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Direct MessagesDate/Time: Mon, 06 May 2024 07:57:40 +0000
rollover on 1239
View Count: 920
| [2015-03-03 10:07:28] |
| User81946 - Posts: 9 |
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Good afternoon I have updated the program from version 1224 on 1239. The program not correctly connects contracts (rollover) Help please. Yours faithfully Vais Aleutdinov TF.20150300.ICE_IN [CBV] 30 Min #7 | Symbols used for continuous contract chart: | 2015-03-03 12:12:06 TF.20140600.ICE_IN | 2015-03-03 12:12:06 TF.20140900.ICE_IN | 2015-03-03 12:12:06 TF.20141200.ICE_IN | 2015-03-03 12:12:06 TF.20150300.ICE_IN | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Checking for volume based rollover dates. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Volume based rollover from TF.20140600.ICE_IN to TF.20140900.ICE_IN occurs at 2014-06-13 | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Volume based rollover from TF.20140900.ICE_IN to TF.20141200.ICE_IN occurs at 2014-09-12 | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Volume based rollover from TF.20141200.ICE_IN to TF.20150300.ICE_IN occurs at 2014-12-12 | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Performing continuous futures contract back adjustment calculations. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140600.ICE_IN Open price on 2014-06-13 is 116070. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140900.ICE_IN Open price on 2014-06-13 is 115510. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140600.ICE_IN price difference to TF.20140900.ICE_IN is -560. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140900.ICE_IN Open price on 2014-09-12 is 117390. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20141200.ICE_IN Open price on 2014-09-12 is 116800. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20140900.ICE_IN price difference to TF.20141200.ICE_IN is -590. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20141200.ICE_IN Open price on 2014-12-12 is 116140. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20150300.ICE_IN Open price on 2014-12-12 is 115620. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: TF.20141200.ICE_IN price difference to TF.20150300.ICE_IN is -520. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Back adjust amount for symbol TF.20140600.ICE_IN is -167000. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Back adjust amount for symbol TF.20140900.ICE_IN is -111000. | 2015-03-03 12:12:06 TF.20150300.ICE_IN [CBV] 30 Min #7: Back adjust amount for symbol TF.20141200.ICE_IN is -52000. | 2015-03-03 12:12:06 Date rule based rollover from TF.20140600.ICE_IN to next contract occurs at 2014-06-12. | 2015-03-03 12:12:06 Date rule based rollover from TF.20140900.ICE_IN to next contract occurs at 2014-09-11. | 2015-03-03 12:12:06 Date rule based rollover from TF.20141200.ICE_IN to next contract occurs at 2014-12-11. | 2015-03-03 12:12:06 Date rule based rollover from TF.20150300.ICE_IN to next contract occurs at 2015-03-12. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20140600.ICE_IN for the date range from 2014-03-13 to 2014-06-12. | 2015-03-03 12:12:06 Checking Daily data file for symbol TF.20140600.ICE_IN for the date range from 2014-03-13 to 2014-06-12. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20140900.ICE_IN for the date range from 2014-06-12 to 2014-09-11. | 2015-03-03 12:12:06 Checking Daily data file for symbol TF.20140900.ICE_IN for the date range from 2014-06-12 to 2014-09-11. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20141200.ICE_IN for the date range from 2014-09-11 to 2014-12-11. | 2015-03-03 12:12:06 Checking Daily data file for symbol TF.20141200.ICE_IN for the date range from 2014-09-11 to 2014-12-11. | 2015-03-03 12:12:06 Checking Intraday data file for symbol TF.20150300.ICE_IN for the date range from 2014-12-11 to 0. | 2015-03-03 12:12:07 Checking Daily data file for symbol TF.20150300.ICE_IN for the date range from 2014-12-11 to 2015-03-03. | 2015-03-03 12:12:07 |
 Untitled-1.jpg / V - Attached On 2015-03-03 10:01:37 UTC - Size: 393.39 KB - 354 views |
| [2015-03-03 17:49:13] |
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We see the problem and this will be corrected in the next release. For now do not use the back adjusted futures contract option.
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 |
| [2015-03-06 09:16:18] |
| Marmany - Posts: 303 |
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I am running version 1239 and have a number of contracts coming up to rollover. Please advise if this problem is already fixed in latest pre-release, or is it still necessary to turn off back adjusted futures contract option prior to rollover. Many thanks |
| [2015-03-06 09:56:01] |
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We see you are using the TransAct trading service, so that service will not be affected by 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 |
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