Support Board
Date/Time: Sun, 22 Dec 2024 05:46:35 +0000
Post From: rollover on 1239
| [2015-03-03 10:07:28] |
| User81946 - Posts: 9 |
|
Good afternoon I have updated the program from version 1224 on 1239. The program not correctly connects contracts (rollover) Help please. Yours faithfully Vais Aleutdinov TF.20150300.ICE_IN [CBV] 30 Min #7 | Symbols used for continuous contract chart: | 2015-03-03 12:12:06 TF.20140600.ICE_IN | 2015-03-03 12:12:06 TF.20140900.ICE_IN | 2015-03-03 12:12:06 TF.20141200.ICE_IN | 2015-03-03 12:12:06 TF.20150300.ICE_IN | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Checking for volume based rollover dates. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Volume based rollover from TF.20140600.ICE_IN to TF.20140900.ICE_IN occurs at 2014-06-13 | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Volume based rollover from TF.20140900.ICE_IN to TF.20141200.ICE_IN occurs at 2014-09-12 | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Volume based rollover from TF.20141200.ICE_IN to TF.20150300.ICE_IN occurs at 2014-12-12 | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Performing continuous futures contract back adjustment calculations. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140600.ICE_IN Open price on 2014-06-13 is 116070. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140900.ICE_IN Open price on 2014-06-13 is 115510. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140600.ICE_IN price difference to TF.20140900.ICE_IN is -560. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140900.ICE_IN Open price on 2014-09-12 is 117390. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20141200.ICE_IN Open price on 2014-09-12 is 116800. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140900.ICE_IN price difference to TF.20141200.ICE_IN is -590. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20141200.ICE_IN Open price on 2014-12-12 is 116140. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20150300.ICE_IN Open price on 2014-12-12 is 115620. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20141200.ICE_IN price difference to TF.20150300.ICE_IN is -520. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Back adjust amount for symbol TF.20140600.ICE_IN is -167000. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Back adjust amount for symbol TF.20140900.ICE_IN is -111000. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Back adjust amount for symbol TF.20141200.ICE_IN is -52000. | 2015-03-03 12:12:06 Date rule based rollover from TF.20140600.ICE_IN to next contract occurs at 2014-06-12. | 2015-03-03 12:12:06 Date rule based rollover from TF.20140900.ICE_IN to next contract occurs at 2014-09-11. | 2015-03-03 12:12:06 Date rule based rollover from TF.20141200.ICE_IN to next contract occurs at 2014-12-11. | 2015-03-03 12:12:06 Date rule based rollover from TF.20150300.ICE_IN to next contract occurs at 2015-03-12. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20140600.ICE_IN for the date range from 2014-03-13 to 2014-06-12. | 2015-03-03 12:12:06 Checking Daily data file for symbol TF.20140600.ICE_IN for the date range from 2014-03-13 to 2014-06-12. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20140900.ICE_IN for the date range from 2014-06-12 to 2014-09-11. | 2015-03-03 12:12:06 Checking Daily data file for symbol TF.20140900.ICE_IN for the date range from 2014-06-12 to 2014-09-11. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20141200.ICE_IN for the date range from 2014-09-11 to 2014-12-11. | 2015-03-03 12:12:06 Checking Daily data file for symbol TF.20141200.ICE_IN for the date range from 2014-09-11 to 2014-12-11. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20150300.ICE_IN for the date range from 2014-12-11 to 0. | 2015-03-03 12:12:07 Checking Daily data file for symbol TF.20150300.ICE_IN for the date range from 2014-12-11 to 2015-03-03. | 2015-03-03 12:12:07 |
 Untitled-1.jpg / V - Attached On 2015-03-03 10:01:37 UTC - Size: 393.39 KB - 380 views |