TS (and I assume other data sources) have "front month" continuous futures, such as @ESQ23, as opposed to the classic continuous @ES.
These futures contain the whole history until then but won't rollover automatically, they will just naturally expire when the corresponding contract expires. This is a fairly convenient behavior which allows a trader more flexibility in when exactly they do the rollover, because it's then decoupled from the exact rollover date of the data feed.
Because some contracts don't have the continuous (nor the front month continuous), such as MGC, we need to use custom futures in MultiCharts.
Therefore my question is: is it possible to create a custom future in MultiCharts which behaves like a front month continuous such as @ESQ23? Meaning that it stops rolling after after ESQ23?
Custom future which stops at the last contract and doesn't rollover automatically [SOLVED]
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Vlada MultiCharts
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Re: Custom future which stops at the last contract and doesn't rollover automatically
Hello simoneb,
In MultiCharts, Custom Futures are construed from the individual contracts that are present in QuoteManager. If a newer contract has not been added, the data for it will not be uploaded. For example, if you have added ESQ23, but have not added ESU23 and further individual contracts, the Custom Futures will stop being updated after ESQ23 expires.
In MultiCharts, Custom Futures are construed from the individual contracts that are present in QuoteManager. If a newer contract has not been added, the data for it will not be uploaded. For example, if you have added ESQ23, but have not added ESU23 and further individual contracts, the Custom Futures will stop being updated after ESQ23 expires.
Re: Custom future which stops at the last contract and doesn't rollover automatically
Thanks Vlada, so are you confirming that by doing this I would achieve the same behavior as a front month continuous contract such as @ESQ23 in TS, which based on your description does exactly that? Asking because I'm not sure what you mean by "will stop being updated". What I would like to achieve is that ESQ23 is taken all the way to expiration, rather than stopping updating at the supposed rollover date.Hello simoneb,
In MultiCharts, Custom Futures are construed from the individual contracts that are present in QuoteManager. If a newer contract has not been added, the data for it will not be uploaded. For example, if you have added ESQ23, but have not added ESU23 and further individual contracts, the Custom Futures will stop being updated after ESQ23 expires.
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Vlada MultiCharts
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Re: Custom future which stops at the last contract and doesn't rollover automatically [SOLVED]
simoneb,
No new data will be plotted on the chart for Custom Futures after the expiration of the front month contract. For example, if the expiration date of the futures is the third Friday of the month, the chart for the Custom Futures will no longer be updated after the third Friday of the month unless you add the next individual contract in QuoteManager. To sum up, yes, ESQ23 will be taken all the way to expiration.
No new data will be plotted on the chart for Custom Futures after the expiration of the front month contract. For example, if the expiration date of the futures is the third Friday of the month, the chart for the Custom Futures will no longer be updated after the third Friday of the month unless you add the next individual contract in QuoteManager. To sum up, yes, ESQ23 will be taken all the way to expiration.