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Direct MessagesDate/Time: Mon, 29 Apr 2024 11:11:12 +0000
rollover
View Count: 969
| [2017-03-10 13:19:30] |
| User57210 - Posts: 121 |
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I have my ES futures chart set to [CBV]. There was more volume yesterday in March than June. Today we've traded more in June. My problem is that SC rolled my [CBV] charts when I opened the platform today, but did so starting YESTERDAY. Yesterday's price action should be a back-adjusted version of March trading, and it is not. It's the very low volume price action from the June contract trade.
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| [2017-03-10 15:08:50] |
| ElmStreetTrader - Posts: 48 |
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I had the same issue with the NQH7-CME to NQM7-CME yesterday. (In the attached image the two contracts are not continuous, just used them for representative purposes.) |
 Rollover.PNG / V - Attached On 2017-03-10 15:05:40 UTC - Size: 55.41 KB - 212 views |
| [2017-03-10 18:26:28] |
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Using the continuous contract volume based rollover option, we see the rollover occurs today: http://www.sierrachart.com/image.php?Image=148917031585.png Go to the chart and enable Chart >>Show Rollover Dates. Post an image of the chart following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image If there still is a problem, then re-download the data for the last two contract months following these instructions here: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading 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: 2017-03-10 18:28:02
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| [2017-03-10 18:32:41] |
| ElmStreetTrader - Posts: 48 |
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Here you go: (And I re-downloaded all the data this morning). Date Time Of Last Edit: 2017-03-10 18:34:15
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| Rollover2.PNG / V - Attached On 2017-03-10 18:32:04 UTC - Size: 72.1 KB - 228 views |
| [2017-03-10 18:53:42] |
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The rollover is occurring today (March 10) in that chart. No problem with that particular 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 |
| [2017-03-10 19:16:22] |
| ElmStreetTrader - Posts: 48 |
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Oh, ok. When it comes to re-downloading a contract file as you requested earlier, I have endless trouble. Normally takes about half an hour per contract, download speeds being between 5k and 30k while every other website I try at the same time works at my normal 450k (4meg line). About half the time the download eventually fails after a time-out. I have tried port 80 but it makes no difference. What do you think the problem could be? |
| [2017-03-10 19:25:13] |
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The rollover is controlled only by the Daily data files. Just open individual Historical Daily charts for the June contract and the March contract. Make sure there is no missing data in either of those charts. If there is just re-download the data with Edit >>Delete All Data and Download. And then go back to the Continuous Futures Contract chart where there is an incorrect rollover date and select Chart >> Reload and Recalculate. Historical Intraday data downloading should be very fast. Not sure why there would be a problem with that. Based on your description it sounds like an Internet connectivity 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 Date Time Of Last Edit: 2017-03-10 19:27:32
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| [2017-03-10 20:01:32] |
| ElmStreetTrader - Posts: 48 |
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The thing that is confusing according to what you're saying about rollover is that as you can see in the attached image the volume for March the 9th is the first day of the June contract when it should be the last day of the March contract.
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Attachment Deleted. Rollover3.PNG / V - Attached On 2017-03-10 20:01:04 UTC - Size: 69.67 KB - 228 views |
| [2017-03-10 20:56:38] |
| User57210 - Posts: 121 |
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See images. 1) Volume is higher on 3/9 in March. 2) The intraday [CBV] is obviously wrong.
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| DAILY VOLUME.png / V - Attached On 2017-03-10 20:54:35 UTC - Size: 59.17 KB - 213 views INTRADAY PROBLEM.png / V - Attached On 2017-03-10 20:54:43 UTC - Size: 64.41 KB - 207 views |
| [2017-03-10 21:17:42] |
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At this point, neither of you have followed our instructions. We asked for a chart image following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image Neither of you did that. We will not accept another image. In this particular case we do not need anything marked up on the chart. We asked you to enable Chart >> Show Rollover Dates. Neither of you did that. At this point there is no help we can provide because neither of you have provided proper evidence of a problem in the chart images you have posted. as you can see in the attached image the volume for March the 9th is the first day of the June contract when it should be the last day of the March contract. That is not clear because our specifications were not followed. Initially it looked as though there was missing data on March 9. But we think we understand what you are trying to show but it is an indirect way of doing it.The chart looks fine to us: http://www.sierrachart.com/image.php?Image=1489180455801.png In regards to post #9, we cannot help with those chart images because our specifications were not followed. Furthermore, if there still is a problem, then re-download the data for the last two contract months following these instructions here: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading That should definitively correct the problem. We would not expect any 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 Date Time Of Last Edit: 2017-03-10 21:19:11
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| [2017-03-10 21:22:13] |
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Also refer to this section here: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#DisplayingRolloverDatesContractMonths 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 |
| [2017-03-10 21:31:29] |
| User57210 - Posts: 121 |
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1)Just open individual Historical Daily charts for the June contract and the March contract.
2)Make sure there is no missing data in either of those charts. If there is just re-download the data with Edit >>Delete All Data and Download. 3)And then go back to the Continuous Futures Contract chart where there is an incorrect rollover date and select Chart >> Reload and Recalculate. I have done 1, 2, and 3. I'm terribly sorry to have not checked show rollover date, nor followed your image instructions. Hopefully I am in line with your requests now. Here is your image as requested: http://www.sierrachart.com/image.php?Image=1489181409887.png After completing all your required steps. We now come to an understanding that my prior logic and images told us already. We know that we should roll on 3/10, but obviously my charts OBVIOUSLY have rolled on 3/9. I'm not a new user. Your [CBV] rollover methods cause issues roughly 25% of rollovers. It needs improvement. |
| [2017-03-10 21:36:03] |
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There is definitely nothing to improve because we cannot even reproduce the problem as we have shown here: http://www.sierrachart.com/image.php?Image=1489180455801.png Therefore, the reason for the problem must have something to do with the Session Times. What are the Session Times in Chart >> Chart Settings for the chart 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 Date Time Of Last Edit: 2017-03-10 21:36:26
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| [2017-03-10 21:38:10] |
| User57210 - Posts: 121 |
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9:30:00 - 15:59:59 (EST)
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| [2017-03-10 21:42:54] |
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We are still not seeing a problem with those Session Times: http://www.sierrachart.com/image.php?Image=1489182129580.png The next step is for us to use a remote assistance session with you to understand why there is a reason for the problem. It must have something to do with the Historical Daily chart volume data. We tried calling now but there was no answer. 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: 2017-03-10 21:44:34
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| [2017-03-10 21:45:45] |
| User57210 - Posts: 121 |
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please call again. available now.
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| [2017-03-10 21:50:17] |
| ElmStreetTrader - Posts: 48 |
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01:00:00-00:59:59 (+2 SAST)
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| [2017-03-11 23:50:06] |
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We want to point out, there is a discussion in this thread from two different users. The cause of the issue is different in each case. This is creating confusion and also the customized instructions we give for one user are being followed by the other user. This is creating confusion and frustration for everyone involved. We called the the first user in this thread and corrected the problem within a minute following these instructions that we previously linked to in post #3 in post #10: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading So we gave the proper answer from the very beginning. But it was not followed. We do not know why? If these instructions were followed, you would have the problem resolved on your own quickly. Please follow our instructions we give. Regarding the session times: 01:00:00-00:59:59 (+2 SAST)
Using these reversed session times will result in a trading day starting in the prior day at the Session Start Time causing the rollover to be in the prior date. This is explained here: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months In regards to the slow data downloading mentioned in post #6, we now realize this is because you are using CTS. To dramatically improve this, use the Sierra Chart Exchange Data Feed: Sierra Chart Exchange Data Feed In response to post #16, the user was called and we followed the standard documented procedure to resolve the issue as we mentioned above. It was simple. During the telephone call we mentioned a potential problem that came to mind that we needed to look into. We did look into that and there was no problem/issue to begin with. 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: 2017-03-12 08:07:34
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| [2017-03-12 07:43:32] |
| ElmStreetTrader - Posts: 48 |
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I'm sorry to have caused all these problems for you, and for not following your instructions. As far as downloading is concerned: In regards to the slow data downloading mentioned in post #6, we now realize this is because you are using CTS. To dramatically improve this, use the Sierra Chart Exchange Data Feed:
I'm using Rithmic. It's an intermittent problem and I can always manage to download historical contracts eventually so I only asked the question in case there was some known issue with these types of downloads or something I was doing wrong.Sierra Chart Exchange Data Feed Sorry again. |
| [2017-03-12 07:48:17] |
| ElmStreetTrader - Posts: 48 |
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And this is very confusing: Regarding the session times:
01:00:00-00:59:59 (+2 SAST) Using these reversed session times will result in a trading day starting in the prior day at the Session Start Time causing the rollover to be in the prior date. This is explained here: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months Chart Session Times: Why Reverse Session Times?
The reason for reversing the Session Times is so that trading day begins in the prior day. This can be useful when creating chart bars like 24-hour bars that start in the prior day. If you were to set the period per bar to 1 Day, then the starting time of the chart bars will begin at the Evening Start time if Use Evening Session is enabled, or the Start Time if not using the evening session times. The bars will begin in the prior day and run all the way up to and include the day session End Time into the next day. Another reason for reversing Session Times is so that studies which depend on Session Times, start their calculations in the prior day and go through into the next day and finish with the end of the day session (End Time). Date Time Of Last Edit: 2017-03-12 08:08:10
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| [2017-03-12 08:11:39] |
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We apologize for thinking you are using CTS. We do see that you are using Rithmic. Apparently we were looking at the wrong user information or were confused for some other reason. So if historical data downloads are slow, we would strongly suspect it is a local issue on your side. Could be the Internet connection or the computer. Also update Sierra Chart to the latest version. Regarding the confusing information. We corrected it to this: Using these reversed session times will result in a trading day starting in the prior day at the Session Start Time causing the rollover to be in the prior date. This is explained here: For example, when using reversed Session Times, the March 10 trading day will begin at the start of the evening session on March 9. So if someone has the Session Start Time at 18:00 and the End Time at 17:59:59, then the trading day will begin March 9 at 18:00. 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: 2017-03-12 08:12:15
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