Support Board
Date/Time: Sat, 10 May 2025 19:04:17 +0000
rollover question
View Count: 840
| [2015-03-13 01:25:12] |
| joshtrader - Posts: 510 |
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So for ES I have the rollover rule "Number of Calendar Days Before Friday Count Within Contract Month." I set the number of calendar days to 7, and the Friday count to 3. This should begin the rollover on trade date of Friday, March 13, which began today at 6pm ET. However, with this date rule in place, I am getting the new contract (ESM5) data for trade date Thursday, March 12. This is not correct, is it?
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| [2015-03-13 02:44:00] |
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If you have already changed the symbol of the chart to June, the most current date for that contract month will always be shown in the chart.
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: 2015-03-13 02:44:11
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| [2015-03-13 02:53:10] |
| joshtrader - Posts: 510 |
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Let me ask it a different way: what rollover rule should I use for ES, such that the data up to and including March 12 is for the March ES contract, and the data for trade date March 13 and forward is for the June ES contract?
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| [2015-03-13 03:31:08] |
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You already know the answer to this question. You need to understand the further specifics of how this works which are documented here: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#Notes See item number 7 specifically. 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: 2015-03-13 03:31:46
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