CME forex futures

[sharky1]

-How is it possible that U' are putting intraday data of june and september forex futures in the same bar (bar22:00starting)?
-Why do U' make roll over on Euro/US$ future, for example, if the volume on June are 4,or more, time september's volume?
-Why now we 've roll over done on euro, for example and not on Canadian$ future ?
-Making like 've U' done, now we have charts intraday not correspondent at daily chart (cause U' didn't changed data for all wednesday session on intraday, like on daily charts?); and finally :si for U' normal give me for my job, charts not igual on daily and intraday?
I'm disappointed.

[DuaneG]

Sharky,

You may want to review the following FAQ regarding how eSignal handles the rollover of continuous contracts. If you have any specific ideas about how you would like to see the rollover occur, please send them to [email protected]. Thanks.

[sharky1]

is not an "idea" , dear Mr. Duane, but logic and professional view that I thought I would find in eSignal; if U' make (failing 30minutes to finish the day) a roll over on the daily chart , with data starting on wednesday 06/04/04, than U' must to change all data on Your charts , clear on intraday charts too, putting data of wednesday intraday data too !! or not?? Is not logic, not professional , not possible to put on the half of an hour, data of another future is something fantascientific !!!!!!!!! So U' can , logically, wait the end of the day and to start on monday with the new expiration future data .......is not logical ? is not simple? I 've no words! And next, why do U' make the roll over when volume on June are , today too, 4times september volume? mah!

[sharky1]

Originally posted by DuaneG
Sharky,

You may want to review the following FAQ

This is what i found there: "Rollovers are done in the afternoon, after the market is closed, so they are in place for the next morning. " So U' wrong something this time, 'cause rollover on named futures was done on tradingf openat 22:30 !! I wait for an an answer. Nks. dOmenico

[sharky1]

P.s 22:30 is italian time , is like an half hour before session end in USA time.

[DuaneG]

Sharky,

I wanted to provide some additional clarification regarding the rollover process. The contract rollover is scheduled to take place at 13:15 PST. This is closing time of the equity index futures complex. As they are one of the most widely observed contract groups when the rollover occurs, it was the time noted in the FAQ. Reviewing the FAQ, it appears that some additional information is needed. We are in process of reviewing any portion of that FAQ that may cause a misunderstanding about how the process is handled. As the rollover occurs, it affects several products; however, this is manner in which it is handled. Again, if you have any thoughts, comments, questions or ideas about how you would like to see this handled, please send them to [email protected]

[sharky1]

one only more question: Have U' seen before a Chart with bar made with a mix of futures expiration?????? Me no! Is for U' possibile? why do U' turn around the technical error in the final chart? U' are telling me that eSignal made roll over in this way, but why? is an evident error , or not? this my question to U' I wrote to MdC but no answer has gone and all italian support can give me a light about your crazy methode .... so is for U a joke to confuse this charts..i don't understand why put a mix of data .... why to make charts intraday not correspondent to daily charts? why? You are telling me that eSignal made in this or that way, but if is an evident error why do U' continue to make this errors? mbooooooooooooooo? Is the same things that to take data on sugar future and put this from a time that U' want on the charts of Brent or Coffee, or TBond .....is the same thing. I'm becaming crazy ...and i can't understand your very strange reason. addio. dOmenico