Support Board
Date/Time: Wed, 27 Nov 2024 04:50:45 +0000
Question about futures rollover
View Count: 408
| [2023-09-14 14:42:24] |
| User470516 - Posts: 78 |
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Hi SC, This week, my charts NQU23-CME and ESU23-CME don't get live data on one instance, but another instance still gets live data for these contracts. The chart settings in both instances are the same, so I'm assuming that a parameter could be different in the instances but I can't find which one. In the instance that doesn't get data, there is a "(delayed)" at the top of the charts. If I switch to the new contracts, NQZ23-CME for example, we get live data. What I am trying to understand is what caused one instance from not getting live data a couple of days before the expiry of the contracts As always, many thanks for your help in advance |
| [2023-09-14 14:50:06] |
| John - SC Support - Posts: 36309 |
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You are setup to get data to two computers at the same time, and we only see 2 computers currently running Sierra Chart at the moment, so you should not be having this issue. Please get us the Message Log for the computer that is getting the delayed data, by following these instructions: Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Close all of the Chartbooks with "File >> Close All Chartbooks". Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-09-14 16:17:23] |
| User470516 - Posts: 78 |
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I have done the steps asked with the SC version we use and the issue remains, but I have tried the same steps with the latest SC version, and everything works perfectly. We will update SC to the latest version. Sorry for the inconvenience and thanks for the prompt reply
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| [2023-09-15 09:15:25] |
| User470516 - Posts: 78 |
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I do have another question regarding the roll of the FDAX contract please In the chart settings, we have "Automatically Rollover Futures Symbol" checked, and we use "Continuous Futures Contract - Volume Based Rolloved, Back Adjusted". The daily volume of the contract FDAXU23 was 62,658 contracts yesterday (14/09/2023), and it was 63,480 contracts for the contract FDAXZ23, hence for the first time, the volume of FDAXZ23 was greater than the volume of FDAXU23. My understanding is that, because of the rollover options mentioned above, the chart FDAXU23 should have automatically switched to FDAXZ23 this morning when SC opened, but it is not the case, it stayed with FDAXU23. Is my understanding wrong ? We even have a yellow message on the FDAXU23 chart saying "[Volume] Symbol needs Rollover. Click to Rollover". |
| [2023-09-19 17:00:51] |
| Sierra_Chart Engineering - Posts: 17190 |
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Yes your understanding is wrong. Refer to: Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) 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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