Support Board

Date/Time: Thu, 16 May 2024 07:22:20 +0000

Post From: futures rollover

[2017-09-07 20:26:32] Link To Thread - Link To Post [Go To First Post]
dtl-saw - Posts: 79
I just duplicated the same behavior on a different machine and install of SC. Steps to replicate for ES SEP to DEC contract roll - 1) load a chartbook that hasn't rolled over yet - i.e. still has SEP contract, and the chart rollover settings are "Continuous Futures Contract - Date Rule Rollover" 2) once the chart loads get the "rollover futures now button in the middle of the chart" 3) click the button and the futures contract switches to DEC and after a refresh DEC is now the current contract, but the SEP values are not part of the continuous data now. I know because all my trend lines from SEP are screwed up and also I measured the all time high value for 8/7 at 2488.50 before rollover and after rollover it was 2486.25 which is the value of the DEC contract on 8/7/2017. 4) reload and recalculate fixes it So, if you intend everyone to manually reload and recalculate after a rollover then I can do that - no problem, just need to know ahead of time and I wouldn't post the ticket. If you don't intend that behavior (manual "reload and recalc") then maybe there's something missing in the rollover routine and you could add it. Date Time Of Last Edit: 2017-09-07 20:28:39