Support Board
Date/Time: Wed, 27 Nov 2024 21:29:43 +0000
Post From: Sierra Chart continuous contract rollover not back-adjusting DTN IQFeed data correctly
| [2023-06-26 10:27:34] |
| User222959 - Posts: 15 |
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When I try to load EBU23 as a CBV chart on DTN IQFeed, it appears SC is not loading/backadjusting prior contracts correctly. WTI from your Denali data feed works fine, but rollovers on Brent on IQFeed aren't. I want a continuous time series that looks similar to the IQFeed calculated continuous rolling contract EB#C. The reason I can't just use this is because I want rollover based on volume traded instead of day before expiry (EB#C IQFeed date based method). Something is not right because the amount of volume in the SC calculated continuous contract is much less than the EB#C comparison. I have tried a number of ways around this, including delete/download of all data, restart of computer and connecting/disconnecting from IQFeed with full redownload, tried different symbols, checked session times and redownloaded latest SC update. I spoke to DTN and they said it was not a problem on their end and directed me to contact SC. Could SC support compare IQFeed EB#C with SC continuous volume based difference back adjusted EBU23 [CBV] and see if you guys get the same problem? Other attempts: Charts appear to be rolling contracts on the wrong date and missing data (using date based rollover also couldn't imitate IQFeed's EB#C) |
 EB#C Example Time Series.PNG / V - Attached On 2023-06-26 10:24:48 UTC - Size: 22.26 KB - 82 views EBU23 [CBV] Example Time Series.PNG / V - Attached On 2023-06-26 10:24:54 UTC - Size: 21.84 KB - 78 views |