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SC Continuous Futures Contracts w/CQG
Updated: Views / Replies:364 / 1
Created: by Laconic Attachments:0

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SC Continuous Futures Contracts w/CQG

 
Trading Apprentice
New York, New York, USA
 
Futures Experience: Advanced
Platform: Tradovate & Investor R/T
Favorite Futures: Emini ES
 
Posts: 23 since Jun 2016
Thanks: 12 given, 24 received

SC Continuous Futures Contracts w/CQG

Looking at SC + CQG. In the past I have used data feeds that provide a symbol for a continuous contract. My understanding is that CQG does not, but SC has functionality to correctly use historical contract data to create a continuous contract.

My question is, will anyone confirm that this functionality works very well and is fairly straightforward to execute?

Thanks

 
 
Elite Member
Phoenix AZ USA
 
Futures Experience: Advanced
Platform: SierraChart
Broker/Data: TradePro/TransAct
Favorite Futures: NQ YM
 
Posts: 318 since Nov 2009
Thanks: 126 given, 382 received


Laconic View Post
Looking at SC + CQG. In the past I have used data feeds that provide a symbol for a continuous contract. My understanding is that CQG does not, but SC has functionality to correctly use historical contract data to create a continuous contract.

My question is, will anyone confirm that this functionality works very well and is fairly straightforward to execute?

Thanks

Sierra Chart displays a continuous contract by concatinating the necessary contracts. It does not actually create a continuous contract with a distinct symbol or file name/ file extension. You can tell if you are viewing a continuous contract by the [C] in the window title bar. You can choose back-adjusted, or not, of either volume or date rule based continuous data. It works well and is very straightforward. Here's their documentation:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html

The following 2 users say Thank You to tomgilb for this post:

 



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continuous contract, cqg, data, dow, futures, sierrachart, sierra_chart, volume

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