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Date/Time: Tue, 21 May 2024 13:35:30 +0000



Post From: Futures volume-based rollover override by date rule

[2019-09-13 08:45:49]
User315411 - Posts: 47
It looks "Chart Settings -> Automatically Rollover Futures Symbol" is only date based (it may be better add "date-based" to the name), so untick it since I want volume-based rollover.

But what's the difference between "Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume" and "Chart Settings -> Advanced Settings -> Continuous Contract" rules? Does the Continuous Contract only applies to historical part of the chart?

What if the "Detect ... On Real Time Volume" is checked but Continuous Contract rule is set to "Date Rule Rollover", which takes precedence when the real-time volume rollover happens? Will the historical part be date-based rolled and the newest part is volume-based rolled?