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Date/Time: Fri, 27 Sep 2024 03:47:42 +0000

Post From: Continuous Futures Chart

[2024-08-31 18:47:25] Link To Thread - Link To Post [Go To First Post]
CatsPajamas - Posts: 4
Hello, I have been trying to properly show the active daily continuous future chart for the S&P 500 e-mini future. I believe I have set everything properly but it still does not match to what I have in my Bloomberg terminal or what I know to be the close with CQG. For example, I know the roll should occur on 6/21 at a px of 5471 with this being the final close of ESM24 (as per my Bloomberg). However, on Sierra Chart I show a close of 5536 (which is the price of ESU24 and not ESM24). I believe that I followed all the instructions properly and have the right data feeds but still can't seem to get it to work. Please let me know what I should upload to share to get this resolved. Thank you.