Support Board
Date/Time: Thu, 28 Nov 2024 01:27:50 +0000
E-Mini S&P 500 rollover date
View Count: 495
| [2023-06-12 12:24:42] |
| User562957 - Posts: 58 |
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Hello everyone i have a question about the rollover dates. At the Eurex, for example the Fesx (Eurostoxx50), the new futures contract is traded on the third Friday, usually 1 day before (Thursday). In that case you would be trading on Thursday September contract. When I opened the platform today, the ES (e mini s&p 500) showed me the volume is too low I would have to do the rollover. Now I'm not sure if the June contract or the September contract is being traded by the traders. I thought that here, too, the day before expiry would be changed to September. Could you help me please. |
| [2023-06-12 16:20:24] |
| John - SC Support - Posts: 36350 |
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Since you were notified about the Volume, you must have the following option set to "Yes": General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) If you do not want to rollover on Volume, but just on the actual rollover date, then set the above option to "No". Also note the following option to adjust the date of rollover: 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 |
| [2023-06-13 08:19:35] |
| User562957 - Posts: 58 |
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So why is sierra chart showing me such a possibility? can you tell me what is normally done only change the future contract 1 day before
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| [2023-06-13 13:49:30] |
| Tony - Posts: 521 |
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I am able to get current contract roll over date by using variable "sc.ContractRolloverDate" Is there a way to get roll over date of previous contract? |
| [2023-06-13 14:49:18] |
| Sierra_Chart Engineering - Posts: 17199 |
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Yes you just open a chart for the previous contract and you can use that same variable with that. That would really be the only way. 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 |
| [2023-06-13 16:07:39] |
| John - SC Support - Posts: 36350 |
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User562957: Refer to the following in addition to what we wrote above: 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 |
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