Support Board
Date/Time: Thu, 28 Nov 2024 00:47:32 +0000
Roll date keeps changing?
View Count: 277
| [2023-06-15 12:14:23] |
| User731023 - Posts: 138 |
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Roll date keeps changing. When I do reload it also changes the day before metrics. Please see attachments. |
| Attachment Deleted. |
1111.jpg| [2023-06-15 14:23:26] |
| John - SC Support - Posts: 36350 |
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By default, the rollover rule in Sierra Chart for the ES is "1 calendar day prior to the third Friday of the contract month". If you rolled over earlier, and you are using a continuous Contract, then as each new trading day starts, and if the chart is reloaded, then the previous contract data is going to be showing for that day. This will be the case until the rollover day as set in Sierra Chart is met, then the new contract will continue from that day forward.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-06-15 14:58:34] |
| User731023 - Posts: 138 |
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Thanks But it keeps adjusting the days before. Now it shows yesterday as the wrong high. It is showing 4439.00 now for yesterdays high. It was actually 4439.50. There was a 44 point difference between M and U for settlement after Friday. That is why I rolled on Sunday. When am I suppose to roll now? PS How/when do I fix yesterday and before. As I said the high was 4439.50 not 4439 as it shows now? |
| [2023-06-15 15:17:26] |
| John - SC Support - Posts: 36350 |
|
The price difference it is going to use is going to be the day that the system is displaying the rollover. Therefore, as it moves forward each day, the rollover will change. This will occur until the date that is set within Sierra Chart (1 calendar day prior to the third Friday of the contract month), which is today - June 15, 2023. If you are wanting to see the actual high for yesterday for the U contract, then you will have to not use a Continuous Contract. Even with the Continuous Contract and back adjusting, the high may not match the same as the U contract, as it depends on the particular trading for that day. 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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