Support Board
Date/Time: Tue, 04 Mar 2025 16:10:14 +0000
Post From: Continuous Contracts for Hong Kong Futures Exchange
| [2021-12-14 00:24:05] |
| |
|
All you need is the Denali Exchange Data Feed because you just require Historical Daily data for Hong Kong futures? If you are not doing back adjusting and do not require the back adjustment to be correct at the day of rollover then this is a nonissue what is described in the prior post. We think the problem is the Historical Daily data is not up-to-date at the time of the rollover. There is no current data. So the prior days values are used for the back adjustment which then change the next day. And actually we verified now that this will actually be the case. But this is not something within our control. Ultimately it is exchange rules causing all of these issues unless we were to use the data feed open prices on the day of the rollover. We are thinking about that. That may be a good solution. What we intended to remove was the real-time Hong Kong futures data only but we told our data provider that, and they made an accommodation to us regarding this. So it will remain for the time being. 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: 2021-12-14 00:26:35
|