Support Board
Date/Time: Wed, 25 Feb 2026 07:45:02 +0000
CL Volume Roll
View Count: 38
| [2026-02-24 20:03:38] |
| User438120 - Posts: 11 |
|
I was hoping this mismatch would resolve itself after a few days but it's still present: I use Volume roll over, back adjusted and for the recent CL roll from H26 to J26, it says the roll occurred on 2-2-26 but there's no historical daily record in the new contract for that date, so it sets back adjustment to 0. In the chart, I enabled show rollover date and it's showing the 02-08-26 session as the rollover date. I've already deleted and re-downloaded the data twice and it persists. The CME page for CL didn't rollover until last week so is this correct? 2026-02-24 13:52:57.143 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Download is complete for all contract months in chart. Proceeding with data load. 2026-02-24 13:52:57.143 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Reloading chart. 2026-02-24 13:52:57.143 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking for volume based rollover dates. 2026-02-24 13:52:57.159 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Volume based rollover from CLG26-NYMEX to CLH26-NYMEX occurs at 2026-01-14 2026-02-24 13:52:57.167 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Volume based rollover from CLH26-NYMEX to CLJ26-NYMEX occurs at 2026-02-02 2026-02-24 13:52:57.167 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Performing continuous futures contract back adjustment calculations. 2026-02-24 13:52:57.196 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLG26-NYMEX Settlement price on 2026-01-13 is 61.15. 2026-02-24 13:52:57.203 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX Settlement price on 2026-01-13 is 60.93. 2026-02-24 13:52:57.203 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLG26-NYMEX price difference to CLH26-NYMEX is -0.22. 2026-02-24 13:52:57.218 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX Settlement price on 2026-01-30 is 65.21000000000001. 2026-02-24 13:52:57.219 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Error while getting daily settlement price with date 2026-01-30 from file. C:\SierraChart\Data\CLJ26-NYMEX.dly. Error: No Data for read. End of file. 2026-02-24 13:52:57.219 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX price difference to CLJ26-NYMEX is 0. 2026-02-24 13:52:57.219 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Back adjust amount for symbol CLG26-NYMEX is -0.22. 2026-02-24 13:52:57.219 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Back adjust amount for symbol CLH26-NYMEX is 0. 2026-02-24 13:52:57.219 | Continuous Contract File: C:\SierraChart\Data\CLG26-NYMEX.scid. Start: 00:00:00.000. End: 2026-01-13 17:00:00.000 2026-02-24 13:52:57.220 | Continuous Contract File: C:\SierraChart\Data\CLH26-NYMEX.scid. Start: 2026-01-13 17:00:00.000. End: 2026-02-01 17:00:00.000 2026-02-24 13:52:57.241 | Continuous Contract File: C:\SierraChart\Data\CLJ26-NYMEX.scid. Start: 2026-02-01 17:00:00.000. End: 00:00:00.000 2026-02-24 13:52:57.292 | #1 CLJ26-NYMEX [CBV][M] 1 Day | StartDateTimeForLoadingOrderFills: 00:00:00 2026-02-24 13:52:57.382 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Chart data loading complete. 2026-02-24 13:52:57.383 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Reloading chart. 2026-02-24 13:52:57.383 | #1 CLJ26-NYMEX [CBV][M] 1 Day | First Year-Month for continuous contract. Year: 2026 Month:2026 2026-02-24 13:52:57.383 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Date rule based rollover from CLG26-NYMEX to next contract occurs at 2026-01-16. 2026-02-24 13:52:57.383 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Date rule based rollover from CLH26-NYMEX to next contract occurs at 2026-02-18. 2026-02-24 13:52:57.383 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Date rule based rollover from CLJ26-NYMEX to next contract occurs at 2026-03-18. 2026-02-24 13:52:57.383 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Intraday data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:52:57.384 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Daily data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:52:57.384 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Intraday data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:52:57.385 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Daily data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:52:57.385 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Skipping Daily data download for symbol CLH26-NYMEX since download was already done in last 8h 2026-02-24 13:52:57.385 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Skipping checking Intraday data file for symbol CLJ26-NYMEX since download was already done during the last 4.0 hours 2026-02-24 13:52:57.385 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Daily data file for symbol CLJ26-NYMEX for the date range from 2026-02-18 to 2026-02-24. 2026-02-24 13:52:57.386 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Skipping Daily data download for symbol CLJ26-NYMEX since download was already done in last 8h 2026-02-24 13:52:57.388 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Price data for daily data file CLH26-NYMEX.dly. Date: 2026-01-16, Price: 59.339999999999996. Date: 2026-02-17, Price: 62.09 2026-02-24 13:52:57.391 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Price data for daily data file CLG26-NYMEX.dly. Date: 2025-12-18, Price: 56. Date: 2026-01-15, Price: 59.190000000000005 2026-02-24 13:52:57.391 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking for volume based rollover dates. 2026-02-24 13:52:57.407 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Volume based rollover from CLG26-NYMEX to CLH26-NYMEX occurs at 2026-01-14 2026-02-24 13:52:57.415 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Volume based rollover from CLH26-NYMEX to CLJ26-NYMEX occurs at 2026-02-02 2026-02-24 13:52:57.415 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Performing continuous futures contract back adjustment calculations. 2026-02-24 13:52:57.444 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLG26-NYMEX Settlement price on 2026-01-13 is 61.15. 2026-02-24 13:52:57.451 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX Settlement price on 2026-01-13 is 60.93. 2026-02-24 13:52:57.451 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLG26-NYMEX price difference to CLH26-NYMEX is -0.22. 2026-02-24 13:52:57.466 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX Settlement price on 2026-01-30 is 65.21000000000001. 2026-02-24 13:52:57.466 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Error while getting daily settlement price with date 2026-01-30 from file. C:\SierraChart\Data\CLJ26-NYMEX.dly. Error: No Data for read. End of file. 2026-02-24 13:52:57.466 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX price difference to CLJ26-NYMEX is 0. 2026-02-24 13:52:57.466 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Back adjust amount for symbol CLG26-NYMEX is -0.22. 2026-02-24 13:52:57.466 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Back adjust amount for symbol CLH26-NYMEX is 0. 2026-02-24 13:52:57.466 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Symbols used for continuous contract chart: 2026-02-24 13:52:57.466 | CLG26-NYMEX. BeginDateTime=2025-12-17 17:00:00. EndDate=2026-01-14 00:00:00. Expired 2026-02-24 13:52:57.466 | CLH26-NYMEX. BeginDateTime=2026-01-13 17:00:00. EndDate=2026-02-02 00:00:00. Expired 2026-02-24 13:52:57.466 | CLJ26-NYMEX. BeginDateTime=2026-02-01 17:00:00. EndDate=00:00:00. Active 2026-02-24 13:52:57.467 | Continuous Contract File: C:\SierraChart\Data\CLG26-NYMEX.scid. Start: 00:00:00.000. End: 2026-01-13 17:00:00.000 2026-02-24 13:52:57.467 | Continuous Contract File: C:\SierraChart\Data\CLH26-NYMEX.scid. Start: 2026-01-13 17:00:00.000. End: 2026-02-01 17:00:00.000 2026-02-24 13:52:57.468 | Continuous Contract File: C:\SierraChart\Data\CLJ26-NYMEX.scid. Start: 2026-02-01 17:00:00.000. End: 00:00:00.000 2026-02-24 13:52:57.519 | #1 CLJ26-NYMEX [CBV][M] 1 Day | StartDateTimeForLoadingOrderFills: 00:00:00 2026-02-24 13:52:57.520 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Chart data loading complete. 2026-02-24 13:52:57.573 | Denali Data Feed | Starting real-time market data updates for: CLJ26-NYMEX (CLJ26). ID: 4 Service code: nymex 2026-02-24 13:52:57.573 | Denali Data Feed | Requesting security definition data for: CLJ26-NYMEX (CLJ26). ID: 4 2026-02-24 13:52:57.631 | Denali Data Feed | Setting external service identifier for symbol CLJ26-NYMEX to 768197 2026-02-24 13:52:57.631 | Denali Data Feed | Received security definition for symbol CLJ26-NYMEX 2026-02-24 13:53:02.066 | Opened cached Intraday file: C:\SierraChart\Data\CLJ26-NYMEX.scid. Thread ID: 14564 2026-02-24 13:53:17.569 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Reloading chart. 2026-02-24 13:53:17.569 | #1 CLJ26-NYMEX [CBV][M] 1 Day | First Year-Month for continuous contract. Year: 2026 Month:2026 2026-02-24 13:53:17.569 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Date rule based rollover from CLF26-NYMEX to next contract occurs at 2025-12-18. 2026-02-24 13:53:17.569 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Date rule based rollover from CLG26-NYMEX to next contract occurs at 2026-01-16. 2026-02-24 13:53:17.569 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Date rule based rollover from CLH26-NYMEX to next contract occurs at 2026-02-18. 2026-02-24 13:53:17.569 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Date rule based rollover from CLJ26-NYMEX to next contract occurs at 2026-03-18. 2026-02-24 13:53:17.570 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Intraday data file for symbol CLF26-NYMEX for the date range from 2025-11-18 to 2025-12-18. 2026-02-24 13:53:17.570 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Daily data file for symbol CLF26-NYMEX for the date range from 2025-11-18 to 2025-12-18. 2026-02-24 13:53:17.571 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Intraday data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:53:17.571 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Daily data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:53:17.572 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Intraday data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:53:17.572 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Daily data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:53:17.572 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Skipping Daily data download for symbol CLH26-NYMEX since download was already done in last 8h 2026-02-24 13:53:17.572 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Skipping checking Intraday data file for symbol CLJ26-NYMEX since download was already done during the last 4.0 hours 2026-02-24 13:53:17.573 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking Daily data file for symbol CLJ26-NYMEX for the date range from 2026-02-18 to 2026-02-24. 2026-02-24 13:53:17.573 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Skipping Daily data download for symbol CLJ26-NYMEX since download was already done in last 8h 2026-02-24 13:53:17.575 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Price data for daily data file CLH26-NYMEX.dly. Date: 2026-01-16, Price: 59.339999999999996. Date: 2026-02-17, Price: 62.09 2026-02-24 13:53:17.579 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Price data for daily data file CLG26-NYMEX.dly. Date: 2025-12-18, Price: 56. Date: 2026-01-15, Price: 59.190000000000005 2026-02-24 13:53:17.582 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Price data for daily data file CLF26-NYMEX.dly. Date: 2025-11-18, Price: 60.67. Date: 2025-12-17, Price: 55.94 2026-02-24 13:53:17.582 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Checking for volume based rollover dates. 2026-02-24 13:53:17.598 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Volume based rollover from CLF26-NYMEX to CLG26-NYMEX occurs at 2025-12-16 2026-02-24 13:53:17.613 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Volume based rollover from CLG26-NYMEX to CLH26-NYMEX occurs at 2026-01-14 2026-02-24 13:53:17.621 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Volume based rollover from CLH26-NYMEX to CLJ26-NYMEX occurs at 2026-02-02 2026-02-24 13:53:17.621 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Performing continuous futures contract back adjustment calculations. 2026-02-24 13:53:17.636 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLF26-NYMEX Settlement price on 2025-12-13 is 56.82. 2026-02-24 13:53:17.643 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLG26-NYMEX Settlement price on 2025-12-15 is 56.67. 2026-02-24 13:53:17.644 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLF26-NYMEX price difference to CLG26-NYMEX is -0.15. 2026-02-24 13:53:17.673 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLG26-NYMEX Settlement price on 2026-01-13 is 61.15. 2026-02-24 13:53:17.681 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX Settlement price on 2026-01-13 is 60.93. 2026-02-24 13:53:17.681 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLG26-NYMEX price difference to CLH26-NYMEX is -0.22. 2026-02-24 13:53:17.695 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX Settlement price on 2026-01-30 is 65.21000000000001. 2026-02-24 13:53:17.695 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Error while getting daily settlement price with date 2026-01-30 from file. C:\SierraChart\Data\CLJ26-NYMEX.dly. Error: No Data for read. End of file. 2026-02-24 13:53:17.695 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLH26-NYMEX price difference to CLJ26-NYMEX is 0. 2026-02-24 13:53:17.695 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Back adjust amount for symbol CLF26-NYMEX is -0.37. 2026-02-24 13:53:17.695 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Back adjust amount for symbol CLG26-NYMEX is -0.22. 2026-02-24 13:53:17.695 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Back adjust amount for symbol CLH26-NYMEX is 0. 2026-02-24 13:53:17.695 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Symbols used for continuous contract chart: 2026-02-24 13:53:17.695 | CLF26-NYMEX. BeginDateTime=2025-11-17 17:00:00. EndDate=2025-12-16 00:00:00. Expired 2026-02-24 13:53:17.695 | CLG26-NYMEX. BeginDateTime=2025-12-15 17:00:00. EndDate=2026-01-14 00:00:00. Expired 2026-02-24 13:53:17.695 | CLH26-NYMEX. BeginDateTime=2026-01-13 17:00:00. EndDate=2026-02-02 00:00:00. Expired 2026-02-24 13:53:17.695 | CLJ26-NYMEX. BeginDateTime=2026-02-01 17:00:00. EndDate=00:00:00. Active 2026-02-24 13:53:17.696 | Continuous Contract File: C:\SierraChart\Data\CLF26-NYMEX.scid. Start: 00:00:00.000. End: 2025-12-15 17:00:00.000 2026-02-24 13:53:17.696 | Continuous Contract File: C:\SierraChart\Data\CLG26-NYMEX.scid. Start: 2025-12-15 17:00:00.000. End: 2026-01-13 17:00:00.000 2026-02-24 13:53:17.846 | Continuous Contract File: C:\SierraChart\Data\CLH26-NYMEX.scid. Start: 2026-01-13 17:00:00.000. End: 2026-02-01 17:00:00.000 2026-02-24 13:53:18.171 | Continuous Contract File: C:\SierraChart\Data\CLJ26-NYMEX.scid. Start: 2026-02-01 17:00:00.000. End: 00:00:00.000 2026-02-24 13:53:18.221 | #1 CLJ26-NYMEX [CBV][M] 1 Day | StartDateTimeForLoadingOrderFills: 00:00:00 2026-02-24 13:53:18.223 | #1 CLJ26-NYMEX [CBV][M] 1 Day | Chart data loading complete. |
 CL Roll.png / V - Attached On 2026-02-24 19:58:07 UTC - Size: 62.82 KB - 6 views |
To post a message in this thread, you need to log in with your Sierra Chart account: