continuous contracts for rollover data

Questions about MultiCharts and user contributed studies.
Arbitrageur
Posts:43
Joined:12 May 2006
Has thanked: 1 time
continuous contracts for rollover data

Postby Arbitrageur » 07 Jun 2006

how does one go about creating a continuous chart where eSignal does not offer continuous data?

for example - GB M6-DT - bund data for June, rolled forward onto GB u6-DT August contract. Is there a way to splice the two contracts together?

Obviously on the rollover the U6 data has no real data history for now and in the initial rollover period it makes data analysis difficult

Chris
Posts:150
Joined:17 Nov 2005

Postby Chris » 07 Jun 2006

You can find a good explanation here:


http://forum.tssupport.com/viewtopic.php?t=207

Chris

Arbitrageur
Posts:43
Joined:12 May 2006
Has thanked: 1 time

Postby Arbitrageur » 07 Jun 2006

oops - sorry, I'd been searching the forums under "continuous" instead of rollover

User avatar
Alex Kramer
Posts:834
Joined:23 Feb 2006

Postby Alex Kramer » 08 Jun 2006

Thanks, Chris!


Return to “MultiCharts”