Futures Continuous Contracts

Тема в разделе "Приём предложений", создана пользователем Timo Schröder, 12 сен 2018.

  1. Timo Schröder

    Timo Schröder Новичок

    10 сен 2018
    Hallo Ilya,

    for working with volumes it is necessary to have the underlying contract switched, when on the newer contract more volume is traded on a day.
    Please implement either some logic for the merging on the futures continuous contracts or feed the dates into TigerTrade, when it will occur (For Silver see Silver Futures Calendar and you could use the "First Position Date")
    Example: Allthough Silver SIU18 has the last trading day at september 26th, the SIZ18 is traded with more volume since august 30th, which matches the "First Position Date". As to date the SI continuous contract is still using the SIU18 it is pretty worthless right now.
    Correct merging will also have a positive impact (better accuracy) for all indicators, that are used on a continuous contract and also for the results in Volume Search and All Prices. Maximum Levels Indicator should also switch the Contract with that logic and perhaps it's possible to add the underlying contract to the title and or perhaps add a period "Last Contract".

    Many, many Thanks in advance!

    Best Regards,