Support Board
Date/Time: Fri, 22 Nov 2024 06:41:13 +0000
Rollover
View Count: 102
| [2024-10-18 13:56:37] |
| KevinDiard - Posts: 18 |
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Hello, yesterday, Sierra Chart wanted to perform the rollover of CL Crude Oil, even though the new contract had less volume, even at the end of the day. Sierra Chart switched from CLX24 to CLZ24 yesterday, while the volume of CLX was still much higher (118,000 CLX4 versus 105,000 CLZ). How can I set the rollover to occur today, instead of yesterday? Thanks |
| [2024-10-18 13:59:42] |
| John - SC Support - Posts: 36203 |
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Withing Sierra Chart, the rollover date for CL is set to be today (October 18, 2024). If you were getting a notice yesterday, then you must have it set to rollover based on Volume, and at some point the volume of the new contract must have eclipsed the old volume for you to get the message. If you want the rollover to be today, you would need to change to a Date Based rollover. Refer to the following: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-10-20 15:30:11] |
| KevinDiard - Posts: 18 |
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Exactly. But my setting is specifically on 'volume based rollover.' And when you load a continuous contract with 'volume based rollover,' it switches on October 17, with less volume (105,709 CLZ compared to 118,494 CLX). So Sierra is not rolling over based on volume (this is the first time this has happened to me on Sierra). For a single contract, it's not a problem to adjust manually, but when you load a contract spanning several years, it's very problematic...
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| [2024-10-20 19:00:11] |
| Sierra_Chart Engineering - Posts: 17143 |
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There may be incorrect volume around the rollover date, in one of the relevant, historical daily data files for this futures contract. Re-download the Historical Daily Data only for the the last two contract months: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data 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: 2024-10-20 19:00:52
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