Support Board
Date/Time: Wed, 27 Nov 2024 21:32:07 +0000
Charts appear to be rolling contracts on the wrong date and missing data
View Count: 630
| [2021-06-16 12:51:20] |
| User802014 - Posts: 30 |
|
Hi, I rolled my contracts yesterday from the June NQM to the Sept NQU and the rollover date is wrong and therefore I am missing a large number of days of data. My charts are rolling on June 3rd and the roll should be June 14 or 15. As a result I am missing the correct data for the period between June 3rd and the correct rollover date. I have my charts all set to Continuous Futures Contract Volume Based Rollover and I have the Global Settings>General Settings>General 4 set to detect rollover based on real time volume. I do not have my charts set up to roll automatically. I am with Transact and using their data feed. How can I correct this? Is there a way for me to choose the rollover date and not allow the system to choose June 3rd? I have been using your charts for about 6 years and have never had this issue. Thanks! |
| [2021-06-16 14:41:11] |
| John - SC Support - Posts: 36350 |
|
If you want to base the rollover on date rather than volume, then you would want to make sure the setting for Global Settings >> General Settings >> General 4 >> Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume is Disabled (not checked). Refer to the following: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) And then, if you want a specific day that is not the same as the entered date for the rollover, then you can adjust that date using this setting: General Settings Window: Additional Days to Add to Rollover Date for Chart and Quote Board Rollovers (Global Settings >> General Settings >> Charts >> Charts) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-16 19:47:28] |
| User802014 - Posts: 30 |
|
Thanks, I switched to date rule, which is much better. I disabled the Detect Rollover based on Real Time Volume and also added 3 days to the Additional Days to add to rollover date. I enabled automatic rollover and had the chart auto-roll the contract, but the 3 days were not added and I have been unsuccessful at getting that part to work. The rollover date is still on June 9th and I want it to be on the 14th (Not sure if the added days take weekends into account). Thanks! |
| [2021-06-16 20:27:17] |
| John - SC Support - Posts: 36350 |
|
The automatic rollover should be taking into account the additional days that you have defined. Refer to the documentation here for Automatic Rollover: Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) The additional days include weekends. In other words, there is nothing special about them, it's a simple check of whether the rollover date plus the additional days is before the current date. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-30 14:55:22] |
| Sierra_Chart Engineering - Posts: 17198 |
|
These settings have no effect on the building of Continuous Futures Contract Charts: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) General Settings Window: Additional Days to Add to Rollover Date for Chart and Quote Board Rollovers (Global Settings >> General Settings >> Charts >> Charts) If there is any missing chart data, refer to the instructions here: 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 Date Time Of Last Edit: 2023-06-30 15:00:15
|
To post a message in this thread, you need to log in with your Sierra Chart account: