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Date/Time: Tue, 16 Apr 2024 16:16:32 +0000

Post From: Futures contract rollover - volume based

[2019-09-14 02:56:00] Link To Thread - Link To Post [Go To First Post]
User629461 - Posts: 158
Hi, can someone please assist. I use continuous ES futures contract (vol based rollover - not back adjusted) for daily and intraday. At rollover, I want to display the current contract data until the vol is greater on the new contract. I have 'Auto rollover futures' unchecked in chart settings and 'Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume' checked in Global settings. On Fri, the msg to rollover based on volume came up (Thur vol was still greater on the old contract - fine). So I rollover BUT the chart updates Thur chart data with the new contract data (where vol was less) and throws out my levels etc and tick charts display minimal data due to the low activity on Thur. My question - how do I setup SC so that it displays the new contract data ONLY from the point where the new contract has higher volume? Thanks