Support Board
Date/Time: Wed, 31 Dec 2025 02:49:26 +0000
Volume Based Rollover Settings not accurate
View Count: 656
| [2025-09-16 12:35:34] |
| User745743 - Posts: 14 |
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My charts are not reflecting the correct data for ES on 9/12/25. The Volume Based Roll settings are showing ESZ25 on 9/12 w/ 81k contracts traded, when ESU25 was the front month at this time, 824k traded this day in the pit session. This is incorrectly reflecting the roll, how can I fix this? Attached are graphics of the error.
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 Snag_17cea678.png / V - Attached On 2025-09-16 12:34:35 UTC - Size: 69.25 KB - 98 views Snag_17cea687.png / V - Attached On 2025-09-16 12:34:42 UTC - Size: 87.43 KB - 96 views |
| [2025-09-16 12:47:43] |
| Using SC Since 2020 - Posts: 138 |
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Same issue here on Volume Based Rollover, Back Adjusted. For now, short term fix for me was Date Based Rollover, Back Adjusted - but, I do not use that for accurately charting. Thanks!
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| [2025-09-16 13:00:34] |
| User173763 - Posts: 12 |
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Same here
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| [2025-09-16 13:00:52] |
| User457437 - Posts: 2 |
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same here
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| [2025-09-16 13:03:22] |
| Juuaan - Posts: 3 |
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Same here
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| [2025-09-16 13:05:27] |
| User255419 - Posts: 1 |
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Same here
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| [2025-09-16 13:10:43] |
| drod93 - Posts: 6 |
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I have the same issue
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| [2025-09-16 13:28:47] |
| User745743 - Posts: 14 |
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This is a trend that has been occurring over the past several rolls. 6/19 showing a day w/ 110k traded as the front month in ES. The chart is rolling a day early
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| [2025-09-16 14:48:54] |
| John - SC Support - Posts: 43664 |
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To begin with, you need to look at the Daily volume, not the intraday volume. Second, in order to see where the rollover is occurring, use a standard candlestick chart and enable the option for "Chart >> Show Rollover Dates". This will show the date at which the rollover is occurring. We have attached 2 images. One is daily charts of ESU25 and ESZ25 showing the volumes in the second region as text. It shows that the daily volume of ESZ25 is greater than the daily volume of ESU25 on September 15, 2025. The other image shows a bar chart for ESZ25 set to Continuous Volume Based Rollover with the rollover date showing in the chart. It shows the rollover on the evening of September 14, 2025, which is the trading date for September 15, 2025. Everything is showing fine for these charts for us, so we need more information on where the problem is. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| Sierra_Chart_MainWindow_2025-09-16 09_44_28.982.png / V - Attached On 2025-09-16 14:48:13 UTC - Size: 81.88 KB - 101 views Sierra_Chart_MainWindow_2025-09-16 09_48_29.110.png / V - Attached On 2025-09-16 14:48:40 UTC - Size: 83.08 KB - 100 views |
| [2025-09-16 14:56:38] |
| Using SC Since 2020 - Posts: 138 |
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After rolling back to U contract from Z, then rolling forward to Z contract, gaps are then filled. This contract roll had issues for many people. Not really sure what caused it, but the procedure has been done the same way. No harm no foul at this point. |
| [2025-09-16 15:22:47] |
| John - SC Support - Posts: 43664 |
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Is the issue the back-adjustment? Or something else? This is where we are not certain of the issue as not enough information was given. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-09-16 15:37:27] |
| User745743 - Posts: 14 |
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The issue is the date of the roll. The system is showing the roll occurring on 9/12, incorrectly. The roll occurred yesterday, the charts are not reflecting this.
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| [2025-09-16 15:48:26] |
| User745743 - Posts: 14 |
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Attached are two clips of the issue. ESZ25 w/ volume based rollover showing the roll occuring on 9/12/25 w/ 92k traded contracts. We were ESU25 on this day w/947k traded this day. The market rolled on Monday 9/15/25, see the volume. This is an issue with SC. |
| Snag_187e1d2b.png / V - Attached On 2025-09-16 15:46:05 UTC - Size: 53.78 KB - 187 views Snag_187e47c5.png / V - Attached On 2025-09-16 15:46:15 UTC - Size: 55.57 KB - 96 views Attachment Deleted. |
| [2025-09-17 13:55:54] |
| Sierra_Chart Engineering - Posts: 22072 |
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The volume of December ES futures must have temporarily been higher than September at some point, within a 24 hour period, and once that is seen, then the notice will be given.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-09-17 13:56:18
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| [2025-12-15 15:09:52] |
| User745743 - Posts: 14 |
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This charting issue is occuring again for the Dec to March roll. Volume based roll is not charting accurately. Today we rolled to March, but the platform is showing March as the front month on last Friday 12/12/25, showing an Incorrect high. The platform should show Dec as the front month on Friday and not March when using the Volume based roll setting. This problem is still persisting.
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| [2025-12-15 17:08:08] |
| John - SC Support - Posts: 43664 |
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Please make sure the option for "Chart >> Show Rollover Dates" is enabled. Then check when the rollover shows based on where that line is drawn. If you you rolled over on Friday and have not restarted Sierra Chart since then (or had a reason for the chart to fully reload and recalculate), then it will continue to show that chart as having the rollover at that time. If you select "Edit >> Reload and Recalculate", then the rollover date should change to Sunday evening (December 14, 2025). For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-12-16 14:07:19] |
| User745743 - Posts: 14 |
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Ive attached two examples that highlight the issue with the volume based continuation settings. The platform is rolling the contract a day early, when volume is still signifcantly higher in the front month. I have attached an All session chart for the ES with annoations showing the issue. The Date based continuation setting is currently showing the correct roll data.
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| SC Volume Roll Issue.png / V - Attached On 2025-12-16 14:03:39 UTC - Size: 103.44 KB - 11 views Snag_1b56fa96.png / V - Attached On 2025-12-16 14:03:55 UTC - Size: 88.51 KB - 10 views Attachment Deleted. |
| [2025-12-16 15:26:39] |
| John - SC Support - Posts: 43664 |
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At some point the volume traded on the H 2026 contract was higher than the volume on the Z 2025 contract. This does not need to be the data at the end of the day, it just needs to occur at some point and then Sierra Chart is going to recognize this and recommend a rollover. You can control whether you get the notification based on Volume or by Date by this setting: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) With regards to the gap between the U 2025 and Z 2025 contracts, what is your "Continuous Contract" option set to? You will only not get that gap if you are using one of the "Back Adjusted" options. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-12-16 16:17:23] |
| User745743 - Posts: 14 |
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The chart should be showing the bar with the most volume. It is showing a bar with 1/10th of the volume of the front month. In this instance it is plotting an incorrect All time high. Dec25 had 1.8 million traded on 12/12 and the chart is showing H26 as the front month with 182k as the front month. Can the settings be adjusted to plot the bar based on Total Volume for the session? As the setting implies.... It is giving the Wrong Information for rollover, consistently. CQG does not have this issue.
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| [2025-12-16 23:14:48] |
| Sierra_Chart Engineering - Posts: 22072 |
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When it comes to the construction of the chart bars, this is how it works: Can the settings be adjusted to plot the bar based on Total Volume for the session
Although the volume is for the entire 24 hour period.This only applies to the rollover notice: At some point the volume traded on the H 2026 contract was higher than the volume on the Z 2025 contract. This does not need to be the data at the end of the day, it just needs to occur at some point and then Sierra Chart is going to recognize this and recommend a rollover.
It has no effect on the construction of chart bars for a Continuous Futures Contract Chart.We do not observe any issue at this time: https://www.sierrachart.com/image.php?Image=1765926979511.png If you still notice an issue, re-download the historical daily data only for the last two contract months: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data There is definitively no issue here for us to resolve. Maybe there was an issue at the time, with the end of day volume data, from our data provider but we cannot determine that at this time. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-12-17 04:13:09
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