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Date/Time: Fri, 21 Jan 2022 23:42:51 +0000



Continuous Contact with incorrect volume on last day of expired

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[2013-05-21 02:25:47]
turnLeft - Posts: 6
Hello....I've created a continuos contract for crude oil CL# with alternate real time update symbol
CL-201307-CME. The volume shown today, which was the last day of the june contract, is extremely low. In fact, every contract expiry date showed a low volume. How can I make changes if possible to reflect the true volume? Looks like the volume reflected the june contract and not the july contract? Please help because i depend on the daily chart with accurate volume to do my chart analysis
Date Time Of Last Edit: 2013-05-21 02:26:30
[2013-05-22 08:47:43]
Sierra Chart Engineering - Posts: 99894
From documentation:

For each bar in the chart that uses one of these symbols, the data represents the nearest expiring contract month. Not necessarily the most actively traded contract month. Therefore, depending upon a particular futures market you are following, this may not be a good method to use and you should instead use Method 1.

Method 1 documentation:
http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#Method1
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2013-05-22 08:48:37
[2013-05-22 18:05:00]
turnLeft - Posts: 6
Hi...I did tried method 1 but its not showing data from the previous expired contract. What I want is years of daily, weekly, monthly continuous data with accurate volume that reflected the next current contract.
[2013-05-22 18:50:17]
Sierra Chart Engineering - Posts: 99894
What is Chart >> Chart Settings >> Days To Load set to?
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-22 20:24:55]
turnLeft - Posts: 6
it is set to 4000. I can get a continuous contract to load...but the volumes are inaccurate on days where contract expires and transition into the current one...
[2013-05-23 04:26:11]
Sierra Chart Engineering - Posts: 99894
So you are saying the rollover day is not exactly correct? If so, this will be improved upon.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-23 13:45:01]
turnLeft - Posts: 6
Yes...on every rollover day, no matter what symbol, the volume is low, not in sync with the active current contract. My other platform was able to display the accurate volume on any continuous contract. Please look into this. thank you.
[2013-05-24 00:14:29]
Sierra Chart Engineering - Posts: 99894
This is not making sense. Are you using Method 1 documented here?:
http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#Method1

If so, you should not have this issue.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-24 14:26:50]
turnLeft - Posts: 6
Yes Im using Method 1... i redo the method numerous times on crude oil. I tried ES and NQ...seem to be working fine. Take a look at image ... the red arrows are the rollover dates...extremely low volume leading to the rollover dates.
imageCL.png / V - Attached On 2013-05-24 14:25:16 UTC - Size: 61.67 KB - 444 views
[2013-05-24 14:27:43]
turnLeft - Posts: 6
Yes Im using Method 1... i redo the method numerous times on crude oil. I tried ES and NQ...seem to be working fine. Take a look at image ... the red arrows are the rollover dates...extremely low volume leading to the rollover dates.
[2013-05-28 02:26:30]
Sierra Chart Engineering - Posts: 99894
We are checking on this.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2013-05-28 03:00:57]
Sierra Chart Engineering - Posts: 99894
We do see the problem now and this will be resolved in the next release. We had thought we resolved this kind of problem previously.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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