Support Board
Date/Time: Mon, 25 Nov 2024 10:29:59 +0000
Post From: Sierra chart acting weird after rollover of ES contract from March to June
| [2024-03-13 16:17:23] |
| John - SC Support - Posts: 36238 |
|
We really do not have enough information to say for sure, but this sounds like the following. When you rollover using a Date Rule rollover prior to the actual date rule that is setup in Sierra Chart, then as each day moves forward, the rollover date also moves. This means that the data you see for the previous day is going to be different from the live data you saw at that time, as it is now showing you the previous contract. For example, if you rolled over on Monday March 11, then you were dealing with the M contract on Monday. But on Tuesday, when you look at the Monday data, you are now seeing the H contract, even though the Tuesday data is M contract. Then on Wednesday everything shifts again by 1 day, so what you saw on Tuesday for the M contract is now the H contract. This will occur until you get to the rollover set in Sierra Chart, which is the following for these contracts: "1 calendar day before the 3rd Friday of the contract month." One option to not have this is to use a Volume based rollover. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |