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Date/Time: Thu, 28 Mar 2024 17:08:50 +0000



[User Discussion] - Incorrect behaviour of automatic rollover futures symbol

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[2019-12-07 13:50:58]
User972768 - Posts: 166
Hello Support,

It seems that automatic rollover function works only in "all the way" fashion and doesn't take into account chart time frame.

Here is use case scenario: I have a chart of ESZ16 symbol (just use File >> Find Symbol >> ESZ16 >> Open Intraday Chart) and want to do its rollover by few months. To do that I just then open Chart Settings and choose "Use Date Range"from 2017-11-01 to 2017-12-01 and turn on "Automatic Rollover Futures Symbol". Then I click OK and watch how system tries to load all data for ESZ19 and after some time presents blank chart because ESZ19 was not available back in year 2017.

Thanks and best regards
[2019-12-07 16:45:49]
User907968 - Posts: 800
Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu)
"automatic rollover to the current futures symbol"

you could try this function and just choose the contract to which you wish to roll
Chart Menu->Perform Futures Symbol Rollover
Chart Menu: Perform Futures Symbol Rollover (Chart menu)
[2019-12-07 17:19:00]
User972768 - Posts: 166
Thank you @User907968

1) You're absolutely correct, documentation states that it is going to rollover to the current contract. I think it would not hurt to add word "current" beside the checkbox in the interface to avoid this confusion in the future

2) I have tried your second suggestion to rollover ESZ16 to ESH17 while my chart was set to present date range 2016-12-01 - 2016-12-10. It worked as well. Same comment here: add word "current" beside checkmark

All in all, both of your suggestions worked and I've got functionality that I needed.

Thanks a lot

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