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Post From: wrong volume-based CL rollover

[2018-07-20 09:43:56]
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User622163 - Posts: 17
I am referring to both. The volume data is indeed correct.

Based on the volume-based rollover function, the rollover should be performed on the date in which the daily volume for the next contract exceeds that of the current one.

Sierrachart performs the rollover on the 7/16/2018-7/17/2018 session, in which the daily volume for the CLQ18 contract was actually greater than the CLU18 contract.