| API Support » Continuous Contracts Oct 10, 2017 @ 02:09 PM (Total replies: 6) | |||||
|
Are you going to develop the volume part for continuos contract? Because what we really need is a combination of volume and openinterest to determine when to switch from one contract to the next one, our system need that kind of data. |
|||||
| API Support » Continuous Contracts Oct 10, 2017 @ 01:48 PM (Total replies: 6) | |||||
|
Yes because the contract you said 6EV7 is not in the CME 6E contract list For 6E -> Contracts listed for the first 3 consecutive months and 20 months in the March quarterly cycle (Mar, Jun, Sep, Dec) any snippet using ScheduleSplicingRule please? |
|||||
| API Support » Continuous Contracts Oct 10, 2017 @ 01:27 PM (Total replies: 6) | |||||
|
do you have any example how to use this class? public ContinuousContractRule( BaseContract baseContract, SplicingRule ruleSplicing, SplicingRulePriceAdjustment adjustment ) i need that because i haven't understood how you retrieve the data because the continuos data doesnt match with any contract. Example: @6E 10/10/2017 12:36:00 O:1,18030 H:1,18130 L:1,18020 C:1,18130 Vol:16 Ticks:10 UpVol:5 DownVol:11 @6E 10/10/2017 12:37:00 O:1,18040 H:1,18040 L:1,18030 C:1,18030 Vol:8 Ticks:3 UpVol:0 DownVol:8 @6E 10/10/2017 12:38:00 O:1,18120 H:1,18210 L:1,18120 C:1,18210 Vol:33 Ticks:20 UpVol:18 DownVol:15 @6E 10/10/2017 12:40:00 O:1,18250 H:1,18300 L:1,18250 C:1,18290 Vol:7 Ticks:3 UpVol:6 DownVol:1 @6E 10/10/2017 12:48:00 O:1,18190 H:1,18190 L:1,18180 C:1,18180 Vol:10 Ticks:2 UpVol:0 DownVol:10 @6E 10/10/2017 12:50:00 O:1,18130 H:1,18130 L:1,18130 C:1,18130 Vol:5 Ticks:2 UpVol:0 DownVol:5 6EZ7 10/10/2017 12:36:00 O:1,18515 H:1,18540 L:1,18390 C:1,18475 Vol:4106 Ticks:2336 UpVol:1676 DownVol:2430 6EZ7 10/10/2017 12:37:00 O:1,18470 H:1,18495 L:1,18400 C:1,18410 Vol:2848 Ticks:1642 UpVol:1331 DownVol:1517 6EZ7 10/10/2017 12:38:00 O:1,18410 H:1,18625 L:1,18410 C:1,18595 Vol:5724 Ticks:3335 UpVol:3360 DownVol:2364 6EZ7 10/10/2017 12:40:00 O:1,18630 H:1,18695 L:1,18600 C:1,18670 Vol:2305 Ticks:1217 UpVol:1388 DownVol:917 6EZ7 10/10/2017 12:50:00 O:1,18555 H:1,18560 L:1,18510 C:1,18530 Vol:581 Ticks:278 UpVol:237 DownVol:344 |
|||||
| API Support » Continuous Contracts Oct 10, 2017 @ 10:56 AM (Total replies: 0) | |||||
|
Hi, we are new using this API. Our trading strategy is based on Continuous charts and i haven't found enough information (demos, snippet or more detailed documentation) about the use of OEC.ContinuousContracts Namespace and ContinuousContractRule Class. Can you help me how to setup (or subscribe bars) a contract using the volume as a continuos contract rule thanks |
|||||
| API Support » Continuous Contracts Oct 06, 2017 @ 07:07 PM (Total replies: 6) | |||||
|
Hi, we are new using this API. Our trading strategy is based on Continuous charts and i haven't found enough information (demos, snippet or more detailed documentation) about the use of OEC.ContinuousContracts Namespace and ContinuousContractRule Class. Can you help me how to setup (or subscribe bars) a contract using the volume as a continuos contract rule thanks |
|||||