Setting roll and back adjustment

[biovizier]

Hi,

I have altered user-rollprefs.tab to turn on back adjustment for CL continuous futures contract but there seems to be no difference before or after when using the API to print out the daily data. Does the API bypass the file and have its own settings somewhere else or is back adjustment set to be on or off for the api and you cant alter it? Does this also hold true for rolls i.e. you can alter the role in esignal but not in the api? Also the session times options in the api call seem to allow you to specify the hourly data coverage times but for the daily bar it seems to bypass these settings and use something else. Is it possible to define the daily bar session times somewhere such that the api will pick them up?

Regards,

Dr N M Francis

[eSignal_AveryH]

boivizier,

Does the API bypass the file and have its own settings somewhere else or is back adjustment set to be on or off for the api and you cant alter it? Does this also hold true for rolls i.e. you can alter the role in esignal but not in the api?

1! and 2! are consider custom symbols created at the desktop (eSignal) level. ESignal uses the rollprefs file to merge the requested data so it displays correctly in the charts.

The Desktop API converts the symbol the front month and does the data request that way.

Also the session time options in the API call seem to allow you to specify the hourly data coverage times but for the daily bar it seems to bypass these settings and use something else. Is it possible to define the daily bar session times somewhere such that the api will pick them up?

Daily bar request do not use time template or the Start/End Times. The exchanges gives an official open and close and these are the numbers used for the daily bars. For pre and post market trades a large Interval Intraday request would need to be used. When doing so you'll need to continually be away of your Start/End time.

AveryH
Interactive Data Support

[biovizier]

Many thanks - I will try as you suggest.

I am still a little confused about the roll and back adjustment settings. I am using the API to print symbol "CL #F=1" - does that include back adjustment automatically or do I need to specify it somewhere?

Can I change the roll rule for this symbol in the api somehow or is it fixed and can only be customised in esignal itself?

Regards,

Nick.

[eSignal_AveryH]

I am still a little confused about the roll and back adjustment settings. I am using the API to print symbol "CL #F=1" - does that include back adjustment automatically or do I need to specify it somewhere?

The CL #F is a server side symbol so the backfill would be automatic.

Can I change the roll rule for this symbol in the api somehow or is it fixed and can only be customized in eSignal itself?

There is no place within the API where you would be able to change the roll date. Remember the API communicates directly with the servers and however the data is stored there is how you'll receive it back with your request. The Rollpref.tab and any custom symbols are going to be processed in eSignal. Any imputation of the data would need to be done through your application.

[biovizier]

Thanks that is much clearer - is back adjustment of the back-filled continuous futures contracts the default on the server side of the api? I assume the server side roll rule is the same as the default on the esignal desktop?

Regards,

Nick