Support Board
Date/Time: Tue, 18 Mar 2025 15:45:12 +0000
Post From: Potential Denali Data Issue
| [2022-09-15 13:23:56] |
| User802014 - Posts: 32 |
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I do have all of my charts set to Continuous Futures Contract - Volume Based Rollover. Volume rolled on 09/12 according to CME. Yet my live charts show all trade activity through 09/14 at 1700 (today's open) to be the September contract still. This is leaving a huge price gap to today's price activity which is based on the December contract. My system trades based on things like price gaps and volume at price and I need this to display the exact date of the rollover, which was for Tuesday 09/12 at 1700 for the 09/13 trade day. This is greatly affecting my trading. I am sure I am missing something, but I have been using your system for 6 or 7 years and have not had these issues before this past year. Two questions: 1) How is it that the intraday chart I uploaded shows that it is the December contract in the header, yet it is displaying the September contract despite me a) performing the rollover, b) having my chart setup set to "Continuous Futures Contract - Volume Based Rollover" and volume actually having rolled, and c) I do not have automatic rollover enabled? 2) Is there a way for me to set the rollover date or somehow force the system to roll to the current contract on the date that I actually rolled the contract??? The roll date was September 12; yet, even if I change this to "Date Based Rollover" my charts still display the September contract through today's open. Also, I have "Additional Days to add to rollover date for chart and quote board" set to zero, so this should not be the case. |