Futures data, huge discrepancy

Discussion in 'Data Sets and Feeds' started by spinn, Sep 7, 2006.

  1. spinn

    spinn

    I am trading the YM futures and changed all my charts to the new contract last night.

    The problem is that the DEC YM is now 80 points higher than the SEP YM. That has completely screwed up my indicators.

    Anyone else having this problem and can I correct it?

    How lobg can I realistically trade SEP before volume drops and spreads start to widen?
     
  2. Surdo

    Surdo

    Use the continuous contract until the YMZ fills in.
    Or Use data from Sep and trade the Dec.

    Sounds like this is your first Rollover!
     
  3. gnome

    gnome

    Delete all of your futures data prior to the rollover and trade off of the cash for a couple of days.
     
  4. saico

    saico

    Happens at every rollover day. Trade/use the Sep contract and make the switch tomo.
     
  5. Surdo

    Surdo

    I have an even better idea, take the rest of the day off and go fishing!