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Date/Time: Sat, 20 Apr 2024 13:55:48 +0000

Post From: Problem with rolling over from June to Sept. contract using volume based option

[2014-06-13 13:30:25] Link To Thread - Link To Post [Go To First Post]
Shelby Cobra - Posts: 22
my problem still remains for the YM, which is sept. contract data is being display for thursday trade day. When i rolled ES last night and reload & Recalculate after 12am EST last night, the chart replaces thurday data with June contact (since higher volume was in June), so all is well in the ES. Basically i fixed ES, but YM is still displaying Sept. data for thursday when volume based rollover rules state that i should be displaying june's contract for thursday. Why is this happening, their seems to be a problem here This is from your website- (Continuous Futures Contract - Volume Based Rollover: This option will create a Continuous Futures Contract chart and the transition date from one futures contract to the next is determined by when the daily volume becomes greater from one contract to the next at a particular day. At that particular day, the rollover occurs. This method is preferred for commodity futures which do not have a very definite calendar-based rollover rule and the rollover date can vary from one rollover to the next.) Basically all i'm looking for is for YM to rollover thursday night at midnight, instead of wednesday at midnight. this would be the correct way volume based rollover should be, am i correct on this? Sierra is a wonderful charting package, but the only problem i have ever had is with rollover. Sorry for the problem.