josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
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Posted: Sep 15, 2011 10:10 PM
Msg. 1 of 8
Why has the continuous QCL# contract rolled over to November (as of 6pm today, September 15, for the September 16 trading day)? The volume is still greater on the October contract, and while some traders have moved to November, most are still trading October.
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josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
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Posted: Sep 15, 2011 11:10 PM
Msg. 2 of 8
And, why does my daily chart look like this? Obviously you guys are in a contract rollover transition (sorry, did not use the continuous contract before, only front months), but shouldn't this kind of thing be fixed before it's made available to the users?
File Attached: qcldaily.PNG (downloaded 1134 times)
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DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
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Posted: Sep 16, 2011 12:15 PM
Msg. 3 of 8
Hello Josh, For the Crude Oil, this actually rolled last night before the open from the October 2011 contract, to the November 2011 contract as this is on a 3 Business day prior to Expiration roll period. If you wish to still use the October contract then you will need to use the Individual contract QCLV11.
If you have any other problems or questions please let us know.
Curtis Thompson support@iqfeed.net support@dtniq.com Trading Markets Customer Service 1-800-397-7000 x3614
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josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
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Posted: Sep 16, 2011 01:37 PM
Msg. 4 of 8
Thanks Curtis -- did you see the pic of my daily chart in post #2? Is this a problem with IQFeed, or my configuration in IRT?
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DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
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Posted: Sep 16, 2011 01:49 PM
Msg. 5 of 8
Hello Josh, i would recommend re-downloading the historical data, if you have not changed the Configuration file within IRT to use the non-back-adjusted you will need to right click on the chart, go to Download, and select Full Data Download to re-adjust the continuous contract to show the new values for the back adjusted continuous contract.
Curtis Thompson support@iqfeed.net support@dtniq.com Trading Markets Customer Service 1-800-397-7000 x3614
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josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
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Posted: Sep 17, 2011 02:50 PM
Msg. 6 of 8
Thanks Curtis,
Just did a backfill moments ago, and while it's better, it's not right yet.
As you can see in the chart, the data more than several months back is not filled correctly. Also, volume appears to be fine from the Oct. contract rollover time (8/19 or so) to present, but before that is not correct. Edited by josh on Sep 17, 2011 at 02:51 PM
File Attached: ACF4D8D.PNG (downloaded 1174 times)
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DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007
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Posted: Sep 19, 2011 07:06 AM
Msg. 7 of 8
Hello Josh, can you contact me here in Support directly so we can take a look at this together, looking at the screenshot you posted that appears to be an Individual contract chart, not the Continuous contract. You can reach us at 800/397-7000 or via chat at our website at http://www.iqfeed.net then click on the button that says Technical Support Click here to chat. Thanks. Curtis Thompson support@iqfeed.net support@dtniq.com Trading Markets Customer Service 1-800-397-7000 x3614
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josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011
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Posted: Sep 19, 2011 02:12 PM
Msg. 8 of 8
Thanks Curtis--I tried re-downloading but that apparently wasn't enough. I just deleted all daily historical data and downloaded again, and all is well. I'll make sure I do this procedure next time at rollover time just to be sure.
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