Support Board
Date/Time: Mon, 25 Nov 2024 11:49:04 +0000
Gaps in data after recent rollover
View Count: 409
[2024-03-13 23:52:52] |
User8135477 - Posts: 115 |
I've noticed multiple other posts discussing the same thing. I actually rolled over last week, but starting today (March 13th), gaps have been present across the board on my CME continuous futures charts (NQ, ES, etc.). Specifically, the continuous futures contracts, date rollover, backadjusted. The gaps disappear when I switch to "None" option, but reappear again when I try to switch back to the date-based rollover. I've tried the following, none of which have fixed the problem: 1. updating to the latest version. 2. Delete & Download data 3. Restart application. I use Interactive Brokers. I've never had this problem before. |
[2024-03-14 00:05:22] |
User8135477 - Posts: 115 |
Further to my post: Volume based rollover, back adjusted does not have this issue. But the Date adjusted rollover, back-adjusted problem still persists. |
[2024-03-14 12:35:25] |
TonyCipriani - Posts: 18 |
I rolled over few days ago as well and each day in the morning there seems to be a new gap on NQ, ES, YM, RTY. If it was just once I would understand it, but not sure why it's happening every day. I'm using the Denali feed. The only way to not get gaps every single day is to set the continuous contract to none. All the volume based rollovers and date rule rollovers produce the same gaps. Thanks for your help. |
[2024-03-14 16:54:09] |
John - SC Support - Posts: 36238 |
Refer to the following: Please Read: Continuous Contract Rollover Issues For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2024-03-16 01:54:05] |
User8135477 - Posts: 115 |
The issue has now resolved itself without any additional steps on my part. Your post still did not address the issue regarding Date-based rollover, back adjusted. Have you figured out the reason for the issue? If not, do you recommend for users to stay with volume-based rollover for future rollovers? |
[2024-03-16 02:46:57] |
Sierra_Chart Engineering - Posts: 17172 |
Yes definitely use one of the "Volume Based Rollover" options. There is no longer a consistent rollover date that can be relied on for index futures.
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 Date Time Of Last Edit: 2024-03-16 02:47:39
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[2024-03-17 02:48:43] |
Barry L - Posts: 33 |
John, I deleted the email about the reply to this topic, So I dont know which of the few diff posts about the rollover gaps it was in Just to let you know . I downloaded Version 2611 on Thursday as it was just carrying the gap forward every day, instead of it staying on Sunday night when I rolled This new build didn't fix it right way, the problem was still there, So after reading another post, I closed the program and went in the data folder and deleted all the ES/MES NQ/MNQ .dly and.scid ? files and did a fresh download , Seems to be working great now.. plus it got rid of a ton of old data Barry |
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