Support Board
Date/Time: Thu, 27 Feb 2025 00:21:16 +0000
Post From: Historical Continuous Charts
| [2021-06-07 15:14:21] |
| User529080 - Posts: 1 |
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I would like to build historical continuous charts for options more than the current spot month. Is this technically feasible within the Sierra framework? For example, assuming the current spot month is July Wheat given by ZWN21. Then, I know that choosing the continuous option in Chart Settings will rollover ZWN21 in all historical spot months at the moment my roll over rule occurs. However, with ZWN21 being spot, I now look at the contract after spot month, which is ZWZ21, September 2021. I would like to see the historical futures of ZWZ21, meaning all the historical rollovers of the the contract after spot month. For simplicity, let us call this 'slot 2' and spot month continuous chart 'slot 1'. Would it be possible for me to build 'slot 2', 'slot 3' and so forth with Sierra Charts functionality? |