Login Page - Create Account

Support Board


Date/Time: Mon, 23 Dec 2024 18:53:12 +0000



Continuous Intraday Futures Chart - Volume rollover

View Count: 1144

[2015-10-07 13:27:22]
Hendrixon - Posts: 130
I'm using Volume rollover on intraday data which i assume is based on daily volume.
Daily data from Rithmic is for example CLX5-NYMEX.dly but SC looks for CLX15.dly instead.
Then it reports that "Daily data file for symbol CLX15 exists and is empty. Skipping download."
All this leads to "Error Jumping to date in file: CLX15.dly"

On top of that the caption on the charts title bars shows everything is fine by adding [CV] to the charts names.
Date Time Of Last Edit: 2015-10-07 13:28:02
[2015-10-07 17:25:57]
Sierra Chart Engineering - Posts: 104368
Re-download the data for the CLX5-NYMEX/CLX15 contract month by following these instructions here:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading

It is normal for the CLX15 file to be used if the chart is set to the December contract. In any case, this symbol format will be used for some of the files.


On top of that the caption on the charts title bars shows everything is fine by adding [CV] to the charts names.
Yes, this is because the rollover is volume-based. This will not change.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-10-07 17:27:00

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account