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Date/Time: Fri, 22 Nov 2024 12:43:13 +0000



Post From: Rollover

[2024-10-20 15:30:11]
KevinDiard - Posts: 18
Exactly. But my setting is specifically on 'volume based rollover.' And when you load a continuous contract with 'volume based rollover,' it switches on October 17, with less volume (105,709 CLZ compared to 118,494 CLX). So Sierra is not rolling over based on volume (this is the first time this has happened to me on Sierra). For a single contract, it's not a problem to adjust manually, but when you load a contract spanning several years, it's very problematic...