Support Board
Date/Time: Tue, 21 Jan 2025 10:08:22 +0000
Post From: rolled UST futures data looks wrong in "Cumulative Delta Bars -volume" study
[2017-05-31 14:30:35] |
User71961 - Posts: 144 |
Today, ZNU7 (sept) become the front month contract (volume based rollover). Last week, it was ZNM7 (june) Looking at the ZN chart in SC that had not been restarted, and thus did not roll automatically, my ZN chart had not rolled from June-->Sept, so i clicked "delete and download data" in the middle of my chart (so about may 15th), and as a result, the cumulative delta bars-volume study is showing data from the sept contract from the point where i updated the data (cumulative delta volume bars are flat, indicating the back month contract that does not trade much was being used). This is wrong. The volume data should roll at the same time that the price data switches over (today). i'm using SC version: 1527 after seeing this, i tried closing and restarting SC, without saving changes, but that did not correct the issue. thoughts? can i delete all ZN data files and have SC recreate them? how would i do that? Date Time Of Last Edit: 2017-05-31 16:11:54
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