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Direct MessagesDate/Time: Fri, 26 Apr 2024 22:46:39 +0000
Currencies Rolled Early via Auto Rollover
View Count: 2210
| [2013-09-12 12:05:38] |
| infpz - Posts: 826 |
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They should roll this coming Monday (or Sunday night)
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| [2013-09-12 12:27:48] |
| Sawtooth - Posts: 3976 |
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The September ES contract is showing as Expired today, but it doesn't expire until the 3rd Friday. Today is rollover, not expiration.
Date Time Of Last Edit: 2013-09-12 12:34:04
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| [2013-09-12 12:30:02] |
| infpz - Posts: 826 |
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I think you mean September, but I see the same thing. The auto rollover is still correct on the indexes, but ESU3 is tradable until the open on 9/20. Link: http://www.cmegroup.com/trading/equity-index/rolldates.html |
| [2013-09-12 13:00:26] |
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We have adjusted the the currencies to rollover two days before the third Wednesday. When you restart Sierra Chart, you will get the updated settings. From what we can tell, this is how we had originally set it but it was changed back to 4 days before the third Wednesday. We have a feeling that we were told that the rollover was too late, previously, and then we made the adjustment to four days. We are going to leave it at two days before the third Wednesday. It is better that the rollover happens late for some reason, rather than early. 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 |
| [2013-09-13 14:54:00] |
| infpz - Posts: 826 |
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Also: TF did not roll into Dec
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| [2013-09-13 18:56:06] |
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We will set the rollover rule for TF to be the same as the CME stock index futures.
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 |
| [2013-09-13 19:00:29] |
| M5amhan - Posts: 468 |
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do yall have the auto-rollover to roll into the next contract when the volume has rolled as well?
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| [2013-09-13 19:16:51] |
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Volume-based rollover only works when using the Continuous Futures Contract feature or when joining Intraday data files.
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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