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Date/Time: Fri, 20 Sep 2024 04:22:42 +0000



Post From: YMU14 to YMZ14 intra day Futures Contract Rollover???

[2014-09-12 17:33:18]
nth - Posts: 46
Ack. Time for my quarterly contract rollover frustration. My apologies, in advance, for having such a difficult time with this process over the many years of using your service. I typically lose one whole trading day, or more, in trying to get this right. For me it always becomes a painfully long trial a error process that I dread. For the life of me I'm unable to make sense of the help file descriptions or the "How to's". I'm sure much of it is just me but please help.

The following is my description of what I want, ideally. Can you instruct me how to do it? If SC features are unable to grant what I wish, given my description what is my best option given the features SC offers?

I realize I am asking a lot but please don't just point me to a help file link. I end up at a full page of stuff and I have no clue as to what on that page is irrelevant or relevant. With all due respect, the descriptive technical language used probably helps most folks but it just complicates things for my feeble brain.

What would be most helpful, simple for me, are the appropriate strings of menu choices. e.g., "edit/join intraday data"; Input intraday files to join: YMZ14?, etc.

I don't care about *.dly file data, just scid files.
I wish to add the new contract data YMZ14 starting
9/12/14 to the prior YMU14 data ending 9/11/14.
I would like to "back adjust" price + or - X ticks if possible.
IF there is no "back adjustment for prices, if it just joins
the data (I'll just wish it does someday include it) but
for now I'll live without it.

I need to end up with a continuous intraday data file YMZ14.scid
that has at least 80 trading days (or more) of data.


Thanks for your consideration,
nth