Support Board
Date/Time: Fri, 27 Dec 2024 05:34:42 +0000
Rollover
View Count: 941
| [2015-12-14 18:27:31] |
| User94740 - Posts: 333 |
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I have the following rollover global settings for symbol YM-######-ECBOT set to "business days" @ 15, but the chart shows the rollover in the after hours trading of 10. December even though expiration is on 18. December. The rollover should actually have taken place on 3. December. I have reloaded, recaluculated and even deleted, but to no avail.
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| [2015-12-14 19:01:31] |
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We do not recommend altering the rollover rules for that symbol as they are already set accurately. The rollover will be performed properly and we do not provide help with changing this. 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 |
| [2015-12-14 23:03:06] |
| Sawtooth - Posts: 4143 |
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Rollover for the Equity Futures is the Thursday before the 2nd Friday of the contract month, or 8 calendar days prior to Expiration, so rollover is 10 Dec 2015: http://www.cmegroup.com/trading/equity-index/rolldates.html |
| [2015-12-15 09:09:02] |
| User94740 - Posts: 333 |
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@ tomgilb, thx and yes I understand the rollover date according to the cme, but ... there is still a considerable amount of volume left on the expiring contract. The sudden drop in volume is misleading. Eg YMZ15 traded according to barchart.com on Thursday, 10. Dec. 263507, but YMH16 traded only a whopping 80198
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