Continuous Futures

[horus]

Could someone please explain to me how to change the rollover date for the #f as i understand it is possible to do so in 7.9.

Thanks

David

[ACM]

David
#F continuous contracts are server based and their rollover dates cannot be changed.
You can set up your own continuous contracts using Continuous Contracts Settings which is available in the main menu under Tools. The symbol in that case will be [root symbol] 1! (for example ES 1!)
Alex

[ACM]

David
For detailed instructions on how to use the Continuous Contracts Settings see this article in the KnowledgeBase
FYI I found the article by searching for continuous in the eSignal KnowledgBase
Alex

[arvane]

Can someone please help on this...I've created a custom roll for Palladium futures.

-Contracts: H M U Z
-Day of the week, Previous Month
-Roll date Base: 3rd Friday
-no offset...


This continuous contract appears fine, BUT it won't show today's market action...

any ideas?

[DuaneG]

Hi Arvane,

I've duplicated the settings you mentioned and am showing the intraday data for today however the daily bar stops at 12/2. As soon as I know more with regards to the daily data, I'll reply back to this thread. Thanks.

[arvane]

Hi Duane,

Thanks for looking into this...i was referring to the daily bar chart...i hadn't even noticed there was intra-day data...

best,
james

[arvane]

Any resolution or insight to this problem?

Pretty annoying not being able to see updated market action on the continuous chart...

-james

[DuaneG]

Hi James,

We've been working on this issue for the last few days and have developed a viable solution. Because this is the first year we have had custom roll dates, it wasn't spotted until just recently.

Please install the following file into your eSignal directory with the program closed. This fix is designed for those running eSignal 7.9.1. Please do not install it if you are running a version earlier than that. Once installed, it should remedy the issue.

eSignal 7.9.1 Roll Date File

[arvane]

Hi Duane,

I've installed the DLL per instructions and it initially works...unfortunately after a short period of time has passed (looking at different charts, etc)...when one comes back to the PA 1! chart it has reverted to the previous behavior...

so I'm back to where i began...

thanks,
james

[ACM]

James
I was seeing the same problem you reported with the custom roll template on PA but the new dll appears to have fixed it. How much time passed before you reopened the PA 1! chart? I am trying to replicate the same steps.
Alex

[arvane]

Hey Alex,

at most is was a few minutes...in fact, the first time it happened I exited eSignal and copied the DLL again...all appeared fine, but then moving on to other charts upon return to PA...same thing...not updating...

ps. If I exit esignal and then reopen...it appears ok again...

pps. I am getting strange behavior...If I click to reload, the chart comes up updated only through yesterday...but then if I wait for a tick from PA to come through...and then click to reload again...the chart comes through updated through today...

[ACM]

James
It appears to be working here. I set up a couple of charts using both PA 1! and PA H6 (for comparison) and after approximately 10 minutes and having changed symbols on the PA 1! chart it comes back with today's bar and updates. Using build 738 btw
Alex

[arvane]

I'm at build 732...i'll go ahead and update this afternoon...

I think this new DLL is ok...it might have something to do with receiving a 'new' tick...who knows!?

thanks for the input Alex

cheers,
james