Support Board
Date/Time: Tue, 01 Jul 2025 21:53:04 +0000
Post From: Can't get full futures rollover adjustment details
| [2016-04-20 15:56:00] |
| skelcap - Posts: 139 |
|
I'm following the steps outlined here to get futures rollover adjustment details: http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ControllingRolloverAmount However my message log just tells me the rollover date and not the price adjustment details: ES-201606-GLOBEX [CV] [M] Daily #3 | Volume based rollover from ES-201512-GLOBEX to ES-201603-GLOBEX occurs at 2015-12-11 | 2016-04-20 11:49:33 ES-201606-GLOBEX [CV] [M] Daily #3 | Volume based rollover from ES-201603-GLOBEX to ES-201606-GLOBEX occurs at 2016-03-11 | 2016-04-20 11:49:33 |