Support Board
Date/Time: Sun, 26 Jan 2025 18:18:47 +0000
Back adjustment malfunction on rollover
View Count: 534
| [2021-03-05 12:23:18] |
| Oceans - Posts: 12 |
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Hello, I set the FGBLH21-EUREX [CBV][M] chart to Continuous Futures Contract - Volume Based Rollover Back Adjusted. Today, for the first time since I use Sierra Chart, the platform suggested to perform the rollover based on volume. So I did, choosing the next contract (FGBLM21). Now there is a huge rollover gap. I followed all the instructions on this link: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data but I'm still unable to fix the gap. I look forward to your kind response Thanks |
| [2021-03-05 13:31:10] |
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We do see this problem. It is because there is no historical Daily data available yet for EUREX from our data provider for March 5, 2021. We have to think about a solution to this. However, the problem will clear up by the end of the day. At that time reload the chart with Chart >> Reload and Recalculate. 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 |
| [2021-03-19 11:35:21] |
| Oceans - Posts: 12 |
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Hello, today the stock indexes Eurex futures' rollover is due (3rd Friday of the contract month, as correctly stated in the Symbol Settings). So I performed the rollover on the following contracts: - FDAXH21-EUREX[M] ---> FDAXM21-EUREX[M] - FESXH21-EUREX[M] ---> FESXM21-EUREX[M] Everything is fine with FDAX, both using volume based and date based back-adjusted criteria. With FESX there is a problem: - if I choose volume based back-adjusted criteria there is no rollover gap but the rollover is performed on March 18 instead of March 19 - if I choose date based back-adjusted criteria the rollover date is fine (March 19) but there is a rollover gap (no back-adjustement) I guess the problem is related to the one I signaled in my previous post. I look forward to your kind response Thanks |
| [2021-03-19 14:29:21] |
| Sierra_Chart Engineering - Posts: 18122 |
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This is what we see: http://www.sierrachart.com/image.php?Image=1616163911313.png We want you to update to the current version: Software Download: Fast Update And then follow the instructions here if there is any further issue: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
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