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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

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