Support Board
Date/Time: Thu, 06 Mar 2025 03:52:44 +0000
Post From: Back-Adjustment Value Changes During Rollover
| [2022-01-19 12:49:00] |
| User462086 - Posts: 196 |
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Some follow-up details: After rolling based on the yellow alert text on Monday the log still printed: Unable to determine transition date based on volume from files: CLG22-NYMEX.dly, CLH22-NYMEX.dly | 2022-01-16 22:28:41.136 The CLH22-NYMEX.dly symbol may not be the active contract month. | 2022-01-16 22:28:41.136 Then, after updating to the pre-release 2346 yesterday & deleting/downloading the last 2 contracts (CLG&CLH) per Rollover Issue the log still printed: Unable to determine transition date based on volume from files: CLG22-NYMEX.dly, CLH22-NYMEX.dly | 2022-01-18 01:48:06.799 The CLH22-NYMEX.dly symbol may not be the active contract month. | 2022-01-18 01:48:06.799 This message did not appear in today's log. Since the rollover based on intraday volume was detected on Monday, I'm a bit confused why it took 2 days for the log to stop printing this warning. And wondering if there's a disconnect between the intraday volume based rollover and the historical volume based rollover. And if that disconnect is the reason for the back-adjustment value changing during rollover. I guess the solution is to go ahead with the rollover when prompted based on intraday volume, then check the log for this message, and if it prints, roll back to the prior contract. This is quite a hassle when several chartbooks with multiple charts are being opened when SC starts up. All the charts in all the chartbooks will be loaded on start-up, then reloaded with the new front month, then reloaded again to roll back if this message prints in the log. Is there a better way? Please advise. |