Support Board
Date/Time: Wed, 27 Nov 2024 00:37:14 +0000
Post From: Сontinuous futures contract
[2014-06-25 15:31:42] |
User81946 - Posts: 9 |
Good morning
I cannot stick together two contracts TF.20140600.ICE_IN and TF.20140900.ICE_IN. All did under your instruction: http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#UsingContinuousFuturesContractCharts The program divides the historical data on 100 and subtracts a difference between contracts. The data updated many times Help please Log: Date rule based rollover from TF.20140300.ICE_IN to next contract occurs at 2014-03-13 | 2014-06-25 14:25:48 Date rule based rollover from TF.20140600.ICE_IN to next contract occurs at 2014-06-12 | 2014-06-25 14:25:48 Date rule based rollover from TF.20140900.ICE_IN to next contract occurs at 2014-09-11 | 2014-06-25 14:25:48 Checking Intraday data file for symbol TF.20140300.ICE_IN for the date range from 2013-12-12 to 2014-03-13 | 2014-06-25 14:25:48 Checking Daily data file for symbol RJH14 for the date range from 2013-12-12 to 2014-03-13 | 2014-06-25 14:25:48 Checking Intraday data file for symbol TF.20140600.ICE_IN for the date range from 2014-03-13 to 2014-06-12 | 2014-06-25 14:25:48 Checking Daily data file for symbol RJM14 for the date range from 2014-03-13 to 2014-06-12 | 2014-06-25 14:25:48 Checking Intraday data file for symbol TF.20140900.ICE_IN for the date range from 2014-06-12 to 0 | 2014-06-25 14:25:48 Checking Daily data file for symbol RJU14 for the date range from 2014-06-12 to 0 | 2014-06-25 14:25:48 Symbols used for TF.20140900.ICE_IN continuous contract chart: | 2014-06-25 14:25:48 TF.20140300.ICE_IN | 2014-06-25 14:25:48 TF.20140600.ICE_IN | 2014-06-25 14:25:48 TF.20140900.ICE_IN | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: Performing continuous futures contract back adjustment calculations. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: TF.20140300.ICE_IN Open price on 2014-03-13 is 1192.4. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: TF.20140600.ICE_IN Open price on 2014-03-13 is 1189.4. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: TF.20140300.ICE_IN price difference to TF.20140600.ICE_IN is [b]-3[/b]. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: TF.20140600.ICE_IN Open price on 2014-06-12 is 1166.1. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: TF.20140900.ICE_IN Open price on 2014-06-12 is 1161.1. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: TF.20140600.ICE_IN price difference to TF.20140900.ICE_IN is [b]-5[/b]. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: Back adjust amount for symbol TF.20140300.ICE_IN is -800. | 2014-06-25 14:25:48 TF.20140900.ICE_IN [CB] 1 Min #9: Back adjust amount for symbol TF.20140600.ICE_IN is [b]-500[/b]. | 2014-06-25 14:25:48 Date rule based rollover from TF.20140300.ICE_IN to next contract occurs at 2014-03-13 | 2014-06-25 14:25:48 Date rule based rollover from TF.20140600.ICE_IN to next contract occurs at 2014-06-12 | 2014-06-25 14:25:48 Date rule based rollover from TF.20140900.ICE_IN to next contract occurs at 2014-09-11 | 2014-06-25 14:25:48 Checking Intraday data file for symbol TF.20140300.ICE_IN for the date range from 2013-12-12 to 2014-03-13 | 2014-06-25 14:25:48 Checking Daily data file for symbol RJH14 for the date range from 2013-12-12 to 2014-03-13 | 2014-06-25 14:25:48 Checking Intraday data file for symbol TF.20140600.ICE_IN for the date range from 2014-03-13 to 2014-06-12 | 2014-06-25 14:25:48 Checking Daily data file for symbol RJM14 for the date range from 2014-03-13 to 2014-06-12 | 2014-06-25 14:25:48 Checking Intraday data file for symbol TF.20140900.ICE_IN for the date range from 2014-06-12 to 0 | 2014-06-25 14:25:48 Checking Daily data file for symbol RJU14 for the date range from 2014-06-12 to 0 | 2014-06-25 14:25:48 |
chartTF_0.bmp - Attached On 2014-06-25 15:27:17 UTC - Size: 4.56 MB - 534 views chartTF_0+.bmp - Attached On 2014-06-25 15:28:56 UTC - Size: 6.08 MB - 368 views chartTF_0-.bmp - Attached On 2014-06-25 15:29:10 UTC - Size: 6.08 MB - 489 views Attachment Deleted. |