Support Board
Date/Time: Wed, 27 Nov 2024 21:45:28 +0000
Post From: Sierra Chart continuous contract rollover not back-adjusting DTN IQFeed data correctly
| [2023-06-30 16:41:07] |
| User222959 - Posts: 15 |
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As I've explained there are limitations with trading IQFeed's expiry rolling contract when using volume based analysis with some lookback. Without rolling over the data at the appropriate time, it creates blind spots where you aren't even looking at the most traded contracts price. It's far superior if you could offer continuous contract functionality that works for rolling on the desired dates and volume on IQFeed contracts. Thank you. Worth watching out for ICE EU/DTN IQFeed only allowing download of their complete data outside market hours. Yes Multicharts creates its own continuous futures charts from individual contracts using IQFeed, with options to back adjust on difference and roll on volume or specific date. |