Support Board

Date/Time: Sun, 23 Feb 2025 18:47:18 +0000

Volume Based Rollover using ACSIL

[2021-02-16 17:25:03] #1 [Go To First Post]
User987654 - Posts: 69
Hi, Having read the documentation, I am aware that "Automatically Rollover Futures Symbol" setting is only checked if I want to rollover based on date and that it will only rollover on a restart or recalculation of the chart. If I want to have volume based rollover I have to enable the "Detect Rollover of Current Futures Contract Symbols..." option in the Global Settings and uncheck "Automatically Rollover Futures Symbol". Where I am having an issue is that the documentation for "Detect Rollover of Current Futures Contract Symbols Based on Real Time Volume" says that when a symbol is considered expired, a rollover message will display for half a day and I have to roll to the next month to clear this message. 1) If I am programming in ACSIL, how do I access this message to know that the contract needs to be rolled? 2) Assuming there is a way to access the message regarding the roll, once detected, if I set sc.FlagToReloadChartData=1, will this reload of the chart cause the contract to rollover? I understand not wanting to have contracts rollover without user input under most circumstances, but I think if someone is programming in ACSIL there should be a way to automate the roll using ACSIL functions.

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