Support Board
Date/Time: Wed, 22 Jan 2025 06:53:14 +0000
-BAAVG Mid instead of last not loading for continuous back adjusted contracts
View Count: 685
| [2018-09-11 21:38:26] |
| User71961 - Posts: 144 |
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for ZF, ZN, TN, ZB, UB treasury bond futures, i'm trying to get 10 second charts (for high accuracy to use with the Spread-3 study leading into an overlay study) to load mid price data for 360 days for continuous back adjusted contracts (so i can look at spreads). My data storage time unit is set to "1 second" and I have checked "Allow Support for Sierra Chart Data feeds" in data settings. My symbols are ZFZ8-BAAVG ZNZ8-BAAVG etc.. However, it looks like SC is only loading prices for the current contract...and so when the current December contracts were not active (beyond about 30 days ago) there is no more historical data for these intraday charts. any ideas? Date Time Of Last Edit: 2018-09-11 22:01:27
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| [2018-09-11 21:50:18] |
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You cannot use that recording suffix and get the expected historical data with those futures contracts.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2018-09-11 22:02:52] |
| User71961 - Posts: 144 |
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hhmm...then how can i get mid prices for historical futures contracts? Or, can i have SC load historical Bid/Ask prices with every trade, and then calc the mid from those?
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| [2018-09-12 14:02:02] |
| John - SC Support - Posts: 37369 |
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Historical bid and ask prices are supported. Have a look at this study: Bid & Ask Prices For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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