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Date/Time: Mon, 06 May 2024 20:24:12 +0000



Post From: rollover dates

[2014-01-29 10:35:30]
Sierra Chart Engineering - Posts: 104368
1. The inherent problem with using volume for rolling over a current futures contract to the next one to trade, is that by the time the volume gets to be higher in the next futures contract, the day may already be over with and you should have already rolled over that day.

In the case of stock index futures, very precise date rollover rules can be defined. And they already are in Sierra Chart.

2. Sierra Chart already supports this. For IB rollover rules are already defined for all the markets you have listed. There is nothing for you to do. It is already done.

Here is the related documentation:
https://www.sierrachart.com/index.php?l=doc/doc_ChartSettings.html#AutomaticallyRollover
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-01-29 10:36:43