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Direct MessagesDate/Time: Sat, 20 Apr 2024 13:08:42 +0000
ES Rollover issue
View Count: 1248
| [2017-12-07 18:09:01] |
| User57210 - Posts: 121 |
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My charts (set to [CBV]) are rolling over to March 18 contract. This should not be happening since Dec 17 contract is still doing over 2x the volume. Please advise. I've also confirmed two other SC users who are also experiencing this. My data is CTS, the other users' data are: Sierra data and DTN IQFeed. Thanks. |
| [2017-12-07 19:02:14] |
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How is this happening? Did this happen automatically or did you see a message on the chart indicating the symbol requires rollover?
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 |
| [2017-12-07 19:04:22] |
| User57210 - Posts: 121 |
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Automatically. In fact when I manually change the symbol BACK to December ES, it rolls it automatically back right away.
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| [2017-12-07 19:09:25] |
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Do not use the Chart >> Chart Settings >>Automatically Rollover Futures Symbol setting. You need to understand how that setting works: Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) Uncheck that option. It is not based on volume. To get a notice to rollover based on volume, refer to: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) 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: 2017-12-07 19:20:41
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| [2017-12-07 19:15:36] |
| User71961 - Posts: 144 |
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even if this is the case...when SC loads today...why would H8 be chosen as the current ES contract...when Z7 volume is still significantly greater?
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| [2017-12-07 19:20:56] |
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This is explained here: Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) The official date-based rollover rule is being followed. 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: 2017-12-07 19:21:08
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| [2017-12-15 13:35:11] |
| User57210 - Posts: 121 |
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Hey guys, Was very happy with the solution you guys put forward in the thread here. Unfortunately it does not seem to be so great in practice for me. Crude today has more volume in Feb contract, and my January charts are not giving me any "alert" or prompt to rollover. Side note my chart of the Euro DID prompt me to rollover. Nothing for CL though. |
| [2017-12-15 19:32:47] |
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This is because a date-based rollover rule for CL has not been met. There is this option to give a notice to rollover based on volume: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) But we see it is not working in the case of CL today. We have resolved this and it will be out in the next release. 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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