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Direct MessagesDate/Time: Wed, 24 Apr 2024 13:54:31 +0000
Automatic Rollover
View Count: 4656
| [2013-06-06 12:58:56] |
| infpz - Posts: 826 |
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E-minis don't roll over until next Thursday. Also, we should not see a "Symbol Has Expired" message on ESM3 until next Friday when expiration actually happens. Please fix this ASAP if you can.
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| [2013-06-06 13:47:23] |
| Sawtooth - Posts: 3976 |
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I see the same on the ES and NQ, but not on the 6E, 6B.
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| [2013-06-06 15:13:21] |
| Marmany - Posts: 303 |
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In Global symbols setting I have: Rollover rule = number of calendar days before Friday count within contract month Number of Claendar Days = 8 Friday Count within contract month = 3 Eminis should therefore roll on 13th June. NQ, YM and ES have rolled today. TF and currencies have not rolled today. I know it is simple matter to manually reset, however please investigate. Using TransAct GSP and SC V983 Thanks Date Time Of Last Edit: 2013-06-06 15:21:58
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| [2013-06-06 15:18:43] |
| Crtfyd - Posts: 277 |
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yes, me too. Symbol, rollover should be next Thur, charts show "Symbol has expired, please Rollover" Also, has TransAct had data problems the last two days. Ive had gaps in my data, had to edit/delete several times and this morning to correct. Don't know if the twe are related. (vs 963)
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| [2013-06-06 15:23:16] |
| infpz - Posts: 826 |
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Crtfyd, please email me specifically what issues you had. I did not see anything as you described but would like to investigate. pz at infinityfutures dot com Thanks |
| [2013-06-06 15:30:23] |
| Sawtooth - Posts: 3976 |
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Equity index futures rollover is the Thurs before the 2nd Friday. http://www.cmegroup.com/trading/equity-index/rolldates.html FX futures rollover is 5 business days before expiration. http://www.cmegroup.com/trading/fx/rolldates.html Date Time Of Last Edit: 2013-06-06 16:26:04
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| [2013-06-06 15:42:14] |
| Crtfyd - Posts: 277 |
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infz, I assume you mean the data. I edit/deleted data to get the gap out. Yesterday it happened around 10:30est, and didn't correct til this morning, Then this morning data stopped at 8:29est and started again at 11:09est. It therefore missed the open so, it moved my open "line" to 11:09est, and I couldn't get it back to 9:30est open (even though the parameters were set to "line at 9:30es") I have since restarted several times and edit/deleted data, so its right now., But when it happens again, Ill take a screen shot. Here's a screen shot of the "symbol expires (hope it shows, cuz it fades out after a while) http://www.sierrachart.com/image.php?l=1370533309891.png |
| [2013-06-06 15:43:56] |
| infpz - Posts: 826 |
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Ok, please email me next time it happens (data gap) as I will need some of your account information. The rollover thing we are dealing with right is a separate issue. Thanks, PZ |
| [2013-06-06 15:45:42] |
| Crtfyd - Posts: 277 |
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Tomgilb, I don't get where you get that? right on the link you supplied it says rollover on 6-13-13
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| [2013-06-06 15:47:07] |
| Sawtooth - Posts: 3976 |
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Tomgilb, I don't get where you get that? right on the link you supplied it says rollover on 6-13-13
Today is Jun 6. Rollover is next Thurs. |
| [2013-06-06 15:52:13] |
| Crtfyd - Posts: 277 |
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Tomgilb, Yes right, Sorry I mis-read it
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| [2013-06-06 16:07:33] |
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Checking on this. To prevent the rollover. Go to the chart and select Chart >>Chart Settings and uncheck Automatically Rollover Futures Symbol. Next, go to the Symbol box and enter the June symbol and press OK. 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: 2013-06-06 16:17:50
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| [2013-06-06 16:21:23] |
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We have removed the rollover rules for the affected symbols until we determine why there has been a miscalculation. You can get the corrected rules by restarting Sierra Chart or going to Global Settings >> Symbol Settings. Press the Update From Server button. Wait for the button to reenable and then press OK. 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 |
| [2013-06-06 17:21:31] |
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Some users will have noticed a problem where historical data is missing in Intraday charts, in the case of TransAct. This is now resolved. If you notice missing data, refer to this help topic for instructions: https://www.sierrachart.com/index.php?l=doc/helpdetails7.html#RefreshWithData 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 |
| [2013-06-06 17:23:10] |
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We have determined why the rollover was not functioning correctly. This is now resolved. It was a simple programming error that was not detected earlier with testing. We have released version 984. To update select Help >> Download Current Version. 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 |
| [2013-06-06 17:51:23] |
| Crtfyd - Posts: 277 |
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I have now downloaded vs 984. After startup its says I'm on LIVE SERVER...all orders are LIVE ORDERS, The TRADE>"Disable Auto trading on startup" option is checked. TRADE>"Trade SIM mode on" is NOT checked. What does this mean? I don't want to trade from the charts, I do it from Transact. WHAT is LIVE? |
| [2013-06-06 17:54:44] |
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What this means is that any order you submit from Sierra Chart, will be a Live order. You do not have to submit any orders from Sierra Chart. However, if you enable Trade >> Trade Simulation Mode On, then the orders will be simulated even though you are connected to the Live server. 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: 2013-06-06 17:55:11
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| [2013-07-29 16:46:14] |
| Vergina Star - Posts: 9 |
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Gold (GC) rolled today to GCZ3 (December) contract and the front month is GCQ3 (August). CME posts the front months on their homepage. http://www.cmegroup.com/ Last month when I had a problem with the automatic rollover, similar to the previous posts on this page, I tried to turn off the Automatically Rollover Futures Symbol by UN-checking the option in Chart Settings. Even though I have the automatic rollover turned off in all my charts, it is still rolling over the symbol and also rolling over the symbol on the incorrect day. I do use the QuoteBoard to link to the Charts, but I do not see where I can turn off the Automatically Rollover Futures Symbol in the QuoteBoard settings. Everyday I have to change the symbols back to the correct month because they keep getting changed when I open the charts. Please help. |
| [2013-07-29 16:58:25] |
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we have adjusted the rollover rule to be 2 days before the delivery month. It was set to 3 days. We seem to remember that we had it 2 days previously and because of a late rollover, that you reported, we set it to 3 days. Although not sure about this. There is no way to disable rollover on the Quote Board. To get the updated symbol settings select Global Settings >> Symbol Settings >> Update from Server. Wait for the button to reenable and then press OK. Or you could just restart Sierra 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 |
| [2013-07-30 08:10:12] |
| Marmany - Posts: 303 |
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I rolled GC from Q to Z this morning as Z was showing a higher volume. Rather than having a fixed rule of 2 or 3 days, would it be possible for Sierra to roll automatically when at daily close forward month volume was greater than current month? |
| [2013-07-30 14:29:08] |
| Vergina Star - Posts: 9 |
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GCQ3 and MGCQ3. These products enter their delivery stage tomorrow (07/31/13). You should roll to the next liquid month. |
| [2013-07-30 17:18:19] |
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Sierra Chart does use volume to perform rollovers when building Continuous Futures Contract charts. Although this does not always work perfectly. Therefore, using a fixed time sometimes is better. In the case of automatically rolling over a symbol in a non-continuous futures contract chart is not so simple. 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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