Support Board
Date/Time: Mon, 15 Sep 2025 14:19:50 +0000
Rollover Investigation
View Count: 106
[2025-09-12 13:49:20] |
cesium - Posts: 158 |
Today I was prompted by sierra to rollover from ESU5.CME to ESZ5.CME via the Yellow Symbol needs Rollover (Volume back adjusted) Upon checking current volume, I saw ESU had 3 times as much volume on the day compared to ESZ. Is there a way to inspect why this occured, because I determine this is some error of some type? v2768 Thank you Date Time Of Last Edit: 2025-09-12 14:02:07
|
[2025-09-12 16:15:39] |
John - SC Support - Posts: 41796 |
At some point, the exchange data was showing that the volume for ESZ25 was greater than ESU25, which is why you were notified. We can not say when this occurred. Just so you are aware, the control for being notified that it is time to rollover based on volume is the following: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
[2025-09-13 04:20:27] |
cesium - Posts: 158 |
Hi John thanks, I understand your post
|
To post a message in this thread, you need to log in with your Sierra Chart account: