Login Page - Create Account

Support Board


Date/Time: Mon, 25 Nov 2024 08:38:20 +0000



Back adjustment not working after rollover

View Count: 341

[2024-03-12 14:32:31]
User948037 - Posts: 15
I'm using volume-based rollover with back adjustment on ES (with rollover set to automatic). My charts show the correct symbol now (ESM24), and the rollover date (when shown on the chart) is today. But there has been no back adjustment. I have a huge gap between yesterday's RTH close and today's open. This is on two separate charts.

I've followed the steps at Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data twice now, and there is still no back adjustment.

Any suggestions?
[2024-03-12 14:48:45]
User310898 - Posts: 38
Seems to be a problem for quite a few users! No back adjustment taking place!

I have also posted the same here: SP Futures Rollover data issue
[2024-03-12 16:54:29]
John - SC Support - Posts: 36238
We are not seeing any issue with the back-adjustments.

Please follow through the items at the following link to see the actual back-adjustment amount that is occurring to verify that it is trying to do the back-adjustment:
Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments

Let us know what shows for the current transition.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-12 20:47:30]
User948037 - Posts: 15
Before I tried what was suggested, I realized I hadn't updated the software for a while, so I updated to the newest version, deleted and downloaded all data, and the rollover worked fine. Thanks.
[2024-03-13 00:39:29]
Barry L - Posts: 33
I had the same issue and posted it here 2 days ago Charts wont load June ES Contract
But 2 of the charts there wasn't the big gap at Globex re-open . I looked at he session times and they were different from the others. like this

Session Start Time 18 00 00
Session End Time 16 59 59
Use Evening Session Yes
Eve Start Time 09 30 01
Eve End Time 17 00 00

The ones that had the gap were
Session Start 18 00 00
Session End 17 00 00

No to evening session
Actually what it did was push the gap back a day which was Ok and didnt mess up all my MAs

Barry
[2024-03-14 02:15:06]
User679032 - Posts: 1
Same problem. Downloaded and installed newest updated software version. Problem solved.
[2024-03-14 14:59:24]
John - SC Support - Posts: 36238
If you are still having an issue with the rollover, please go through the instructions at the following link:
Continuous Futures Contract Charts: Basic Steps to Correct Invalid Back Adjust Amount for Most Recent Transition to New Contract Month
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account