Support Board
Date/Time: Sun, 12 Apr 2026 08:46:12 +0000
Post From: CL Volume Roll
| [2026-02-26 02:21:15] |
| User438120 - Posts: 17 |
|
I have a separate rollover related issue - I've deleted and redownloaded both the intraday and historical data (after purchasing additional historical data so not limited anymore): the historical daily volume does properly rollover on 2020-05-05, but message log says the June contract settlement price on 2020-05-02 is used while actually using the correct settlement price from 2020-05-04 (there was no session on 2020-05-02), and the intraday chart seems to be missing data for the 2020-05-05 through 2020-05-08 sessions. Both the June and July historical charts have all 5 sessions from 2020-05-04 - 2020-05-08, just the intraday chart is missing the Tuesday-Friday sessions. Is there anything I can do to fix the gap? FYI my intraday chart session times are 17:00-16:59 reverse sessions so the 2020-05-03 date label you see in the attached image is for the 2020-05-04 session. 2026-02-25 17:13:01.097 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLM20-NYMEX Settlement price on 2020-05-02 is 20.39. 2026-02-25 17:13:01.102 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLN20-NYMEX Settlement price on 2020-05-04 is 22.779999999999998. 2026-02-25 17:13:01.102 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLM20-NYMEX price difference to CLN20-NYMEX is 2.39. 2026-02-25 17:13:01.117 | Continuous Contract File: C:\SierraChart\Data\CLF12-NYMEX.scid. Start: 2011-11-16 17:00:00.000. End: 2011-12-18 17:00:00.000 2026-02-25 17:13:01.123 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLN20-NYMEX Settlement price on 2020-06-16 is 38.379999999999995. 2026-02-25 17:13:01.128 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLQ20-NYMEX Settlement price on 2020-06-16 is 38.65. 2026-02-25 17:13:01.128 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLN20-NYMEX price difference to CLQ20-NYMEX is 0.27. 2026-02-25 17:13:01.149 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLQ20-NYMEX Settlement price on 2020-07-15 is 41.2. 2026-02-25 17:13:01.154 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLU20-NYMEX Settlement price on 2020-07-15 is 41.4. 2026-02-25 17:13:01.154 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLQ20-NYMEX price difference to CLU20-NYMEX is 0.2. 2026-02-25 17:13:01.164 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLU20-NYMEX Settlement price on 2020-08-15 is 42.89. 2026-02-25 17:13:01.170 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLV20-NYMEX Settlement price on 2020-08-17 is 43.17. 2026-02-25 17:13:01.170 | #1 CLJ26-NYMEX [CBV][M] 1 Day | CLU20-NYMEX price difference to CLV20-NYMEX is 0.28. |
 CLM20 to CLN20 Intraday.png / V - Attached On 2026-02-26 02:20:59 UTC - Size: 22.07 KB - 26 views CLM20 Historical.png / V - Attached On 2026-02-26 02:21:03 UTC - Size: 23.98 KB - 21 views CLN20 Historical.png / V - Attached On 2026-02-26 02:21:08 UTC - Size: 22 KB - 23 views |