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Date/Time: Wed, 27 Nov 2024 04:31:00 +0000



system rollover date wrong?

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[2023-09-08 17:50:55]
Berliner JFK - Posts: 45
I set my rollover date to always be the Friday before expiration in symbol settings, i.e. "7 calendar days before the 3rd Friday of the contract month". For /NQU23, for example, that would be Sept. 8th (today).

Please see attached, this is what I see in symbol settings now.

Is this correct? If not, could you please tell me what went wrong?

Thanks!
imagerollover_mismatch.jpg / V - Attached On 2023-09-08 17:49:58 UTC - Size: 133.89 KB - 133 views
[2023-09-08 18:10:58]
John - SC Support - Posts: 36309
The setting is "Number of Calendar Days from the 3rd Friday". 7 calendar days back from a Friday is a Saturday. You need to change this to 8 to get the previous Friday.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-08 18:55:04]
Berliner JFK - Posts: 45
Hi John, thanks!

Please see attached.

For NQU23, the calculated rollover date is Saturday, September 9th, 2023, which is wrong (7 calendar days before Sept. 15th is Sept. 8th, not the 9th).
For NQU24, the calculated rollover date is Friday, September 13th, 2024, which is right (7 calendars days before Sept. 20th is Sept. 13th, is correct).
I have also used this setting for three past rollovers, and it never before calculated a Saturday as seven calendar days before a Friday.

Given the above, it seems like something has to be wrong with the rollover dates for NQU23, right?

Thanks again!
Date Time Of Last Edit: 2023-09-11 11:09:51
imageNQU23_saturday.jpg / V - Attached On 2023-09-11 10:57:22 UTC - Size: 183.25 KB - 106 views
imageNQU24_friday.jpg / V - Attached On 2023-09-11 10:57:30 UTC - Size: 183.16 KB - 103 views
Attachment Deleted.
[2023-09-11 11:09:05]
Berliner JFK - Posts: 45
Here are all the contracts listed in symbol settings:

NQU23 - wrong (shows saturday as seven calendar days before friday)
NQZ23 - wrong "
NQH24 - wrong "
NQU24 - right (shows friday as seven calendar days before friday)
NQZ24 - right "

I attached screenshots from NQH24, NQU24 and NQZ24 for more proof.

Thanks!
imageNQH24_saturday.jpg / V - Attached On 2023-09-11 11:06:38 UTC - Size: 181.56 KB - 112 views
imageNQM24_friday.jpg / V - Attached On 2023-09-11 11:06:56 UTC - Size: 183.67 KB - 99 views
imageNQU24_friday.jpg / V - Attached On 2023-09-11 11:07:06 UTC - Size: 183.16 KB - 107 views
[2023-09-12 15:01:21]
Sierra_Chart Engineering - Posts: 17190
We will look this over.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-12 15:05:33]
Berliner JFK - Posts: 45
Thank you!
[2023-09-29 15:23:10]
Sierra_Chart Engineering - Posts: 17190
Update to the latest release to resolve 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-10-01 01:06:00]
Berliner JFK - Posts: 45
Rollover dates correct now, thank you!

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