Support Board
Date/Time: Mon, 25 Nov 2024 22:47:37 +0000
Post From: Continuous Futures Volume Based Rollover Back Adjusted
| [2014-03-13 16:14:24] |
| nth - Posts: 46 |
|
I must have a mental block as to how to get it right. I'm a longtime subscriber, love SC, it's a great program but continuous futures data rollover feature I might get right once out of 4 quarters. If I get it right I have no idea what I've done differently and it seems like the instructions change every time I do it? I just followed instructions at http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html I have the latest SC 1107. I use Barchart for my data vendor. I need to rollover from YMH14 to YMM14. I wish to have at least 100 trading days of intraday history and have it set to load 200 days. IOW, I routinely need the current and prior contract months. I have a YMH14.scid file showing a size of over 28000 KB. The resulting YMM14.scid file after performing these instructions is 230KB. File data naturally is YMM14 only going back to 2/10/14. What am I doing wrong or what am I missing? Thx for your patience, nth |