Login Page - Create Account

Support Board


Date/Time: Sun, 28 Apr 2024 12:58:01 +0000



Contract rollover is on incorrect date

View Count: 164

[2024-03-13 01:48:33]
User802014 - Posts: 30
This is for the NQ. I use continuous contracts and use volume based rollover.

I rolled my contracts this morning (03/12) and everything worked fine... the rollover date was 1700 on 03/11 date. I reopened my charts this evening and the rollover is now starting at 03/12 at 1700. This messes up my trading system and is the incorrect rollover date. I have tried both volume based and date based rollover. I have gone through every self help I can find and performed all of the tasks and just cannot figure out the issue.

I have updated the symbols from the server. Deleted and downloaded all contracts, etc and nothing works.
[2024-03-13 18:36:44]
User802014 - Posts: 30
My issue still remains.

My current settings:
1) Global settings>General Settings>Charts: Additional days to add to rollover date for chart and quote board: set to 0 (I have played with adjusting this with no affect)
2) Global settings>General Settings>Charts: Detect rollover of current futures contract symbols based on real time volume: st to NO

3) Symbol Settings
a) I updated symbols from the server. I have deleted and downloaded all contracts, etc. None of this helps.
b) For the NQ Contract> Rollover method: I had this set to Custom because Default is set to "1 calendar day before the 3rd Friday of the contract month". My custom setting was set to "4 calendar day before the 3rd Friday of the contract month", which should be on Monday March 11th, but when I open rollover settings this states that the rollover date would be on Tuesday, March 12th, which is 3 days before Friday. So I changed this to "5 calendar day before the 3rd Friday of the contract month", and the sample showed this would be Monday, March 11th.

I saved this setting for "5 calendar day before the 3rd Friday of the contract month". I then changed my Chart settings to Continuous Futures Contract - Date Based Rollover. I hit the button to apply global symbol settings. I applied these changes to the chart and the rollover remained incorrect at Tuesday, March 12th. I then deleted and downloaded all contracts for this chart/symbol and it still remains Tuesday, March 12th.

I am completely at a loss for how to get this to rollover correctly and I am dead in the water until I can resolve this.
[2024-03-14 00:24:19]
User802014 - Posts: 30
Is there a reason I am getting no support? I have been with Sierra Chart for about 9 years consistently and have only asked for help a handful of times and always try to solve issues myself. Now I really need support and cannot get this resolved.
[2024-03-14 02:10:49]
Sierra_Chart Engineering - Posts: 14111
These requests take time to review and understand and we have to go through testing ourselves.
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
[2024-03-14 03:23:18]
Sierra_Chart Engineering - Posts: 14111
This is correct:

1) Global settings>General Settings>Charts: Additional days to add to rollover date for chart and quote board: set to 0 (I have played with adjusting this with no affect)

Yes this is correct:
My custom setting was set to "4 calendar day before the 3rd Friday of the contract month", which should be on Monday March 11th

We do not observe this:
but when I open rollover settings this states that the rollover date would be on Tuesday, March 12th,

See screenshot attached.

You do want to use a Date Based rollover.

Make sure this setting is enabled in the Global Symbol Settings:
Global Symbol Settings: Use Custom Symbol Settings Values (Global Settings >> Symbol Settings)

Refer to the information here to determine the exact Date-Time of the rollover:
Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months
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: 2024-03-14 03:24:08
attachmentNQRolloverSettings_2024-03-13_231934.pdf - Attached On 2024-03-14 03:20:29 UTC - Size: 14.25 KB - 27 views

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

Login

Login Page - Create Account