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While custom continuous contracts work fine for time intervals like 60 minutes, daily, etc. they don't work properly for tick data.
If, for example, CL 1!, 1000T is requested, eSignal will correctly determine the latest contract for today based on the continuous contract settings. But, only tick data for that contract is received. There is NO rollover or backward adjustment!
If today is the first rollover day where the new contract is now CL F0, what should happen is 1 day of ticks for CL F0 should be received and 9 days of previous ticks for CL Z9 should be received, back adjusted if "Enable Back Adjustment" has been set. However, what actually happens is you get 10 days of CL F0. this results in very little data being displayed and it's "skewed" - data is compressed prior to the rollover date. (Note I set the rollover date to when the "front month" changes - about 2 days before LTD - not the LTD.)
Tick data charts for continuous contracts should work the same as minute charts - the continuous contract settings should be used for EACH day to determine the proper contract: prior to the rollover date send the previous contract (back adjusting if necessary), after the rollover date send the current contract.
If, for example, CL 1!, 1000T is requested, eSignal will correctly determine the latest contract for today based on the continuous contract settings. But, only tick data for that contract is received. There is NO rollover or backward adjustment!
If today is the first rollover day where the new contract is now CL F0, what should happen is 1 day of ticks for CL F0 should be received and 9 days of previous ticks for CL Z9 should be received, back adjusted if "Enable Back Adjustment" has been set. However, what actually happens is you get 10 days of CL F0. this results in very little data being displayed and it's "skewed" - data is compressed prior to the rollover date. (Note I set the rollover date to when the "front month" changes - about 2 days before LTD - not the LTD.)
Tick data charts for continuous contracts should work the same as minute charts - the continuous contract settings should be used for EACH day to determine the proper contract: prior to the rollover date send the previous contract (back adjusting if necessary), after the rollover date send the current contract.