Support Board

Date/Time: Tue, 21 May 2024 15:41:48 +0000

Post From: High and Low of day on TPO do not match 5M or 60 M chart

[2024-04-08 23:27:40] Link To Thread - Link To Post [Go To First Post]
John - SC Support - Posts: 31771
The thing to keep in mind with the Volume Rollover is that it is the Daily volume that is checked to determine if it is time to rollover or not. As of today, the K contract is still higher daily volume than the M contract, so from a Volume Based Rollover, there is no reason to rollover from K to M. And from a Date rollover, the K contract rollover in Sierra Chart is set as "5 business days before the 25th (or preceding business day) before the contract month." This would mean the K contract will rollover on date on April 18, 2024. We are not exactly sure of which chart rolled over last night and which did not. But hopefully the information above gives you what you need to understand the situation. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing