Support Board
Date/Time: Mon, 25 Nov 2024 22:02:57 +0000
Volume Based vs Data RuleContinuous Contract
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| [2014-03-07 20:21:02] |
| amblizniak - Posts: 6 |
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Happy Friday, I ran into a couple of issues this morning with a client when looking at charts of Natural Gas (NGJ4). We were looking back at February 24th. The high when loading back at volume Based was 5.209 while when loading up a date rule, there is gap from February 21st to February 25th and the high gets to 6.400. Why is there such a big discrepancy between the date rules and volume based? |
| [2014-03-07 22:20:31] |
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In either case, you did you choose one of the back adjusted Continuous Futures Contract options?
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 |
| [2014-03-10 12:21:45] |
| amblizniak - Posts: 6 |
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I chose back adjusted for both of them. Going through them all, only the Volume Based Back Adjusted resemble anything close to the contract if you had picked "none." Looking at a historical chart from the CME, they have a high of 5.210 as well, not 6.400.0 |
| [2014-03-10 17:02:03] |
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You will want to use the one of the Volume-based continuous futures contract rollover options. That works best for commodity futures since it is not possible to define a precise rollover rule since there is no precise rollover date-based rule. Unless you know what it should be for natural gas? Currently we have it set to 4 business days before the delivery month. 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 Date Time Of Last Edit: 2014-03-10 17:04:06
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