7.9 Continuous contracts

[nimrod]

There is some odd interaction between non US exchange continuous contracts and advanced chart time templates.

If I apply my normal European futures time template to a chart of the FTSE100 (LX 1!-LF), I get a good chart in any time interval but it is truncated at the previous day's close. The quote window shows current prices real-time, but not the chart. If I select 'daily' interval, the current price is displayed on the chart real time together with the current day's bar, but any interval below daily results in a chart frozen at the previous day's close.

If I select a 24 hour template all these problems go away and things work normally. I could live with this except for the fact that a 24 hour template effectively hides opening gaps which is a BIG turn-of. I suspect the problem has something to do with inter-session gaps.

I've not tried any of this on a US echange contract yet but it's something the techiesneed to look at.

[nimrod]

Update

The problems outlined in my original post occurred on a template set to retrieve 600 bars. If I change bar retrieval to dynamic, again the problem goes away. So, I can now live with this reasonably happily. Still think the techies should check it out though.

[nimrod]

More on this - would appreciate an ESignal techie's input please.

In order to retrieve bars before 09:00 for my defined continuous contract (LX 1!-LF) I need to set the chart time template to 07:00 whereas setting the template to 08:00 works correctly for the regular contract. I sSuspect it is connected with daylight saving but, the inconsistency between the continuous and regular contracts indicates it is some kind of bug which needs attention

[ACM]

nimrod
See this thread
Alex