Support Board
Date/Time: Tue, 26 Nov 2024 13:43:56 +0000
Post From: FCE Rollover on April one day before
| [2014-04-28 18:00:57] |
| Thib - Posts: 54 |
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No, back adjustment doesn't work with option "Number of Calendar Days before friday count within....." but it works with option "Number of calendar Days before Wednesday count within....". Here is the message log : Open E Cry FIX/FAST: Received position acknowledgment message. Request Result: 2. Request Status: 1 | 2014-04-28 19:50:40 Date rule based rollover from FCEX3 to next contract occurs at 2013-11-15 | 2014-04-28 19:53:25 Date rule based rollover from FCEZ3 to next contract occurs at 2013-12-20 | 2014-04-28 19:53:25 Date rule based rollover from FCEF4 to next contract occurs at 2014-01-17 | 2014-04-28 19:53:25 Date rule based rollover from FCEG4 to next contract occurs at 2014-02-21 | 2014-04-28 19:53:25 Date rule based rollover from FCEH4 to next contract occurs at 2014-03-21 | 2014-04-28 19:53:25 Date rule based rollover from FCEJ4 to next contract occurs at 2014-04-18 | 2014-04-28 19:53:25 Date rule based rollover from FCEK4 to next contract occurs at 2014-05-16 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEX3 for the date range from 2013-10-18 to 2013-11-15 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXX13 for the date range from 2013-10-18 to 2013-11-10 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEZ3 for the date range from 2013-11-15 to 2013-12-20 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXZ13 for the date range from 2013-11-15 to 2013-12-15 | 2014-04-28 19:53:25 Intraday data file for FCEF4 exists and is empty. Skipping Intraday data download. | 2014-04-28 19:53:25 Checking Daily data file for symbol MXF14 for the date range from 2013-12-20 to 2014-01-12 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEG4 for the date range from 2014-01-17 to 2014-02-21 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXG14 for the date range from 2014-01-17 to 2014-02-16 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEH4 for the date range from 2014-02-21 to 2014-03-21 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXH14 for the date range from 2014-02-21 to 2014-03-16 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEJ4 for the date range from 2014-03-21 to 2014-04-18 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXJ14 for the date range from 2014-03-21 to 2014-04-13 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEK4 for the date range from 2014-04-18 to 0 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXK14 for the date range from 2014-04-18 to 0 | 2014-04-28 19:53:25 Symbols used for FCEK4 continuous contract chart: | 2014-04-28 19:53:25 FCEX3 | 2014-04-28 19:53:25 FCEZ3 | 2014-04-28 19:53:25 FCEF4 | 2014-04-28 19:53:25 FCEG4 | 2014-04-28 19:53:25 FCEH4 | 2014-04-28 19:53:25 FCEJ4 | 2014-04-28 19:53:25 FCEK4 | 2014-04-28 19:53:25 HD Request # 11 - Downloading Intraday chart data for FCEJ4 to the file FCEJ4.scid. Service: oec | 2014-04-28 19:53:25 HD Request # 11 - Download start Date-Time: 2014-04-17 15:59:54.0 | 2014-04-28 19:53:25 HD Request # 11 - Using server: ds5.sierracharts.com port 10149 | 2014-04-28 19:53:25 Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2014-04-28 19:53:25 The network socket is connected. | 2014-04-28 19:53:25 HD Request # 11 - Sending historical data logon request message. | 2014-04-28 19:53:25 HD Request # 11 - Requesting Intraday data. Max. days to return: 186. Start Date-Time: 2014-04-17 15:59:54. Record interval: 1 . Symbol: FCEJ4 | 2014-04-28 19:53:26 HD Request # 11 - Decompressing data. | 2014-04-28 19:53:26 HD Request # 11 - Receiving Intraday data for FCEJ4 starting at 2014-04-17 15:59:54 | 2014-04-28 19:53:26 HD Request # 11 - Timestamp of first Intraday data file record written: 2014-04-17 15:59:54 | 2014-04-28 19:53:26 Socket has been shutdown and closed. | 2014-04-28 19:53:26 The network socket for historical data has been closed. | 2014-04-28 19:53:26 HD Request # 11 - Received 1 record from 2014-04-17 15:59:54 to 2014-04-17 15:59:54 (0.0 seconds) and wrote 1 record for FCEJ4 | 2014-04-28 19:53:26 HD Request # 11 - Intraday download COMPLETE for FCEJ4. Completion time: 1s | 2014-04-28 19:53:26 Real-time Intraday chart data file updates started for FCEJ4 | 2014-04-28 19:53:26 FCEK4 [CB] 2 Min #9: Download is complete for all contract months in chart. Proceeding with data load. | 2014-04-28 19:53:26 FCEK4 [CB] 2 Min #9: Performing continuous futures contract back adjustment calculations. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEX3 Open price on 2013-11-15 is 4284.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEZ3 Open price on 2013-11-15 is 4276.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEX3 price difference to FCEZ3 is -8. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEZ3 Open price on 2013-12-20 is 4188. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEF4 Open price on 2013-12-20 is 4196.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEZ3 price difference to FCEF4 is 8.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEF4 Open price on 2014-01-17 is 4330. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEG4 Open price on 2014-01-17 is 4328. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEF4 price difference to FCEG4 is -2. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEG4 Open price on 2014-02-21 is 4366. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEH4 Open price on 2014-02-21 is 4365. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEG4 price difference to FCEH4 is -1. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEH4 Open price on 2014-03-21 is 4333. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEJ4 Open price on 2014-03-21 is 4325.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEH4 price difference to FCEJ4 is -7.5. | 2014-04-28 19:53:27 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-04-28 19:53:27 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXK14.dly. Error: Encountered end of file. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEJ4 price difference to FCEK4 is 0. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEX3 is -10. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEZ3 is -2. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEF4 is -10.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEG4 is -8.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEH4 is -7.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEJ4 is 0. | 2014-04-28 19:53:27 Open E Cry FIX/FAST: Received position acknowledgment message. Request Result: 2. Request Status: 1 | 2014-04-28 19:53:45 Date Time Of Last Edit: 2014-04-28 18:05:26
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