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Date/Time: Thu, 28 Nov 2024 22:26:23 +0000



Help with rollover of RTY

View Count: 435

[2023-03-29 20:08:27]
MightyMommy - Posts: 6
Hello, I've been trying to move my charts with IRT and continue to struggle for the past few months. I have already made sure that my software is running the latest version (2448 64-bit) and also deleted all data and downloaded the latest and the volume for the 2 days prior to the rollover still do not look correct. Is there anything else I can try? Thank you in advance for any help you can provide.

https://www.sierrachart.com/image.php?Image=1680120071828.png
[2023-03-29 20:56:46]
John - SC Support - Posts: 36350
We need to know why you feel that it does not look right. We do not know how your chart is setup so we can not speak to what looks right or does not look right.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-03-29 21:00:38]
MightyMommy - Posts: 6
Sorry John you’re right. I should be more specific. Please look at the volume for the 2 days prior to the rollover date of March 16. I am using the RTY continuous contract. Please let me know if you require anything else. Thank you!
[2023-03-29 21:11:16]
John - SC Support - Posts: 36350
It's not unusual to see lower volumes on the previous contract as it is getting close to the new contract - people are switching which one they are trading. We pulled up the same chart and we see the same thing. We do not see anything that is concerning about the data.

If you want to, you can open the chart for the previous RTY contract and verify that the volume data is correct for those days.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-03-30 19:35:56]
MightyMommy - Posts: 6
Hmmm that makes sense but then I guess I have to better understand how Sierra charts handles the volume when they are switching contracts because I don't see the same dips in volume on other systems.
[2023-03-30 21:13:34]
John - SC Support - Posts: 36350
Again, keep in mind that those volumes are from the previous contract since you are using a Continuous Futures contract. On the other systems you are viewing, are you seeing the volume from the current contract for those days?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-03-31 18:27:24]
MightyMommy - Posts: 6
My guess is that they take the volume from the new contract into account during the rolling period which usually occurs 1 week prior to the previous contract's expiration. As you can see from the Sierra chart there is huge volume from March 10 to 16 that is not reflected in Sierra but on the continuous contract on my IRT chart, the volume continues to be high throughout that period.

https://www.sierrachart.com/image.php?Image=1680285877972.png
Date Time Of Last Edit: 2023-03-31 18:28:28
imageIRT_volume_Mar 9-16.png / V - Attached On 2023-03-31 18:25:56 UTC - Size: 80.62 KB - 69 views

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