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Set futures contract to show latest expiry month automatically
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Set futures contract to show latest expiry month automatically
Is there a way of doing this so that the chart will automatically switch to the next expiry on rollover day? Thus when looking at old charts when I scroll back a few months I will see the appropriate contract data for that time.Tags: None
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Thank you Ryan. I didn't think there was a way but I've also realised that I didn't word my question very well, I should have asked whether there is a continuous contract symbol of the sort that eSignal offer.
eSignal describe it as follows:
A continuous contract is a futures symbol that ties the historical data of the previous front month contracts all on the same chart. It's designed to piece the trading activity of the most active contracts together, and then chart that activity to spot long term trends
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Unfortunately CQG does not support continuous contracts as they do not allow routing to a synthetic contract, and require all orders be routed to specific contracts. Other data providers such as Kinetick may support data on these type of contracts by loading the symbology ##-## for the expiration, such as ES ##-##
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