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Date/Time: Fri, 31 Jan 2025 22:58:16 +0000



[User Discussion] - The name of the contract in the spreadsheet?

View Count: 950

[2019-02-02 15:50:03]
User503358 - Posts: 50
Is it possible to add a column to the spreadsheet with the name of the contract to which historical bar relates?
Date Time Of Last Edit: 2019-06-03 15:59:40
[2019-06-03 16:01:28]
User503358 - Posts: 50
Is it possible to add a column to the spreadsheet with the name of the contract to which historical bar relates?
[2019-06-04 12:48:49]
ForgivingComputers.com - Posts: 992
Is it possible to add a column to the spreadsheet with the name of the contract to which historical bar relates?

Cell J40 has this. No need for a column, unless you want to use one.
[2019-06-04 16:16:06]
User503358 - Posts: 50
Cell J40 is only for current bar and how could I add this for all history?
[2019-06-04 16:42:31]
ForgivingComputers.com - Posts: 992
The symbol doesn't change for each bar. They all use the same one.
[2019-06-04 17:38:41]
User503358 - Posts: 50
I need contract name for every row, to understand where contract expire on spreadsheet.
[2019-06-04 19:20:48]
ForgivingComputers.com - Posts: 992
You cannot see the previous symbol (before rollover) in the spreadsheet.
[2019-06-04 20:01:06]
Sawtooth - Posts: 4164
If the continuous contract rollover rule is date-based, you could create a table of dates and contract names, then in a Formula Column, create the column of names you require.

It would be more complex if the rollover rule is volume-based: You'd need to have a Daily chart for each symbol so you could overlay its volume for comparison. You'd also need to understand how Sierra Chart determines this.
Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options
[2019-06-04 22:57:36]
User503358 - Posts: 50
How to create a table of contract names?
[2019-06-04 23:43:50]
Sawtooth - Posts: 4164
How to create a table of contract names?
1. Focus the spreadsheet and go to 'Spreadsheet >> Add Sheet' and give it an unique name, e.g. Rollovers.
This will add a blank sheet to the spreadsheet that is not associated with a chart.

2. On the new blank sheet, in column A, list rollover dates, and in column B list the new symbol for each date.
In column A, put the dates in descending order (with the current date/symbol in row 1), and use this date format: yyyy-mm-dd

3. In a Formula Column on the chart's sheet, use a formula like this:
=IF(INT(A3)>=Rollovers!A$1,Rollovers!B$1,IF(AND(INT(A3)<Rollovers!A$1,INT(A3)>=Rollovers!A$2),Rollovers!B$2,IF(AND(INT(A3)<Rollovers!A$2,INT(A3)>=Rollovers!A$3),Rollovers!B$3,0)))
This formula will return the three most recent symbols. To return more symbols, append the formula with additional IF statements.
[2019-06-05 12:15:28]
User503358 - Posts: 50
it means I must do it manually. I would like get it automatically.
[2019-06-05 12:46:46]
Sawtooth - Posts: 4164
it means I must do it manually. I would like get it automatically.
Once you create the table, it is automatic.
There is no other way.
[2019-06-06 10:55:23]
User503358 - Posts: 50
strange things, I use 'Chart>>Show Rollover Dates' for Corn(ZC) Continuous Future contract and sometimes Volume based Rollover comes after Date Rule Rollover(next day). How is it possible?
Date Time Of Last Edit: 2019-06-06 11:00:19
imageZC_Date_Rule_Rollover.png / V - Attached On 2019-06-06 10:59:55 UTC - Size: 967.45 KB - 244 views
imageZC_Volume_Based_Rollover.png / V - Attached On 2019-06-06 11:00:08 UTC - Size: 1007.16 KB - 261 views

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