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Date/Time: Fri, 20 Apr 2018 03:03:35 +0000



ES Rollover issue

Support Request:
[2017-12-07 18:09:01]
User57210 - Posts: 81
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]
Sierra Chart Engineering - Posts: 59264
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2017-12-07 19:04:22]
User57210 - Posts: 81
Automatically. In fact when I manually change the symbol BACK to December ES, it rolls it automatically back right away.
[2017-12-07 19:09:25]
Sierra Chart Engineering - Posts: 59264
Do not use the Chart >> Chart Settings >>Automatically Rollover Futures Symbol setting. You need to understand how that setting works:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#AutomaticallyRolloverFuturesSymbol

Uncheck that option.

It is not based on volume.

To get a notice to rollover based on volume, refer to:
https://www.sierrachart.com/index.php?page=doc/GeneralSettings.html#DetectRolloverOfCurrentFuturesContractsSymbolsBasedOnRealTimeVolume
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-07 19:20:41
[2017-12-07 19:15:36]
User71961 - Posts: 94
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?
[2017-12-07 19:20:56]
Sierra Chart Engineering - Posts: 59264
This is explained here:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#AutomaticallyRolloverFuturesSymbol

The official date-based rollover rule is being followed.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
Date Time Of Last Edit: 2017-12-07 19:21:08
[2017-12-15 13:35:11]
User57210 - Posts: 81
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]
Sierra Chart Engineering - Posts: 59264
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:
https://www.sierrachart.com/index.php?page=doc/GeneralSettings.html#DetectRolloverOfCurrentFuturesContractsSymbolsBasedOnRealTimeVolume

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. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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