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Date/Time: Fri, 29 Mar 2024 09:17:35 +0000



Contract rollover, trade symbol not retained

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[2019-09-13 16:36:33]
Rrrracer - Posts: 20
Hey guys, I've noticed that the "Trade and Current Quote Symbol" under Chart Settings-> Main Settings is not retained when a contract rolls over.

I have about 60 charts that need to be manually re-entered every rollover, and I'm hoping this is something that can be corrected. Thanks.
[2019-09-13 23:10:36]
Sierra Chart Engineering - Posts: 104368
To prevent this, you need to set this setting through the Global Symbol Settings for the symbol :
Global Symbol Settings
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
[2019-09-14 00:45:07]
User19165 - Posts: 346
I don't understand the reply from support. I believe what the original post is referring to, is this field in the chart settings as per screenshot. They are absolutely correct that when the main chart symbol rolls, you fully delete the entry in the highlighted field and it needs to be re-entered. Has caused me to enter trades on the wrong contract more than once and it would be great to have this rectified.
imagechart settings.png / V - Attached On 2019-09-14 00:44:50 UTC - Size: 52.63 KB - 269 views
[2019-09-14 03:11:46]
Rrrracer - Posts: 20
Yep, I found it, that should be it... if you don't hear from me in three months you'll know it works LOL. Too bad I have to do it for 60 charts haha, but once it's done it's done.. better than having to do it every 90 days LOL. Thank you very much for the help... Sierrachart rocks!
Date Time Of Last Edit: 2019-09-14 03:14:50
imagesc.PNG / V - Attached On 2019-09-14 03:11:25 UTC - Size: 55.36 KB - 254 views
[2019-09-14 05:09:50]
Sierra Chart Engineering - Posts: 104368
We do need to look into this because if it is a futures symbol it should automatically roll over and remain. Make sure you are running a current version of Sierra Chart.
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: 2019-09-14 05:09:58
[2019-09-14 05:25:15]
Sierra Chart Engineering - Posts: 104368
We have confirmed that when you rollover the main symbol of the chart, that the Trade and Current Quote Symbol if it is also a recognized futures symbol, then it rolls over to the very same contract month. This does work properly.

You do not need to do what is shown in the screenshot in post #4.
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: 2019-09-14 05:26:20
[2019-09-14 05:31:11]
Rrrracer - Posts: 20
I'm on 1986 64-bit; contracts rolled over yesterday but my Trade/Current Quote Symbol settings did not carry over. It is possible that the mistake was on my end as I updated just a day or two ago... won't know for sure until we roll over again haha... I'll report back then if there is still a problem. I may just enter it into the general symbol settings and be done with it.

Thanks again for the help.
[2019-09-14 05:32:12]
Sierra Chart Engineering - Posts: 104368
The rollover works exactly perfect for the Trade and Current Quote Symbol for the symbols you show. Here is an example:
http://www.sierrachart.com/image.php?Image=1568439072498.png

Previously the symbols at the top left were on the September contract month. And then we did the standard method of rollover through Chart >> Perform Futures Symbol Rollover and they both rolled over to December. Make sure you use that method.
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: 2019-09-14 05:33:05
[2019-09-15 17:26:46]
User13668 - Posts: 291
I am sorry SC, but I beg to differ.

Two screen grabs attached of the ES/MES before and after rollover.

On the pre rollover picture I simply click on the Yellow dialogue box to perform the rollover.

As you can see in the post rollover picture the reference to the micro traded contract has gone. It has also gone from chart settings.

So clearly in your proof of performance you must be undertaking the rollover a different way to what I have been doing by selecting on the yellow dialogue box.

Thanks
imagePre rollover.PNG / V - Attached On 2019-09-15 17:25:56 UTC - Size: 120.78 KB - 247 views
imagePost rollover.PNG / V - Attached On 2019-09-15 17:26:04 UTC - Size: 115.2 KB - 273 views
[2019-09-16 00:02:21]
Rrrracer - Posts: 20
I will add that I have my instance set up for automatic volume-based rollover.
[2019-09-16 00:27:43]
User19165 - Posts: 346
Yes, same thing happens to me as reported in post #9. I also click the yellow box to perform the roll.
[2019-09-16 00:57:42]
Sierra Chart Engineering - Posts: 104368
In regards to post #10, there is no such thing as an automatic volume-based rollover. It does not exist. There is only that on-screen notice notifying you that a rollover is needed. It is not automatic in the case of being based on volume.

In regards to post #9 and #11, we tested this again and could not reproduce any issue. The Trade and Quote Current symbol rolled over to the December contract. We clicked on the on that yellow box which then opened the Futures Symbol Rollover dialog. We then verified the contract and pressed the ok button.
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: 2019-09-16 00:58:15
[2019-09-16 06:48:30]
User13668 - Posts: 291
Hi SC,

Re post #9 and 12.

So there must be a difference between your test setup and my actual trading setup.

Thinking out loud I wonder if the issue is to do with Chart Linking?

In my setup I have a Chartbook for ES/MES that comprises several charts that are all Linked (see attached screen grab) eg Daily, 30 minute, RTH 30 minute and a Flex Renko chart (the one I place trades on).

Now I only have the Flex Renko chart (the one I place trades on) setup with the micro contract/symbol as the symbol to be actually traded ie place trades on the MES not the ES.

All the other charts are just configured for the ES only.

But ALL charts are linked as mentioned earlier.

So I wonder if the logic behind the Linking process is 'dropping' the rolling of the micro (MES) contract because none of the other charts that are linked are configured with this 'trade only' symbol.

And/or I am not selecting the correct options when I am Linking charts (see attached picture again) ie maybe there are other items in this list I need to tick to get the micro contract to roll as well.




PS: could you unmark this thread as 'User Discussion' as I think we can all see now it is more than that - there is something happening that is not intended.

Cheers
imageChart Link.PNG / V - Attached On 2019-09-16 06:46:03 UTC - Size: 71.23 KB - 276 views
[2019-09-16 12:47:48]
Sierra Chart Engineering - Posts: 104368
Based on the information given in post #13 we understand what the likely issue is and we will implement a solution.
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
[2019-09-16 18:58:46]
Rrrracer - Posts: 20
I apologize for the misinformation in post #10, you are correct, there is no automatic volume based rollover.

My situation is the same as that in post #13, I have links to charts that are not traded from and do not have the Micro contract under Trade Symbol. Hope this helps.
[2019-11-26 04:00:49]
User13668 - Posts: 291
Hi SC,

Re post #14

Just wanted to check this fix has been implemented as we are getting close to the major December contract rollover of the US equity emini/emicro futures contracts.

Cheers
[2019-11-26 04:40:28]
Sierra Chart Engineering - Posts: 104368
Yes.
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
[2019-12-13 10:04:48]
User13668 - Posts: 291
SC: re post #17 (and #13).

It didn't work - I am on v2021 and just rolled emini NQ with MNQ set up as the 'traded' instrument on two of the charts in the Chartbook. After the roll, the filed in Chart Settings for the traded instrument (MNQ) is blank. So now the using these charts a trade will be placed on the emini contract and not the emicro one.
[2019-12-16 03:07:57]
Sierra Chart Engineering - Posts: 104368
In response to post #18 this may be because you are using Chart Linking, and the controlling chart, does not have a Trade and Current Quote Symbol set.
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
[2019-12-16 07:36:31]
User13668 - Posts: 291
Re post #19.

Yes in my post #13 I suggested/asked if Chart Linking might be the issue.

In your post #14 you said you would implement a solution to handle this.

In your post #17 you said it was fixed.

So I was expecting the latest version would handle the contract rollover and preserve the Trade and Current Quote Symbol settings even if they only applied to some of the charts in a Chartbook.

By the way, what is the 'controlling chart' in a Chartbook that you mention in post #19? I don't think I have heard that term before.
[2020-01-26 07:07:54]
User13668 - Posts: 291
Hi SC, re post #20

When you get a chance I am still interested in getting to the bottom of this issue.

Thanks
[2020-01-26 09:24:56]
Sierra Chart Engineering - Posts: 104368
We need a Chartbook for testing. And instructions to reproduce the problem. Instructions to provide Chartbook:
https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile

If you can provide a Chartbook with just two charts in it that would be helpful.
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

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