Support Board
Date/Time: Wed, 27 Nov 2024 12:32:36 +0000
Futures contract rollover - continuous chart
View Count: 365
| [2023-08-11 05:30:04] |
| User629461 - Posts: 179 |
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I'm having problems with incorrect rollover using continuous contracts (both daily and intraday charts). Yesterday (Thur Aug 10) was the last trading day for the Aug contract of K200M, and today (Fri Aug 11) should have rolled to Sept. When Rollover was performed, it included yesterday in the rollover even though volume activity was much lower. Looking at the Global Settings for the symbol it was set to rollover on the last trading day by default, which was yesterday, but volume based rollover should have prevented this? I tried to create a Custom Rollover for the 2nd Friday of the contract month (ie today) using both Method 3 and Method9Fri and there is no change to the chart (ie rollover still occurring from yesterday). Am I doing something wrong or is the Custom Rollover not functioning correctly? Secondly, why is rollover including days when volume is actually lower than the previous contract? Finally, is there an option to select the specific date you want the rollover to occur for a specific contract month? |
| [2023-08-12 01:56:18] |
| Sierra_Chart Engineering - Posts: 17191 |
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First, we really cannot provide any definite help with this because the data is coming from Interactive Brokers. The volume-based rollover is going to be based upon the volume data from the historical daily data. Not Intraday data. No: Finally, is there an option to select the specific date you want the rollover to occur for a specific contract month? 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 Date Time Of Last Edit: 2023-08-12 01:56:28
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| [2023-08-14 00:46:04] |
| User629461 - Posts: 179 |
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Is there a reason why the Custom Rollover function isn't working as expected? I modified it to rollover on a different schedule yet it rolls over on the default schedule. |
| [2023-08-14 04:24:42] |
| Sierra_Chart Engineering - Posts: 17191 |
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Did you enable this setting: Global Symbol Settings: Use Custom Symbol Settings Values (Global Settings >> Symbol Settings) 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 |
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