Volume adjusted continuous contract. Now on the daily I can see the last time we traded these prices was around the end of March, beginning of April 2022. Now when I then go down to any intraday timeframes (4hr 1hr) I cannot see as far back to those dates and I have 250 days loaded. Now I do understand I could possibly bring in more days, however this could possibly pose obvious laggy issues. So I just went back and opened the symbol for these dates (ESU2) and the prices for the exact dates are around 4600 instead of 4800 and I've tried various different continuous contract rollover, none of which I could get the historical prices to align with the current. Is there any way I could get them to show me the 4800 prices for these dates rather than the 4600? I can most certainly add some supporting screenshots to provide more clarity as to what I'm asking/ trying to get accomplished . |
| [2023-12-19 15:35:29] |
| John - SC Support - Posts: 36286 |
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When you open the specific symbol (ESU2) you are viewing the data for that symbol without any adjustments. Whereas, when you were viewing it in the Continuous Futures Contract, it was back-adjusted, so the prices were changed to make everything line up. You would need to determine how you want to view your data to deal with this. If you want the back-adjustment, then you would need to load additional days to your chart. If you want to view the original prices, then you would need to NOT back-adjust your Continuous Futures Contract Chart, or look at the individual symbols. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-19 16:25:31] |
| User987069 - Posts: 45 |
|
So I tried this lastnight and again just now, it seems to be auto populating continuous data prices but when I go to Chart Settings > Symbol > Continuous Contract (list) , it shows none. Is it that I've already back adjusted the contract previously so it now displays continuous data whenever I open a new chart ? Even tried opening a new Chartbook. If all fails Ill just bring in more days. |
| [2023-12-19 19:21:19] |
| John - SC Support - Posts: 36286 |
|
If the Continuous Contract is set to None, then the data is not adjusted. It only adjusts for the particular chart that has that setting set to one of the Back-Adjusted options. What exactly are you seeing that does not look correct. What you stated above sounded perfectly correct, where when you open the specific contract the prices are different, which they should be, since the data is not adjusted. Another item that you could be coming across is which contract is actually in use at a particular point in time in the Continuous Futures Contract. Select "Chart >> Show Rollover Dates" which will put a vertical line and show the contract where there is a rollover. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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