Support Board
Date/Time: Wed, 27 Nov 2024 21:32:54 +0000
Post From: Sierra Chart continuous contract rollover not back-adjusting DTN IQFeed data correctly
| [2023-06-28 10:40:12] |
| User222959 - Posts: 15 |
|
BRNU23 on SC Data/Denali feed looks as expected in same chartbook, the issue with the continuous futures contract function comes on DTN IQFeed data in SC. Does it say anywhere that this functionality is not working as expected? I do use the IQFeed continuous contract symbols, but I need back adjusted continuous contracts rolled over on volume. The volume printed in the last couple of days of the month (before expiry) is rubbish on IQFeed EB#C as it has all moved to the following months contract- EB#C only rolls on day before expiry date. Delayed SC Data feed is fine while backtesting, I need to run analysis and trade real-time based on volume analysis of continuous contract data. Date Time Of Last Edit: 2023-06-28 10:44:28
|