Support Board
Date/Time: Tue, 26 Nov 2024 18:44:05 +0000
Volume based rollover
View Count: 1721
| [2014-06-05 14:26:17] |
| AKR - Posts: 523 |
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Just a question to clarify: If today the volume of the new contract is higher then of the old one then I understand the rollover is performed. But when exactly is it performed? I guess tomorrow? And will it perform then the rollover with yesterday date (as yesterday volume was higher already? = will I have the higher yesterday volume in my chart tomorrow? Or will I tomorrow see the data of yesterday with the old contract?) Do I understand that when volume based rollover is activated then it is irrelevant what settings are in the Global Symbol Settings? - because those would only aply for date rollover, right? Do I have a possibility when I trade today and I see that volume on the old contract is low and on the new one high to perform the rollover today sort of "manually"? Because now the volume is high in new contract. So I would like to change the DOM to new contract and also trade there. But of course that wont match with my charts anymore unless tomorrow.... Hope thats somehow clear... Thanks a lot!!!! ***************************************** Continuous Futures Contract - Volume Based Rollover: This option will create a Continuous Futures Contract chart and the transition date from one futures contract to the next is determined by when the daily volume becomes greater from one contract to the next at a particular day. At that particular day, the rollover occurs. This method is preferred for commodity futures which do not have a very definite calendar-based rollover rule and the rollover date can vary from one rollover to the next. |
| [2014-06-05 17:08:46] |
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When using any of the Continuous Futures Contract rollover options, none of those will automatically change the current symbol of the chart. That has to be done manually. When using Volume Base Rollover, the data in the chart for any day, will always be for the futures contract month which has the highest volume. For Intraday charts, the rollover always occurs at 0:00 in the chart according to the Time Zone you have set in Sierra Chart. When using volume-based rollover, there still is a dependency upon the Date Rollover settings. You can change the symbol of the chart manually anytime. 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 Date Time Of Last Edit: 2014-06-05 20:59:46
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| [2014-06-05 20:34:09] |
| AKR - Posts: 523 |
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yes sorry, of course manually but I am asked to do so by SC. 0.00 means midnight of that day, right. so for my question: today is higher volume in new contract. so in the intraday chart I will be asked by SC to roll over tomorrow. right? what is the dependency upon the date rollover settings then when done by volume? could you pls expain this in more detail? thx again |
| [2014-06-06 18:06:36] |
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When Sierra Chart prompts to rollover to the next futures contract month, it is based upon a specific date rule. And never based on volume. The date-based rollover settings are necessary to determine what historical daily bar data needs to be downloaded, if not already, in order to do the volume calculations. 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 |
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