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Direct MessagesDate/Time: Thu, 26 Sep 2024 23:30:09 +0000
Continuous Futures Chart
View Count: 148
| [2024-08-31 18:47:25] |
| CatsPajamas - Posts: 4 |
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Hello, I have been trying to properly show the active daily continuous future chart for the S&P 500 e-mini future. I believe I have set everything properly but it still does not match to what I have in my Bloomberg terminal or what I know to be the close with CQG. For example, I know the roll should occur on 6/21 at a px of 5471 with this being the final close of ESM24 (as per my Bloomberg). However, on Sierra Chart I show a close of 5536 (which is the price of ESU24 and not ESM24). I believe that I followed all the instructions properly and have the right data feeds but still can't seem to get it to work. Please let me know what I should upload to share to get this resolved. Thank you. |
| [2024-09-01 04:23:04] |
| Sierra_Chart Engineering - Posts: 16478 |
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Did you want to Back Adjust the data in the chart?
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-09-01 16:26:30] |
| OctoPi - Posts: 29 |
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Try these options: https://imgur.com/MFPGp7p |
| [2024-09-02 15:20:45] |
| CatsPajamas - Posts: 4 |
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That still doesn't work. It just seems like the futures aren't rolling on the appropriate day.
|
| [2024-09-03 15:32:01] |
| Sierra_Chart Engineering - Posts: 16478 |
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Try using a volume-based rollover: Continuous Futures Contract Charts: Continuous Futures Contract - Volume Based Rollover 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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