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Direct MessagesDate/Time: Thu, 25 Apr 2024 08:02:47 +0000
wrong volume-based CL rollover
View Count: 668
| [2018-07-18 01:52:10] |
| User622163 - Posts: 17 |
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i performed a volume-based rollover for CL today and i noticed the continuous chart performs the rollover on the start of the 7/16/2018~7/17/2018 session. the CLQ18 daily volume for the 7/16/2018-7/17/2018 session is greater than the CLU18 daily volume for the same session. the daily volume for the 7/17/2018~7/18/2018 session is currently higher for CLU18 than CLQ18. so technically, the volume-based rollover should have been performed for the current session (7/17/2018~7/18/2018). let me know if i'm missing something. |
| [2018-07-18 16:54:40] |
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Are you referring to an Intraday chart or Historical Daily chart? To make sure the volume date is correct re-download the data for those two contract months following these instructions here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data 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: 2018-07-18 16:54:50
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| [2018-07-20 09:43:56] |
| User622163 - Posts: 17 |
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I am referring to both. The volume data is indeed correct. Based on the volume-based rollover function, the rollover should be performed on the date in which the daily volume for the next contract exceeds that of the current one. Sierrachart performs the rollover on the 7/16/2018-7/17/2018 session, in which the daily volume for the CLQ18 contract was actually greater than the CLU18 contract. |
| [2018-07-20 13:58:57] |
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One thing we notice is your Sierra Chart account is expired. You may also be using the wrong symbols. Scroll to the point in the chart where you see the rollover and provide an image of the chart or Trade DOM, by following these instructions: https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image Select "Global Settings >> Data/Trade Service Settings". What is the "Service" at the top left 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: 2018-07-20 13:59:15
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