Help with contract rollover

[fseitun]

Is there a default setting for contract rollovers for US indices and EU indices?

For instance, if I use AB #F every three months I am going to get a 7-8 point gap that screws up all my charts and previous key points.

If I enter the AB 1! symbol, I get different data for the open.

Why doesnt AB #F automatically adjust to the new prices?

I have been using AX 1! for over 2 months now and I didnt even know of all this problems...I am wondering whether I have been looking at the right chart !!!

[ACM]

fseitun
There currently is a known issue with how the Time Templates work with the 1! user defined continuous contracts and with spreads.
This issue (which is due to the change to Standard Time) causes the chart start/end times to be shifted back 1 hour and can be resolved for the time being by creating a Time Template with the Start/End times moved forward by 1 hour.
So instead of setting the Start/End Times to 9:30/16:15 you would set them to 10:30/17:15.
Once you do that the bars on the chart should be the same as those of the server based #F continuous contracts assuming of course that the 1! continuous contract has been set to the same specs (ie. rollover date, etc).
In the following charts you can see that the Open (and other values) of the 9:30 bar are the same between the AB 1! and AB #F contracts. The description of the chart in the top left corner shows the different Start/End Times.



Following are the settings I used to create the AB continuous contract plotted in the AB 1! chart shown above.
If you are still getting different results then you may want to post some images of your continuous contract settings and of the Time Template used in the chart as they may help in identifying the problem.



Lastly enabling the Back Adjust option should take care of the difference in prices at rollover. In the following image you can see that the 1! continuous contract does not have the price gap which is instead visible in the AB #F chart
Alex

[fseitun]

Thanks so much for your feedback.

I no longer have fake gaps from the past.

Another question: would I need to use the same procedure for EU indices?

For instance, would you mind posting the same type of procedure for DAX, BUND and the other major EU indices like FTSE100, CAC40, EUROSTOXXX50...

I dont mean to sound likea pain in the butt...

thanks again.

[ACM]

fseitun
For the instructions on how to create user defined continuous contracts please see this article in the eSignal KnowledgeBase.
Alex