Support Board
Date/Time: Fri, 09 Jan 2026 12:49:06 +0000
About rollover date for CME and EUREX futures
View Count: 99
| [2026-01-07 08:15:02] |
| User395175 - Posts: 98 |
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Hi, just wondering, for all the liquid CME and EUREX futures, if i select date rollover rule, does all the rollovers happen during weekend? And is there any way to pull all the rollover dates for some futures?
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| [2026-01-07 15:52:09] |
| John - SC Support - Posts: 43873 |
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if i select date rollover rule, does all the rollovers happen during weekend?
It depends on the rules for when the contract stops trading, although most of what we have seen do not have the rollover on a weekend. And is there any way to pull all the rollover dates for some futures?
We are not understanding this question. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-01-08 15:23:09] |
| User395175 - Posts: 98 |
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About this question, And is there any way to pull all the rollover dates for some futures? im think, if i open a continuous futures chart(assume 3 years, and i ued date rollover rule), i wanna save the chart data into csv file, but also with all the rollover date on chart, is there any way to dos it? not just display rollover date on chart, i wanna save all the rollover info on opened continuous futures chart to csv
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| [2026-01-08 16:50:38] |
| John - SC Support - Posts: 43873 |
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We are not understanding what you are wanting to do. The one thing we think you may be asking is how to export the data for a Continuous Futures Contract. You can do this using "Edit >> Export Bar Data to Text File". Refer to the following: Edit Menu: Edit >> Export Bar Data to Text File For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-01-08 17:43:10] |
| User395175 - Posts: 98 |
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thank you for replying, i mean, for example, is there a study can mark the first chart bar after a rollover? and after i use Export Bar Data to Text File, i can see at which bar the rollover happened? like mark the first chart bar after a rollover as 1 in the study, and other bars as 0, and after i export to csv, theres a column containing 1 and 0, 1 for that row of bar is the first chart bar after a rollover
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| [2026-01-08 20:33:07] |
| John - SC Support - Posts: 43873 |
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There is not a built-in study that does what you want. But you can create one. Refer to the following: ACSIL Interface Members - Functions: sc.GetContinuousContractSymbolForBarIndex() https://www.sierrachart.com/index.php?page=doc/SierraChartStudyAndSystemProgrammers.php For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-01-08 21:28:24] |
| User395175 - Posts: 98 |
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Thank you, so you mean this function: sc.GetContinuousContractSymbolForBarIndex() will return values like ESH5, ESM5, ESU5, ESZ5...etc for every bar on chart, not just symbol: ES?
Date Time Of Last Edit: 2026-01-08 22:17:56
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| [2026-01-08 23:43:15] |
| John - SC Support - Posts: 43873 |
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Yes, you are correct.
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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