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S&P 500 E-mini continuous contract


#1

Hi,

Is there a symbol for a continuous contract for the S&P 500 E-mini? It would be nice to have so I can test various strategies I am working on.
I have a CQG feed and SC data.


#2

@Tunetyme

Although there may be certain symbols that can be selected on the CQG data feed that are considered “continuous contracts” we suggest avoiding these and following the method listed below. Just to clarify, do not use a symbol with a # in it. It also worth noting that the Continuous Futures Contract feature cannot be used in a chart which uses data from a remote instance of Sierra Chart. If you are not sure if this is the case, then most likely the chart is not using data from a remote instance. If it is using data from a remote instance, you would see [R] after the symbol at the top line of the chart, so if you are experiencing issues, it can potentially originate from this.

As for how to set up a continuous contract/chart:

First you will need to update global symbol settings:

  1. Select Global Settings >> Symbol Settings on the menu.
  2. Press Update From Server button. The button will be momentarily disabled.
  3. Wait for the button to reenable which indicates the updating of the symbol settings is complete. Normally the updating should be done in less than 5 seconds. However, this could take longer depending upon the speed of your Internet connection, how much data has to be downloaded and how many existing symbols there are. It should not take longer than 30 seconds unless you have a connectivity problem.
  4. When the update is complete, press OK .
  5. Reconnect to the data feed by selecting File >> Disconnect and File >> Connect to Data Feed .

After global symbols have been updated, open or go to either a historical or intraday chat

  1. With a chart open head over to Chart >> Chart Settings >> Advanced Settings and select one of the Continuous Contract options. If any of these options are unclear to you, you can read their descriptions here: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#RolloverOptions

  1. Once an option has been selected, head back over to the Main Settings tab.
  2. Double check that the symbol you have selected is set to the current futures contract month. If the symbol you have selected is set to a contract with the date in the future and that symbol is not actively traded, this can potentially cause issues with the chart you have opened.
  3. Under the Main Settings tab, set Use Number of Days to Load >> Days to Load sufficiently high enough to see the number of days that you want in the chart. Keep in mind the higher this number, the longer the chart will take to load in historical data. It can be a disadvantage to increase this number too large . It takes longer to download the data and increases the possibility of historical data ddownloading errors.
  4. Press OK to close the Chart Settings window. The necessary chart data will be downloaded if needed, and the chart will be created. You will see Downloading Continuous Contract Data displayed on the chart during the downloading process.
  5. If there any missing contract months in the chart, missing Daily or Intraday data, the back adjusted prices are incorrect, or a rollover date is significantly off from where it should be, then Re-download the Continuous Futures Contract Data in the chart since there is missing, incomplete or inaccurate data necessary to build the Continuous Futures Contract chart.

Let me know if you need any assistance setting up continuous contracts on Sierra Chart, i’d be more than happy to help.

Thanks,
Jake

Optimus Futures Support
jake@optimusfutures.com
(800) 771-6748