Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Coverting Older ES levels to Current Contract

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Coverting Older ES levels to Current Contract

    Is there anyway to automatically convert and chart older ES levels to "match up" with the current ES contract. Because of rollover and changes in fair value these don't match up.

    I was thinking the SPX could be used as a baseline to bring the older and current ES levels together so that they could be compared.

    Is there an indicator or something available already to do this?

    #2
    Actually, I see that there is a "merge" function, but this does not account for the differences of levels within the same contract does it?

    Comment


      #3
      Hello,

      I am not aware of anything other than a continuous contract which is not offered by all data providers. Off the top of my head the only one that does support it is eSignal, but others do. Here is a list of our providers:
      DenNinjaTrader Customer Service

      Comment

      Latest Posts

      Collapse

      Topics Statistics Last Post
      Started by kaywai, Today, 06:26 AM
      0 responses
      1 view
      0 likes
      Last Post kaywai
      by kaywai
       
      Started by kevinenergy, 02-17-2023, 12:42 PM
      118 responses
      2,778 views
      1 like
      Last Post kevinenergy  
      Started by briansaul, Today, 05:31 AM
      0 responses
      9 views
      0 likes
      Last Post briansaul  
      Started by traderqz, Yesterday, 12:06 AM
      11 responses
      28 views
      0 likes
      Last Post NinjaTrader_Gaby  
      Started by PaulMohn, Today, 03:49 AM
      0 responses
      10 views
      0 likes
      Last Post PaulMohn  
      Working...
      X