Support Board
Date/Time: Wed, 17 Sep 2025 15:43:31 +0000
Volume Based Rollover Settings not accurate
View Count: 185
| [2025-09-16 12:35:34] |
| User745743 - Posts: 11 |
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My charts are not reflecting the correct data for ES on 9/12/25. The Volume Based Roll settings are showing ESZ25 on 9/12 w/ 81k contracts traded, when ESU25 was the front month at this time, 824k traded this day in the pit session. This is incorrectly reflecting the roll, how can I fix this? Attached are graphics of the error.
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 Snag_17cea678.png / V - Attached On 2025-09-16 12:34:35 UTC - Size: 69.25 KB - 23 views Snag_17cea687.png / V - Attached On 2025-09-16 12:34:42 UTC - Size: 87.43 KB - 14 views |
| [2025-09-16 12:47:43] |
| Using SC Since 2020 - Posts: 136 |
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Same issue here on Volume Based Rollover, Back Adjusted. For now, short term fix for me was Date Based Rollover, Back Adjusted - but, I do not use that for accurately charting. Thanks!
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| [2025-09-16 13:00:34] |
| User173763 - Posts: 11 |
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Same here
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| [2025-09-16 13:00:52] |
| User457437 - Posts: 2 |
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same here
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| [2025-09-16 13:03:22] |
| Juuaan - Posts: 3 |
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Same here
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| [2025-09-16 13:05:27] |
| User255419 - Posts: 1 |
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Same here
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| [2025-09-16 13:10:43] |
| drod93 - Posts: 6 |
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I have the same issue
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| [2025-09-16 13:28:47] |
| User745743 - Posts: 11 |
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This is a trend that has been occurring over the past several rolls. 6/19 showing a day w/ 110k traded as the front month in ES. The chart is rolling a day early
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| [2025-09-16 14:48:54] |
| John - SC Support - Posts: 41861 |
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To begin with, you need to look at the Daily volume, not the intraday volume. Second, in order to see where the rollover is occurring, use a standard candlestick chart and enable the option for "Chart >> Show Rollover Dates". This will show the date at which the rollover is occurring. We have attached 2 images. One is daily charts of ESU25 and ESZ25 showing the volumes in the second region as text. It shows that the daily volume of ESZ25 is greater than the daily volume of ESU25 on September 15, 2025. The other image shows a bar chart for ESZ25 set to Continuous Volume Based Rollover with the rollover date showing in the chart. It shows the rollover on the evening of September 14, 2025, which is the trading date for September 15, 2025. Everything is showing fine for these charts for us, so we need more information on where the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| Sierra_Chart_MainWindow_2025-09-16 09_44_28.982.png / V - Attached On 2025-09-16 14:48:13 UTC - Size: 81.88 KB - 9 views Sierra_Chart_MainWindow_2025-09-16 09_48_29.110.png / V - Attached On 2025-09-16 14:48:40 UTC - Size: 83.08 KB - 11 views |
| [2025-09-16 14:56:38] |
| Using SC Since 2020 - Posts: 136 |
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After rolling back to U contract from Z, then rolling forward to Z contract, gaps are then filled. This contract roll had issues for many people. Not really sure what caused it, but the procedure has been done the same way. No harm no foul at this point. |
| [2025-09-16 15:22:47] |
| John - SC Support - Posts: 41861 |
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Is the issue the back-adjustment? Or something else? This is where we are not certain of the issue as not enough information was given. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-16 15:37:27] |
| User745743 - Posts: 11 |
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The issue is the date of the roll. The system is showing the roll occurring on 9/12, incorrectly. The roll occurred yesterday, the charts are not reflecting this.
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| [2025-09-16 15:48:26] |
| User745743 - Posts: 11 |
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Attached are two clips of the issue. ESZ25 w/ volume based rollover showing the roll occuring on 9/12/25 w/ 92k traded contracts. We were ESU25 on this day w/947k traded this day. The market rolled on Monday 9/15/25, see the volume. This is an issue with SC. |
| Snag_187e1d2b.png / V - Attached On 2025-09-16 15:46:05 UTC - Size: 53.78 KB - 11 views Snag_187e47c5.png / V - Attached On 2025-09-16 15:46:15 UTC - Size: 55.57 KB - 11 views Attachment Deleted. |
| [2025-09-17 13:55:54] |
| Sierra_Chart Engineering - Posts: 20912 |
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The volume of December ES futures must have temporarily been higher than September at some point, within a 24 hour period, and once that is seen, then the notice will be given.
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: 2025-09-17 13:56:18
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