Support Board
Date/Time: Mon, 23 Dec 2024 20:23:36 +0000
Post From: historical daily charts of expired months
| [2015-10-07 05:16:55] |
| User529296 - Posts: 27 |
|
Hi SC Support, For backtesting, I use historical daily charts of expired months of past years of futures contracts. I have the following questions: 1) Is there a way to have Sierra Chart automatically show option expiration dates and rollover dates on these charts? 2) In the tutorial documentation, in "12.1 - Historical Daily Bars Session Times and Evening Session Trading", here is what's said about the closing price of daily bars - "Other than the last bar in the chart, the closing price of a bar in a Historical Daily chart is the official settlement price from the exchange." Does this apply to historical daily charts of expired months? For example, in a daily chart of a futures contract of March 2011, the daily bar of the last trading day doesn't have settlement price as the closing price, but the bars of all the other days do? Thank you very much! TWA |