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Date/Time: Tue, 04 Mar 2025 13:14:20 +0000



Daily Levels not accurate

View Count: 857

[2021-12-09 15:19:40]
User643426 - Posts: 127
The daily levels (ie, PDH, ONH, ONL, PDL and ORL and ORH) are not accurate on my charts. Can you please tell me how to fix this? Thank you.
[2021-12-09 17:02:44]
John - SC Support - Posts: 38341
What study are you using and how are the levels not accurate? Please give us a screenshot as well to show us what you feel is wrong. You can take a screenshot using these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-12-09 23:51:12]
User643426 - Posts: 127
Thank you. I didn't have the right overlay chart for the daily levels so was able to get the right levels with the correct overlay chart. Do you happen to know why some of my charts are automatically updating to the March ES Mini Futures contract? When exactly do most traders start trading the March contract?
[2021-12-10 15:39:27]
John - SC Support - Posts: 38341
If it is automatically updating to the next contract, then that is because the setting for Chart >> Chart Settings >> Automatically Rollover Futures Symbol is enabled for the chart. Disable this option to not have it automatically rollover, but just notify you that it is time to change. Refer to the documentation at the following link:
Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu)

The exact choice of when to switch is personal, but there are two different approaches. The first is by date, where the rollover occurs according to a set schedule as established by the exchange. This is set in the Symbol Settings for the symbol and you can adjust the specific date by using the setting for Global Settings >> General Settings >> General 4 >> Additional Days to Add to Rollover Date for Automatic Chart and Quote Board Rollovers. Refer to the documentation at the following link:
General Settings Window: Additional Days to Add to Rollover Date for Chart and Quote Board Rollovers (Global Settings >> General Settings >> Charts >> Charts)

The other option is Volume Based Rollover, where when the next contract has a higher daily volume than the current contract, then it rolls over. You can set the use of Volume-Based Rollover using the setting for Detect Rollover of Current Futures Contracts Symbols Based on Real-Time Volume. Refer to the documentation at the following link:
General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol)
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: 2021-12-10 15:39:55
[2021-12-13 15:43:52]
User643426 - Posts: 127
I'm having some issues with Replay. When I went back to trade the ES on 12/7/2021, it didn't change the contract to the December contract and also the DOM doesn't have the right prices. Do you know how I can fix this? Thank you.
[2021-12-13 18:59:53]
John - SC Support - Posts: 38341
You may just be wanting a Continuous Futures Contract. If this is the case, then refer to the following:
Continuous Futures Contract Charts

Otherwise, to open a chart for a previous contract, you just need to use the Find Symbol window and type in the contract you want using the format necessary for your trading service. Then open either an Intraday or Historical chart as desired.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-12-13 20:47:46]
User643426 - Posts: 127
Thank you. I tried that but I'm still having a problem with the Dom not having the correct price levels when I'm in replay mode. If you can view the image below, you can see that that I'm in replay mode and the price levels of the other charts are correct but the price levels of the DOM are not correct. All charts have the same linking number and are set to the same contract (Continuous, Volume based).






https://www.sierrachart.com/image.php?Image=1639428050507.png
| 2021-12-13 15:40:51.211
[2021-12-13 20:50:42]
User643426 - Posts: 127
Sorry, here is the correct image.


https://www.sierrachart.com/image.php?Image=1639428556707.png
[2021-12-14 15:02:41]
John - SC Support - Posts: 38341
You probably need to set the number of days to load on the Trading DOM to be enough to cover the replay time period. Refer to the following:
Replaying Charts: Replaying Trade DOM Windows
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-12-15 16:20:06]
User643426 - Posts: 127
I did change the days to load on the DOM chart to be long enough to cover the replay time period. Now when I replay the November 3rd trading day, the price is correct on the DOM but I can't see the BID and Sell Orders on the DOM. The price levels are correct on the DOM but there is only 1 BID and 1 Sell Order at Market price. Do you know how I can fix this so I can see all the resting limit orders on the DOM?
[2021-12-15 16:50:04]
John - SC Support - Posts: 38341
Refer to the following:
Replaying Charts: Replaying of Market Depth Data
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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