Support Board
Date/Time: Mon, 26 Jan 2026 14:01:17 +0000
Post From: Issue with rollover volume detection across multiple markets
| [2026-01-26 08:25:28] |
| Fabio - Posts: 142 |
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Good morning, I have been experiencing an issue since the beginning of this Month, January 2026, about the "Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume" option whenever is enabled. The first instance happened on CL, then NG and today also in GC and BTC I am currently displaying the GCG26 and BTCF26 contracts. After verifying both on the Quote Board and directly on the CME website, I can confirm that those 2 contracts remains the front-month contracts with the highest trading volume. For additional certainty, I also checked the next contracts (GCJ26 and BTCG26), which are still showing significantly lower volume compared to their counterparts. Despite this, the platform has been prompting me to roll over to the next contracts. When I temporarily switch to the new ones, the rollover message disappears — which suggests the system incorrectly consider them to be the most active contract. Could you please assist in investigating this behaviour? The same thing happened some weeks ago in CL and NG. Now the volume is clearly shifted on those, yet the system gave me the same exact issue I am currently experiencing on GC and BTC. I thought it was an isolated case, so I didn't bother. However, now this episode is repeating again and again, so it means something is "off" with the evaluation of the volume exchanged. For reference, I am running the most recent version of Sierra Chart (v2867). Thank you in advance for your support. Best regards, Fabio |
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