Support Board
Date/Time: Thu, 13 Feb 2025 17:06:08 +0000
Post From: Issue with automatically rolling futures contracts
| [2020-12-10 16:32:41] |
| User753624 - Posts: 23 |
|
Hi SC Support, I hope you're all doing well. I had several issues this morning with my charts and I'm hoping someone might be able to determine what happened. I am using the Denali data feed and had the charts set up to automatically rollover contracts based on the date rule. They rolled over this morning to the March contract on the ES and MES. However, there was very little volume being traded on that contract. I switched the rollover to be based on volume, back-adjusted and it rolled forward again even though there's still more volume on the December contract. I changed all the charts back to December but when I did some of the data was missing (the 5 minute chart showed one bar on the open and the next bar was the 10:30 bar). I deleted and downloaded the data, but doing so rolled the contract forward again rather than filling in the missing data on the December contract. I figured I would try restarting Sierra Chart and when I started the software up again it had rolled all the contracts over to March again. At that point, I decided to uncheck the option to automatically rollover contracts, changed everything back to December, and data was still missing so I deleted and downloaded it again. Now it seems like things are finally running as expected again on the December contract. Is there something that I'm doing incorrectly in how I was trying to automatically roll over contracts? This is how I've had my charts set up for months, so I'm not sure why there were some issues today. I'd appreciate any insights you can offer. Thanks! |