Support Board
Date/Time: Wed, 27 Nov 2024 04:57:22 +0000
Post From: Problem with Back adjusting continuous FCE Future with CQG
| [2014-07-21 06:55:35] |
| Thib - Posts: 54 |
|
Hi SC, I use CQG for FCE Future contract and back adjusting for continuous contract doesn't work (back adjust for all months is 0. I use also OEC in another platform SC and I have no problem. I tried to Delete all data and reload, close SC and delete all file *.scid and *.dly for FCE (F.US.PIL) but problem remains. Thanks for your help. Date rule based rollover from F.US.PILG14 to next contract occurs at 2014-02-18. | 2014-07-21 08:41:17 Date rule based rollover from F.US.PILH14 to next contract occurs at 2014-03-18. | 2014-07-21 08:41:17 Date rule based rollover from F.US.PILJ14 to next contract occurs at 2014-04-15. | 2014-07-21 08:41:17 Date rule based rollover from F.US.PILK14 to next contract occurs at 2014-05-13. | 2014-07-21 08:41:17 Date rule based rollover from F.US.PILM14 to next contract occurs at 2014-06-17. | 2014-07-21 08:41:17 Date rule based rollover from F.US.PILN14 to next contract occurs at 2014-07-15. | 2014-07-21 08:41:17 Date rule based rollover from F.US.PILQ14 to next contract occurs at 2014-08-12. | 2014-07-21 08:41:17 Checking Intraday data file for symbol F.US.PILG14 for the date range from 2014-01-14 to 2014-02-18. | 2014-07-21 08:41:17 Daily data file for symbol F.US.PILG14 existed and is empty. Skipping download. | 2014-07-21 08:41:17 Checking Intraday data file for symbol F.US.PILH14 for the date range from 2014-02-18 to 2014-03-18. | 2014-07-21 08:41:17 Daily data file for symbol F.US.PILH14 existed and is empty. Skipping download. | 2014-07-21 08:41:17 Checking Intraday data file for symbol F.US.PILJ14 for the date range from 2014-03-18 to 2014-04-15. | 2014-07-21 08:41:17 Daily data file for symbol F.US.PILJ14 existed and is empty. Skipping download. | 2014-07-21 08:41:17 Checking Intraday data file for symbol F.US.PILK14 for the date range from 2014-04-15 to 2014-05-13. | 2014-07-21 08:41:17 Daily data file for symbol F.US.PILK14 existed and is empty. Skipping download. | 2014-07-21 08:41:17 Checking Intraday data file for symbol F.US.PILM14 for the date range from 2014-05-13 to 2014-06-17. | 2014-07-21 08:41:17 Daily data file for symbol F.US.PILM14 existed and is empty. Skipping download. | 2014-07-21 08:41:17 Checking Intraday data file for symbol F.US.PILN14 for the date range from 2014-06-17 to 2014-07-15. | 2014-07-21 08:41:17 Daily data file for symbol F.US.PILN14 existed and is empty. Skipping download. | 2014-07-21 08:41:17 Checking Intraday data file for symbol F.US.PILQ14 for the date range from 2014-07-15 to 0. | 2014-07-21 08:41:17 Daily data file for symbol F.US.PILQ14 existed and is empty. Skipping download. | 2014-07-21 08:41:17 Symbols used for F.US.PILQ14 continuous contract chart: | 2014-07-21 08:41:17 F.US.PILG14 | 2014-07-21 08:41:17 F.US.PILH14 | 2014-07-21 08:41:17 F.US.PILJ14 | 2014-07-21 08:41:17 F.US.PILK14 | 2014-07-21 08:41:17 F.US.PILM14 | 2014-07-21 08:41:17 F.US.PILN14 | 2014-07-21 08:41:17 F.US.PILQ14 | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: Performing continuous futures contract back adjustment calculations. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-02-21 from file. C:\SierraChart2\Data\F.US.PILG14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-02-21 from file. C:\SierraChart2\Data\F.US.PILH14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: F.US.PILG14 price difference to F.US.PILH14 is 0. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-03-21 from file. C:\SierraChart2\Data\F.US.PILH14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-03-21 from file. C:\SierraChart2\Data\F.US.PILJ14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: F.US.PILH14 price difference to F.US.PILJ14 is 0. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-04-18 from file. C:\SierraChart2\Data\F.US.PILJ14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-04-18 from file. C:\SierraChart2\Data\F.US.PILK14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: F.US.PILJ14 price difference to F.US.PILK14 is 0. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-05-16 from file. C:\SierraChart2\Data\F.US.PILK14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-05-16 from file. C:\SierraChart2\Data\F.US.PILM14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: F.US.PILK14 price difference to F.US.PILM14 is 0. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-06-20 from file. C:\SierraChart2\Data\F.US.PILM14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-06-20 from file. C:\SierraChart2\Data\F.US.PILN14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: F.US.PILM14 price difference to F.US.PILN14 is 0. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-07-18 from file. C:\SierraChart2\Data\F.US.PILN14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 Error while getting daily open price with date 2014-07-18 from file. C:\SierraChart2\Data\F.US.PILQ14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: F.US.PILN14 price difference to F.US.PILQ14 is 0. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILG14 is 0. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILH14 is 0. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILJ14 is 0. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILK14 is 0. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILM14 is 0. | 2014-07-21 08:41:17 F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILN14 is 0. | 2014-07-21 08:41:17 |