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Date/Time: Wed, 01 Jul 2026 06:03:18 +0000

Post From: Volume Based Rollover Settings not accurate

[2025-12-16 14:07:19] Link To Thread - Link To Post [Go To First Post]
User745743 - Posts: 15
Ive attached two examples that highlight the issue with the volume based continuation settings. The platform is rolling the contract a day early, when volume is still signifcantly higher in the front month. I have attached an All session chart for the ES with annoations showing the issue. The Date based continuation setting is currently showing the correct roll data.
0 Thank you
SC Volume Roll Issue.png / V - Attached On 2025-12-16 14:03:39 UTC - Size: 103.44 KB - 110 views Snag_1b56fa96.png / V - Attached On 2025-12-16 14:03:55 UTC - Size: 88.51 KB - 92 views Attachment Deleted.