Hello,
can anyone point me to a reference where i can adjust the rollover of continous futures contracts?
The attached picture shows the NOB futures continous contract on top with a gap of data at the beginning of september while below it shows the december contract where from sept 1st on I would like to use that contract. So in essence i want to have my continous contract rollover on the first september and not on the 21st september like it is done now.
I tried adjusting it in the quotemanager under expiration rules but it didnt adjust anything when i select a different rollover method.
Rollover for continous futures contracts [SOLVED]
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Rollover for continous futures contracts
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- Svetlana MultiCharts
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Re: Rollover for continous futures contracts
Hello, swisstrader82!
@NOB# futures is a continuous contract provided by IQFeed data provider directly.
Such contracts have no settings, the data is received "as is".
If you want to build a continuous futures data series in MultiCharts - create your own Custom Futures instrument.
Please refer to this guide to learn how to configure it:
http://www.multicharts.com/trading-soft ... om_Futures
@NOB# futures is a continuous contract provided by IQFeed data provider directly.
Such contracts have no settings, the data is received "as is".
If you want to build a continuous futures data series in MultiCharts - create your own Custom Futures instrument.
Please refer to this guide to learn how to configure it:
http://www.multicharts.com/trading-soft ... om_Futures
- Svetlana MultiCharts
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Re: Rollover for continous futures contracts
Zheka,
Starting with MultiCharts 11.0 Release it is possible to receive data for continuous futures contracts from Interactive Brokers. It requires version 966 of TWS or higher or Gateway of the latest version. Please, find other improvements made in MultiCharts 11 in our blog:
https://www.multicharts.com/traders-blog/
Starting with MultiCharts 11.0 Release it is possible to receive data for continuous futures contracts from Interactive Brokers. It requires version 966 of TWS or higher or Gateway of the latest version. Please, find other improvements made in MultiCharts 11 in our blog:
https://www.multicharts.com/traders-blog/
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Re: Rollover for continous futures contracts
Thanks for your reply Svetlana but im not sure I understand what you are saying. I know that @NOB# is a continous futures contract provided by IQFeed but the problem is that the rollover is done to early. I have the same problem on other futures symbols like the YM (from the 3rd of december on the data gets very thin because it already rolled over to the march contract). On the continous contract the futures seems to roll over too early too. Can i not apply a logic in the quotemanager to tell it to roll over on the 15th of the rollover month?Hello, swisstrader82!
@NOB# futures is a continuous contract provided by IQFeed data provider directly.
Such contracts have no settings, the data is received "as is".
If you want to build a continuous futures data series in MultiCharts - create your own Custom Futures instrument.
Please refer to this guide to learn how to configure it:
http://www.multicharts.com/trading-soft ... om_Futures
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Re: Rollover for continous futures contracts
swisstrader82,Can i not apply a logic in the quotemanager to tell it to roll over on the 15th of the rollover month?
You need to create your own Custom Futures in the QuoteManager to do that:
http://www.multicharts.com/trading-soft ... om_Futures
Continuous contracts provided by IQFeed data provider directly have no settings and can be adjusted/changed by the data provider only.
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Re: Rollover for continous futures contracts
Sorry Svetlana but it would surprise me increbibly that I am the first to complain about strange rollover issues with contracts like the @YM#. Those markets are so often used here and i dont believe others are creating custom futures for that. something else must be wrong. can u ask one of your collegues to look into this maybe? any help would be great. thanks
Re: Rollover for continous futures contracts
Swisstrader,
MC does not handle rollover of pre-constructed *continuous contracts* from IQFeed. The rules have been defined by IQFeed and contracts stitched together into one data series on IQFeed's side. You can get the rules from IQFeed and compare the @YM# data series to a plot of 2 separate contracts - to confirm that merging is indeed done (or not) according to the rules stated by IQFeed.
To confirm there is no problem on MC's side, download @YM# from IQFeed into a csv file via iqfeed's client software (or qcollector), export the same contract (downloaded to quotemanager) from MC into the CSV file and compare the two. If you find differences - then the problem in on MC's side and you can flag it as a bug.
Makes sense?
MC does not handle rollover of pre-constructed *continuous contracts* from IQFeed. The rules have been defined by IQFeed and contracts stitched together into one data series on IQFeed's side. You can get the rules from IQFeed and compare the @YM# data series to a plot of 2 separate contracts - to confirm that merging is indeed done (or not) according to the rules stated by IQFeed.
To confirm there is no problem on MC's side, download @YM# from IQFeed into a csv file via iqfeed's client software (or qcollector), export the same contract (downloaded to quotemanager) from MC into the CSV file and compare the two. If you find differences - then the problem in on MC's side and you can flag it as a bug.
Makes sense?
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