Support Board
Date/Time: Wed, 27 Nov 2024 16:58:41 +0000
Post From: YMU14 to YMZ14 intra day Futures Contract Rollover???
| [2014-09-13 01:50:24] |
| nth - Posts: 46 |
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I'm in version 1187 as of today. Good to know Srvc Pak 1 is sufficient. Tried to do the continuous... not getting it... seems closer but something's amiss. I chose continuous futures contract - date rule rollover back adjusted. BTW, I was never prompted for a "back adjust" number? I selected date range back to 5/1/14 thru today. In examining the resulting scid files for size, what I see makes no sense. I have a new YMZ14.scid showing file size of 3277 KB with data going back to 7/23/13. It looks as I would expect for a back month Dec contract with mostly dots for prices with very few bars and very low low volume from July until 1-2 days ago. I have the old YMY14.scid showing a size of 144448 KB which has accumulated "joined" front month data going back to 7/23/13 which shows appropriate front month volumes and price bars all the way from July to today. Should not YMZ14.scid be pulling in appropriate front month volume & price adjusted for Jun, Sep contracts added to 1-2 days of Dec? Is there anything I can send you so you can tell better where I'm going wrong? |