Support Board
Date/Time: Thu, 28 Nov 2024 00:34:54 +0000
prompt for rollover for Q and micro version of F.US.EMDM23
View Count: 267
| [2023-06-14 14:38:18] |
| User144295 - Posts: 70 |
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Hi Siera Team, Please disregards subject (cannot change it anymore) , which does not reflect my two question below: 1) I do not see suggestion to perform roll over anymore. And I think as of last Wednesday I was supposed to see one on the screen when I log in, or Sierra does not show it anymore? 2) In fact, it looks like F.US.EMDM23 does not even exist due to low volume. I also do not see micro version of F.US.EMDM23. Can you please help , or navigate me to the site which has all this summed up? Thank you Date Time Of Last Edit: 2023-06-14 15:01:43
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| [2023-06-14 15:17:25] |
| John - SC Support - Posts: 36350 |
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1. It depends on the particular instrument. For MES, for example, the rollover is "1 calendar day before the third Friday of the contract month". That would mean this coming Thursday (June 15, 2023) is official rollover, so unless you have Sierra Chart set to rollover on Volume, you would not get a rollover message until Thursday. 2. EMD is the "E-Mini S&P MidCap 400". There is not a lot of volume, but there is some. You will find the information for this product at the following link: https://www.cmegroup.com/markets/equities/sp/e-mini-sandp-midcap-400.contractSpecs.html There does not appear to be a Micro sized option for this index. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-14 21:49:36] |
| User144295 - Posts: 70 |
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I think what you are referring to is the contract expiration. At least they show it here that expiration is on June 16th. https://www.cmegroup.com/trading/equity-index/rolldates.html But if I remember correctly rollover is usually earlier. Rollover is usually on the second Thursday of the month, but will be on the first Thursday if the first day of the month falls on a Friday. And that is why I was missing Sierra msg usually reminds me that when I log in. So for this month I was expecting this msg from Sierra on 7th or 8th because 8th is the 2nd Thursday of the month. Am I right or not? Do I need to tick to CHART >> SHOW ROLLOVER DATES to see this msg form Sierra? I do not remember I turned it off, however I upgraded after year, so there could happen some changes in default settings. Thanks for reaction. Update: I read thoroughly again. "Equity products roll date is the Monday prior to the third Friday of the expiration month" I think you are right with 3rd Friday. I will follow that table. But definitely I have not seen the prompt from Sierra to roll over on last Monday. If you can help me to navigate how to turn it on in menu, that would be great. thanks. Date Time Of Last Edit: 2023-06-14 21:55:36
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| [2023-06-15 13:39:24] |
| John - SC Support - Posts: 36350 |
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Within Sierra Chart, the MES is set to rollover "1 calendar day before the third Friday of the contract month". That is how it is set in the Symbol Settings by default. You can change this if you like. But this means that you would get the rollover notification today (June 15, 2023), as tomorrow is the third Friday of the month. 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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