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Date/Time: Wed, 30 Oct 2024 22:55:59 +0000



6E Data

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[2015-09-14 03:58:23]
QnReally - Posts: 181
I am running v1296.
1) http://www.sierrachart.com/image.php?l=144220264120.png shows a high of 1.1368 with "Continuous Contract" set to "None".
2) http://www.sierrachart.com/image.php?l=1442202704348.png shows a high of 1.1366 with "Continuous Contract" set to "Continuous Futures Contract - Date Rule Rollover, Back Adjusted".

The volume profiles show different shapes and the volume reported is different between the two scenarios. I believe 6EU5 expires tomorrow (Monday).

Any ideas on what I am doing wrong or what might be going on?
Thanks.
[2015-09-14 04:03:17]
QnReally - Posts: 181
I only have 3 days of data loaded in the chart and the same behavior happens with 15-minute periodicity chart as well. My session is set to 3:00 - 16:15, if you wanted to reproduce the behavior. The symbol used is 6EZ5 with OEC/Gain.
[2015-09-14 04:31:44]
Sierra Chart Engineering - Posts: 104368
This does make sense. Make sure you show the rollover dates and you can see where the September contract is being used in the chart:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#DisplayingRolloverDatesContractMonths

If the rollover from September to December occurs on September 14, then for dates prior to that, the September contract will be used.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2015-09-14 04:35:56

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