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Date/Time: Mon, 25 Nov 2024 22:30:15 +0000



ES rollover

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[2014-03-17 08:11:05]
Trakot57 - Posts: 8
Hi Sierra,

I use infinity + Sierra chart. On the 1st chart there is simple ESM4 chart (without premarket). On the 2nd chart is ESM4 [CB] chart. This 2nd chart is the same after performing futures rollover. Until 12.3.2014 all candles should be down by 7 points (as on the 1st chart), but they are not. I can`t perform rollover due to this, and don`t know what to do. Please help. I have version 1107.

Paul
image1.PNG / V - Attached On 2014-03-17 08:09:57 UTC - Size: 56.55 KB - 346 views
image2.PNG / V - Attached On 2014-03-17 08:10:02 UTC - Size: 48.62 KB - 369 views
[2014-03-17 08:19:53]
Sierra Chart Engineering - Posts: 104368
If you want continuous back adjusted data, then you need to enable that in each and every one of your charts where you want that. Here are the instructions:
https://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html
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
[2014-03-17 10:02:07]
Trakot57 - Posts: 8
Like I mentioned that back adjusting does not work and after enabling, it still looks like on the 2nd chart without automatic adjustement
[2014-03-17 14:45:21]
Trakot57 - Posts: 8
will this help you to help me somehow?


ESM4 [CB] 30 Min #21: ESH4 price difference to ESM4 is 0. | 2014-03-17 09:38:26
ESM4 [CB] 30 Min #21: Back adjust amount for symbol ESH4 is 0. | 2014-03-17 09:38:26
Date rule based rollover from ESH4 to next contract occurs at 2014-03-13 | 2014-03-17 09:42:03
Date rule based rollover from ESM4 to next contract occurs at 2014-06-12 | 2014-03-17 09:42:03
Checking Intraday data file for symbol ESH4 for the date range from 2013-12-12 to 2014-03-13 | 2014-03-17 09:42:03
Daily data file for symbol ESH4 existed and is empty. Skipping download. | 2014-03-17 09:42:03
Checking Intraday data file for symbol ESM4 for the date range from 2014-03-13 to 0 | 2014-03-17 09:42:03
Daily data file for symbol ESM4 existed and is empty. Skipping download. | 2014-03-17 09:42:03
Symbols used for ESM4 continuous contract chart: | 2014-03-17 09:42:03
ESH4 | 2014-03-17 09:42:03
ESM4 | 2014-03-17 09:42:03
ESM4 [CB] 30 Min #21: Performing continuous futures contract back adjustment calculations. | 2014-03-17 09:42:03
Error while getting daily open price with date 2014-03-16 from file. C:\SierraChart\SierraChartTransActMA\Data\ESH14.dly. Error: Encountered end of file. | 2014-03-17 09:42:03
Error while getting daily open price with date 2014-03-16 from file. C:\SierraChart\SierraChartTransActMA\Data\ESM14.dly. Error: Encountered end of file. | 2014-03-17 09:42:03
ESM4 [CB] 30 Min #21: ESH4 price difference to ESM4 is 0. | 2014-03-17 09:42:03
ESM4 [CB] 30 Min #21: Back adjust amount for symbol ESH4 is 0. | 2014-03-17 09:42:03
Date rule based rollover from ESH4 to next contract occurs at 2014-03-13 | 2014-03-17 09:42:21
Date rule based rollover from ESM4 to next contract occurs at 2014-06-12 | 2014-03-17 09:42:21
Checking Intraday data file for symbol ESH4 for the date range from 2013-12-12 to 2014-03-13 | 2014-03-17 09:42:21
Daily data file for symbol ESH4 existed and is empty. Skipping download. | 2014-03-17 09:42:21
Checking Intraday data file for symbol ESM4 for the date range from 2014-03-13 to 0 | 2014-03-17 09:42:21
Daily data file for symbol ESM4 existed and is empty. Skipping download. | 2014-03-17 09:42:21
Symbols used for ESM4 continuous contract chart: | 2014-03-17 09:42:21
ESH4 | 2014-03-17 09:42:21
ESM4 | 2014-03-17 09:42:21
ESM4 [CB] 30 Min #21: Performing continuous futures contract back adjustment calculations. | 2014-03-17 09:42:21
Error while getting daily open price with date 2014-03-16 from file. C:\SierraChart\SierraChartTransActMA\Data\ESH14.dly. Error: Encountered end of file. | 2014-03-17 09:42:21
Error while getting daily open price with date 2014-03-16 from file. C:\SierraChart\SierraChartTransActMA\Data\ESM14.dly. Error: Encountered end of file. | 2014-03-17 09:42:21
ESM4 [CB] 30 Min #21: ESH4 price difference to ESM4 is 0. | 2014-03-17 09:42:21
ESM4 [CB] 30 Min #21: Back adjust amount for symbol ESH4 is 0. | 2014-03-17 09:42:21

Date Time Of Last Edit: 2014-03-17 14:51:40
image3.PNG / V - Attached On 2014-03-17 14:45:12 UTC - Size: 20.25 KB - 352 views
[2014-03-17 16:28:54]
Sierra Chart Engineering - Posts: 104368
Select File >> Open Historical Chart. Delete the following files:
ESH14.dly
ESM14.dly

After this go to your charts which do not have the right back adjustments and select 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
[2014-03-17 16:45:17]
Trakot57 - Posts: 8
It works! You are the best !

Thank You very much

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