Support Board
Date/Time: Wed, 05 Mar 2025 19:24:31 +0000
Back-Adjustment Value Changes During Rollover
View Count: 526
| [2022-01-19 06:39:15] |
| User462086 - Posts: 196 |
|
This experience is relatively new. It occurred last month for CL, and one month before that for CL. It has just occurred again for CL, hence the support request. 1) "Detect Rollover of Current Futures Contracts Symbols Based On Real Time Volume" set to YES for use with CL 2) Upon opening SC around 21:00 EST (New York), the yellow on-screen alert to roll based on volume is visible 3) The next contract from the drop down is selected and the charts start to update 4) The chart drawings are adjusted for the new back adjustment 5) At the end of the session, chartbooks are saved & SC is closed When SC is opened for the next session, there is a different back adjustment value & all drawings must be adjusted again. How do we get back to the "good ol' days" when drawings only needed to be adjusted once per rollover? Many thanks!! |
| [2022-01-19 12:49:00] |
| User462086 - Posts: 196 |
|
Some follow-up details: After rolling based on the yellow alert text on Monday the log still printed: Unable to determine transition date based on volume from files: CLG22-NYMEX.dly, CLH22-NYMEX.dly | 2022-01-16 22:28:41.136 The CLH22-NYMEX.dly symbol may not be the active contract month. | 2022-01-16 22:28:41.136 Then, after updating to the pre-release 2346 yesterday & deleting/downloading the last 2 contracts (CLG&CLH) per Rollover Issue the log still printed: Unable to determine transition date based on volume from files: CLG22-NYMEX.dly, CLH22-NYMEX.dly | 2022-01-18 01:48:06.799 The CLH22-NYMEX.dly symbol may not be the active contract month. | 2022-01-18 01:48:06.799 This message did not appear in today's log. Since the rollover based on intraday volume was detected on Monday, I'm a bit confused why it took 2 days for the log to stop printing this warning. And wondering if there's a disconnect between the intraday volume based rollover and the historical volume based rollover. And if that disconnect is the reason for the back-adjustment value changing during rollover. I guess the solution is to go ahead with the rollover when prompted based on intraday volume, then check the log for this message, and if it prints, roll back to the prior contract. This is quite a hassle when several chartbooks with multiple charts are being opened when SC starts up. All the charts in all the chartbooks will be loaded on start-up, then reloaded with the new front month, then reloaded again to roll back if this message prints in the log. Is there a better way? Please advise. |
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