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Hi, I tried creating a continuous contract for SPI 200 (AP 1!-SFE). Everything looks fine. The rollover hasn't happened yet (several days off). When I view the symbol in real time, the chart reflects the latest prices, however it does not update. I am subscribed to delayed Asian futures, so I am not real-time subscriber to SFE. When I view AP Z5-SFE (current symbol), the chart is delayed 15 minutes but updates with each tick. Is this supposed to happen?
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Oh, I get it. Continuous contracts aren't supposed to update tick by tick. -
atlas
Continuous contracts will update tick by tick. The images below were taken a few seconds apart from each other and show that the chart is updating. This is not on a delayed feed though so I can't tell you if the behavior is different in that case. Never the less what are the settings for your CC of AP 1!-SFE?
Alex
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I tried TPX 1!-TPX (TOPIX futures). These I am subscribed to real-time for. It does not update, unless I Ctrl-click 'ok'.Comment
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Very strange. HSI 1!-HKFE will update. GB 1!-DT does not. On a hunch, I tried FCE 1!-EEI. It does update, which leads me to believe, that contracts set up with month-to-month rollovers will update, while quarterlies will not.Comment
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Well, I don't know. ET 1!-DT updates. Will have to do more investigating.Comment
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Ok, that seems to have helped. All the spreads are updating. Now I want to address another problem.Comment
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The patch Duane provided fixes real-time continuous contracts. Sorry, I should say, real-time updating of contracts I am subscribed to as real-time. It does not fix continuous contracts I am subscribed to as delayed, e.g. AP 1!-SFE. In addition, I can get a real-time price on this just by refreshing the chart.Comment
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