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SC Continuous Futures Contracts w/CQG


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  #1 (permalink)
Laconic
New York, New York, USA
 
Posts: 38 since Jun 2016
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Looking at SC + CQG. In the past I have used data feeds that provide a symbol for a continuous contract. My understanding is that CQG does not, but SC has functionality to correctly use historical contract data to create a continuous contract.

My question is, will anyone confirm that this functionality works very well and is fairly straightforward to execute?

Thanks


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  #2 (permalink)
 Sawtooth 
Prescott AZ USA
 
Experience: Advanced
Platform: SierraChart
Broker: EdgeClear, FCM:Phillip, Data:Denali, Routing:Teton
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Laconic View Post
Looking at SC + CQG. In the past I have used data feeds that provide a symbol for a continuous contract. My understanding is that CQG does not, but SC has functionality to correctly use historical contract data to create a continuous contract.

My question is, will anyone confirm that this functionality works very well and is fairly straightforward to execute?

Thanks

Sierra Chart displays a continuous contract by concatinating the necessary contracts. It does not actually create a continuous contract with a distinct symbol or file name/ file extension. You can tell if you are viewing a continuous contract by the [C] in the window title bar. You can choose back-adjusted, or not, of either volume or date rule based continuous data. It works well and is very straightforward. Here's their documentation:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html


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Last Updated on May 8, 2017


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