Support Board
Date/Time: Mon, 25 Nov 2024 08:31:02 +0000
Sierra chart acting weird after rollover of ES contract from March to June
View Count: 258
| [2024-03-13 11:29:47] |
| mpva80 - Posts: 14 |
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Hi, Ever since I rolled over on ES (and NQ) on the new contract (rolled over from March to June), I have been experiencing something weird. 1. After ending of every session at 18:00 (New York time), I see this weird spike upwards (see first screenshot). 2. Then the next day, this spike dissappears and I see the price movement details. 3. You can also see in the second screenshot that I entered sells, but at a way higher price. That was where the market was trading yesterday, but today you see that somehow the chart corrected itself and yesterday it was trading at a much different price level. I had the exact same issue the day before that (Monday), where during the NY session I saw price trading above/around 5168 and then on Tuesday I saw a similar correction in the chart, where it shows that price was between 5100 - 5120 |
Attachment Deleted.  screenshot 20240313 09 27 AM.png / V - Attached On 2024-03-13 11:28:19 UTC - Size: 130.35 KB - 64 views screenshot 20240313 09 27 AM order fills MES.png / V - Attached On 2024-03-13 11:29:03 UTC - Size: 41.72 KB - 63 views |
| [2024-03-13 11:40:24] |
| mpva80 - Posts: 14 |
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I also see that, according to my broker statement, that I was trading on MESH24 (so March) en not on MESM24. This is related to the second screenshot I provided, where you see the order fills.
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| [2024-03-13 12:12:13] |
| mpva80 - Posts: 14 |
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OK, downloading the laters version of the software and deleting-reloading data seems to have solved the issue!
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| [2024-03-13 12:56:40] |
| C_Money - Posts: 65 |
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Exact same thing happened to me on NQ and it's still doing it. I'm on version 2528. Delete and download all data didn't work for me.
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| [2024-03-13 13:27:36] |
| User8135477 - Posts: 115 |
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I'm experiencing the same thing, even after downloading the latest version.
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| [2024-03-13 16:17:23] |
| John - SC Support - Posts: 36238 |
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We really do not have enough information to say for sure, but this sounds like the following. When you rollover using a Date Rule rollover prior to the actual date rule that is setup in Sierra Chart, then as each day moves forward, the rollover date also moves. This means that the data you see for the previous day is going to be different from the live data you saw at that time, as it is now showing you the previous contract. For example, if you rolled over on Monday March 11, then you were dealing with the M contract on Monday. But on Tuesday, when you look at the Monday data, you are now seeing the H contract, even though the Tuesday data is M contract. Then on Wednesday everything shifts again by 1 day, so what you saw on Tuesday for the M contract is now the H contract. This will occur until you get to the rollover set in Sierra Chart, which is the following for these contracts: "1 calendar day before the 3rd Friday of the contract month." One option to not have this is to use a Volume based rollover. 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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