Support Board
Date/Time: Thu, 13 Feb 2025 14:37:27 +0000
Issue with automatically rolling futures contracts
View Count: 691
| [2020-12-10 16:32:41] |
| User753624 - Posts: 23 |
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Hi SC Support, I hope you're all doing well. I had several issues this morning with my charts and I'm hoping someone might be able to determine what happened. I am using the Denali data feed and had the charts set up to automatically rollover contracts based on the date rule. They rolled over this morning to the March contract on the ES and MES. However, there was very little volume being traded on that contract. I switched the rollover to be based on volume, back-adjusted and it rolled forward again even though there's still more volume on the December contract. I changed all the charts back to December but when I did some of the data was missing (the 5 minute chart showed one bar on the open and the next bar was the 10:30 bar). I deleted and downloaded the data, but doing so rolled the contract forward again rather than filling in the missing data on the December contract. I figured I would try restarting Sierra Chart and when I started the software up again it had rolled all the contracts over to March again. At that point, I decided to uncheck the option to automatically rollover contracts, changed everything back to December, and data was still missing so I deleted and downloaded it again. Now it seems like things are finally running as expected again on the December contract. Is there something that I'm doing incorrectly in how I was trying to automatically roll over contracts? This is how I've had my charts set up for months, so I'm not sure why there were some issues today. I'd appreciate any insights you can offer. Thanks! |
| [2020-12-11 09:34:19] |
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Make sure this setting is disabled on all of your charts: Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) Really it is this setting which is the cause of the problem. Why you had missing data, when you went back to December we do not know. That does not really make sense to us but you do have the ability to re-download the data like you did. 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 |
| [2020-12-11 14:49:37] |
| User753624 - Posts: 23 |
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Thanks, I'm not sure what happened with the missing data. If you'd like, I can provide a screen shot of what I saw on the chart at the time. I forgot to mention yesterday that when those issues were going on the MES chart also didn't load any new data. Things seem to be running fine today though. I don't know if it's related at all but I am getting a technical notice on the system notification message that states, "custom study improperly altering time scale of chart." I haven't made any custom studies, but I did use ECIVWAP from the community studies at one point, but I don't currently use it. |
| [2020-12-11 15:19:03] |
| John - SC Support - Posts: 37916 |
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With regards to the Technical Notice, it is not something you need to worry about unless you are specifically having an issue with the time scale on your charts showing as zeros after a certain time. If you do see this, then refer to the following thread: *IMPORTANT* Notice: Custom Study Improperly Altering Time Scale of Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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