Continuous Contract and volume issue

[jul0625]

Hello,

I actively watch the futures markets, and I have come across a problem with default continuous contracts. The #F contracts fail to rollover on the correct dates (see image attached silver, notice the low low volume on the large drop). I would like to be able to change the continuous contract settings. How would I go about doing this?

See silver chart here: http://www.screencast.com/t/t0NE6Hms

Also, I have been having a problem with the scale for copper futures (HG #F=1). Notice the chart attached only shows every 5 cent increments, and my time and sales only shows those 5 increments, while coppers tick size is much lower. How do I fix this?

See Copper chart here: http://www.screencast.com/t/roTM786TKd

Last but not least, I have noticed both on my quote board and charts that futures volume does NOT update on the correct day. For example, today my volume on my quote board is fixed, at yesterdays contract volume. How would I fix this so it shows the current days volume, not the day prior? (See image attached).

See first chart here (2nd chart attached): http://www.screencast.com/t/hLrl7Z4m

Thanks,

Julian

[ACM]

Re: Continuous Contract and volume issue

Julian
See this article in the eSignal KnowledgeBase for an explanation of how the #F continuous contracts are created.
If you wish to create your own continuous contracts then see this article if you are using 10.6 or this article if you are using version 11
With regards to the volume being displaced see this article of the eSignal KnowledgeBase [FWIW based on what eSignal has indicated this is slated to change in one of the upcoming versions of 11]
Alex

Originally posted by jul0625
Hello,

I actively watch the futures markets, and I have come across a problem with default continuous contracts. The #F contracts fail to rollover on the correct dates (see image attached silver, notice the low low volume on the large drop). I would like to be able to change the continuous contract settings. How would I go about doing this?

See silver chart here: http://www.screencast.com/t/t0NE6Hms

Also, I have been having a problem with the scale for copper futures (HG #F=1). Notice the chart attached only shows every 5 cent increments, and my time and sales only shows those 5 increments, while coppers tick size is much lower. How do I fix this?

See Copper chart here: http://www.screencast.com/t/roTM786TKd

Last but not least, I have noticed both on my quote board and charts that futures volume does NOT update on the correct day. For example, today my volume on my quote board is fixed, at yesterdays contract volume. How would I fix this so it shows the current days volume, not the day prior? (See image attached).

See first chart here (2nd chart attached): http://www.screencast.com/t/hLrl7Z4m

Thanks,

Julian

[jul0625]

Hi Alexis,

Thank you for your response! I appreciate it.

Just one more question... if I were to create a continuous contract for oil, how would I make the symbol? For example, CL 1!=1 does not show any historical data.

Thanks,

Julain