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Date/Time: Tue, 22 Apr 2025 22:53:59 +0000



Problem with TPO chart on NQ continuous contract. Monday Dec 16 disappears!

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[2024-12-19 10:43:05]
User293951 - Posts: 16
Hello!
I am using TPO charts for US indices. On ES and RTY they display correctly.
There is a problem specifically for NQ.

I am using continuous futures contract, volume based rollover, back adjusted, since years ago without any issue. This time there is an issue.

By selecting NQH5, and contunuous futures contract, volume based roolover, back adjusted, Monday's session (16 December) disappeares.
By selecting NQH5 no continuous contract, Monday's session appears normally.

Why does this happen?

I am using Version 2700, Rev 51585. Switched back to this version due to instability issues.
[2024-12-19 14:31:40]
allons_trading - Posts: 37
What I noticed is that Monday had more volume on the December contract than the March contract, so my TPO profiles for NQ were showing Monday trade data from the December contract. Switching to date based rollover for continuous contract instead of volume, Monday now shows from the March contract trade data.
[2024-12-19 16:03:41]
John - SC Support - Posts: 39428
Duplicate the TPO chart and then remove the TPO study and see if the Monday data is showing properly in the chart. If it is not there, then follow these instructions to download the missing data by redownloading the data for the most recent 2 contracts:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data
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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