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Date/Time: Fri, 27 Dec 2024 18:54:25 +0000

Post From: Problem with continuous futures contract

[2016-03-08 13:15:57] Link To Thread - Link To Post [Go To First Post]
User34947 - Posts: 42
Hello, Rithmic feed, symbol FGBM0616-EUREX, I would like to display continuous futures contract - volume based rollover, back adjusted, but there is clearly no back adjustment as you can see in the attached chart. I think that the relevant part in the log is the following Rithmic Trading | Using primary service for historical data for FGBM0316-EUREX | 2016-03-08 14:06:04 Rithmic Trading | Using primary service for historical data for FGBM0616-EUREX | 2016-03-08 14:06:04 Rithmic Trading | Using primary service for historical data for FGBM0616-EUREX | 2016-03-08 14:06:04 Unable to determine transition date based on volume from files: HRU15.dly, HRZ15.dly | 2016-03-08 14:06:04 The HRZ15.dly symbol may not be the active contract month. | 2016-03-08 14:06:04 Unable to determine transition date based on volume from files: HRZ15.dly, HRH16.dly | 2016-03-08 14:06:04 The HRH16.dly symbol may not be the active contract month. | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-06-11 from file. C:\SierraChart\Data\HRU15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-09-11 from file. C:\SierraChart\Data\HRU15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-09-11 from file. C:\SierraChart\Data\HRZ15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-12-11 from file. C:\SierraChart\Data\HRZ15.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2015-12-11 from file. C:\SierraChart\Data\HRH16.dly. Error: Date not found | 2016-03-08 14:06:04 FGBM0616-EUREX [CBV] 60 Min #5 | Error while getting daily open price with date 2016-03-11 from file. C:\SierraChart\Data\HRH16.dly. Error: Date not found | 2016-03-08 14:06:04 Thank you Date Time Of Last Edit: 2016-03-08 13:17:25
0x Thank you
FGBM0616-EUREX [CBV] 60 Min #5 2016-03-08 14_11_51.992.png / V - Attached On 2016-03-08 13:12:53 UTC - Size: 28.88 KB - 310 views