Support Board
Date/Time: Thu, 31 Oct 2024 12:15:32 +0000
Post From: Exporting Continuous Futures Contracts to Text via Watchlist
| [2024-10-17 14:08:36] |
| atariaf - Posts: 6 |
|
Hello, I am just looking for some information that will help me out. I am trying to see if it is possible to export data (daily historical for now) via a watchlist as continuous back-adjusted contracts? Is this something that would need to be done via ASCIL? I can see that historical data is automatically save toa txt (dly) file, but they are saved as individual contracts and not as continuous contracts. I would need to know how Sierra Chart does the continuous volume-based rollver back adjusted contracts. Any help would be great, thanks! |