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Direct MessagesDate/Time: Tue, 30 Apr 2024 21:51:38 +0000
High and Low of day on TPO do not match 5M or 60 M chart
View Count: 99
| [2024-04-08 21:40:52] |
| xnine capital - Posts: 4 |
|
Hi I am a pretty new user to Sierra Chart and this has been a problem since I started using SC. I didn't open support ticket because I was using delayed data until last week. This issue I am reporting is on CLM24 instrument. Like the title of this ticket says. The price levels for last Friday, 4/5 are very different on TPO chart than they are on the 5M and 60M chart. On the TPO the high of day is 86.85 the Low is 85.72, vpoc is 86.56. On the 5M and 60M chart the High is 87.64 the low is 86.41. VPOC is 87.36 Like I said above this has happened on multiple instruments over the last month. Any recommendations for a fix would be appreciated. Thanks Steve |
| [2024-04-08 21:42:46] |
| John - SC Support - Posts: 31235 |
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Please get us some images of what you are seeing by following these instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) Also, make sure that the Session Times are exactly the same for the charts and that the Evening Session is either included or excluded depending on how you have your TPO chart setup. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-08 22:40:14] |
| xnine capital - Posts: 4 |
|
Thank you for the instructions. I set my 5M and 60M charts to show rollover dates and it shows they rolled over last night to the June 24 contract. But I actually rolled these contracts over weeks ago. I have each chart set to rollover based on volume, but I do not automatically roll over so it the system has to prompt me to rollover, which it didn't. I checked and my TPO char wasn't set to rollover based on volume, so I made the switch and now all the prices line up. First problem solved. I don't understand why CL would have rolled last night on my charts. I checked screen shots I took last week and they are CLM24, as well. any idea why this happened last night? Thanks Steve |
| [2024-04-08 23:27:40] |
| John - SC Support - Posts: 31235 |
|
The thing to keep in mind with the Volume Rollover is that it is the Daily volume that is checked to determine if it is time to rollover or not. As of today, the K contract is still higher daily volume than the M contract, so from a Volume Based Rollover, there is no reason to rollover from K to M. And from a Date rollover, the K contract rollover in Sierra Chart is set as "5 business days before the 25th (or preceding business day) before the contract month." This would mean the K contract will rollover on date on April 18, 2024. We are not exactly sure of which chart rolled over last night and which did not. But hopefully the information above gives you what you need to understand the situation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-04-09 00:12:38] |
| xnine capital - Posts: 4 |
|
I figured out that K was the current contract CL and changed my charts. It must have been user error that I skipped K and went to M, but I do not understand why some charts rolled over last night and my TPO didn't. I'll chalk it up to beginner error and go from there. Thanks for the help. |
| [2024-04-09 14:04:32] |
| John - SC Support - Posts: 31235 |
|
The settings that have an affect on rollover are the following: - Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) - General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) - General Settings Window: Additional Days to Add to Rollover Date for Chart and Quote Board Rollovers (Global Settings >> General Settings >> Charts >> Charts) 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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