Support Board
Date/Time: Thu, 28 Nov 2024 00:40:59 +0000
[User Discussion] - Denali Feed continuous futures contract price incorrect after rollover on some charts
View Count: 366
| [2023-06-13 15:42:58] |
| User913235 - Posts: 4 |
|
After rolling over the futures contract (from ESM23 to ESU23 in this case) using the date rule rollover, back adjusted option, I noticed that on some charts the price is incorrect; it is off by a few ticks. This, however, only happens on some charts. I've posted screenshots below of the correct and incorrect price. Changing the continuous contract to none shows the correct price so this seems to be a rollover issue that only affects some charts. I tried removing all the studies on the affected chart and the price is still in correct. I also tried creating a new intraday chart and then setting the continuous contract option, which then shows the incorrect price. Any help or suggestions would be greatly appreciated. Thank you! Note: In the screenshot provided, please see the chart value crosshair on each chart, which shows the previous day low (6/12/23 low). The value is different on each chart. Date Time Of Last Edit: 2023-06-13 15:44:16
|
 pLow-esu23-correct.png / V - Attached On 2023-06-13 15:36:23 UTC - Size: 296.46 KB - 72 views pLow-esu23-incorrect.png / V - Attached On 2023-06-13 15:36:30 UTC - Size: 460.97 KB - 69 views |
| [2023-06-13 15:52:27] |
| Sierra_Chart Engineering - Posts: 17199 |
|
Refer to the information here and make sure you understand what particular contract month you are looking at, at each bar in the chart: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months 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 |
| [2023-06-14 14:50:22] |
| User913235 - Posts: 4 |
|
Okay that is very helpful. The issue was exactly that each chart, for some reason, was showing different rollover dates. I ended up updating the rollover rule for the symbol to rollover on the Monday before expiration, which is what I normally use. Thank you! |
To post a message in this thread, you need to log in with your Sierra Chart account: