Support Board
Date/Time: Tue, 26 Nov 2024 08:38:08 +0000
ROLLOVER
View Count: 638
| [2023-12-14 01:47:02] |
| Crtfyd - Posts: 278 |
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Ive read the info on Back Adjusting. It seems my Message Log always says Adjustment 0. Yet I can typically see a major price difference between Friday 17:59 and Sunday 18:00. And of course all my Chart drawings are way high or way low. 1- Why does my message log say adjustment 0, when clearly there's a bigger adjustment? 2- I'm not a coder, but couldn't SC automatically adjust the chart drawings to the amount adjusted to the days before the rollover? 3- If I only do calculations on the day I'm concerned with, Why would I do back adjustment? It seems that is mostly for people doing comparisons from the Rollover dates to the Pre Rollover dates, or am I missing something? 4- I didn't get to open my SC Monday or Tuesday, only after close today (Wed). So of course bc I have "Continuous Futures Contract-Date Rollover Back adjusted" my charts rolled over. But MAR24 is at the Wed 17:59 as is the adjustment. But the Rollover was Monday. I understand I just updated the data, but shouldn't it Rollover on THE date (Mon), as I have checked? Thx |
| [2023-12-14 15:19:10] |
| John - SC Support - Posts: 36286 |
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1. Make sure you have the correct day where you are viewing the rollover. To view the date/location where the system is applying the rollover select Chart >> Show Rollover Dates". Refer to the following: Chart Menu: Show Rollover Dates (Chart menu) Also, we are curious about the adjustment - please give us the line from your Message Log as it should not say "Adjustment 0", it should read "Back Adjust Amount for symbol xxx is y". 2. It just does not do this at this time. You can adjust the drawings manually by selecting the drawings in the "Tools >> Manage Chart Drawings Window", selecting the drawings to adjust and select the "Adjust Button". 3. This is a personal decision, but the main reason for the back-adjustment is if you are using studies or tools that span long periods of time, therefore you want the data to be consistent over that period. 4. The date of the rollover for ES within Sierra Chart is "1 day before the third Friday in the contract month", so the rollover date is today, Thursday December 14, 2023. This date can be modified by the following setting: General Settings Window: Additional Days to Add to Rollover Date for Chart and Quote Board Rollovers (Global Settings >> General Settings >> Charts >> Charts) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-14 20:56:06] |
| Crtfyd - Posts: 278 |
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1. Yes, The day MAR24 does show, See attached pic of Message Log that says "Back adjust amount for symbol ESZ23_FUT_CME is 0" 2 Yes, the back adjustment is a personal decision, I just wanted to clarify the reason why its used. 3. I see the problem now with the Rollover. As I mentioned, I signed-on on Wed, after the Rollover on Monday. Then in your response you mentioned the rollover date is "1 day before the third Friday". I know that Rollover days aren't official, its a preference to the software, etc. But since CME has changed the rollover for Monday Dec 11th, and even SC Support said they will be doing that (see attached pictures (2)), why are you saying that SC is still using Thursday? This would explain why my Rollover date (MAR24) was at the "start" (Wed) 18:00 of Thursday, but as I said, everyone else recognizes Monday. [SC post 6-9-22 "We will get these rollover rules updated. This will be effective next week."] Did SC decide to stick with Thursday after the post? (see attached pic) Thank you. Date Time Of Last Edit: 2023-12-14 21:00:07
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Private File Private File  SC Back Adj.png / V - Attached On 2023-12-14 20:53:42 UTC - Size: 122.1 KB - 69 views |
| [2023-12-14 21:56:35] |
| John - SC Support - Posts: 36286 |
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1. The reason why your rollover amount was 0 was due to the lines in your log that reference a problem getting the data from the Daily data files. Please open daily historical charts for ESZ23_FUT_CME and ESH24_FUT_CME and let them load the data. You can then close those charts. Then go to the ESZ24_FUT_CME chart that is not showing the rollover and select "Chart >> Reload and Recalculate". Let us know if this resolves the issue. 3. We will have to check on the status of this. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-12-15 23:43:06] |
| Sierra_Chart Engineering - Posts: 17179 |
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For CME equity futures the rollover rule is set as 1 day before the third Friday of the contract month. This is not going to change. This is how it is set and it 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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