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Date/Time: Thu, 25 Apr 2024 19:35:21 +0000



How to pick the highest volume futures contract?

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[2018-12-13 11:33:19]
User465507 - Posts: 74
If I'm within Sierra trying to pick which futures contract to open for some product I'm not familiar with I often won't know what's the most liquid product at any given time - some products trade every monthly but only have liquidity in specific months (quarterly). Is there some way for me to list the volume of each futures contract within sierra without starting to download heaps of data etc.?

I was thinking the best way for me to do this is to simply open the contract month that is closest to the current time and then turn on a volume-based rollover setting so that if it is a future month that's most liquid Sierra will automatically move it forward. Is this the best way?
[2018-12-13 11:39:45]
Sierra Chart Engineering - Posts: 104368
Best thing to do is simply to look at the current volume for the contracts on the Quote Board. So enter the future symbols on a Quote Board.
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: 2018-12-13 11:40:22
[2018-12-14 19:53:10]
traderacefly - Posts: 57
Trader Ticino has a very good video demonstration comparing expiring and new contract months in Sierra Chart:

https://www.youtube.com/watch?v=eDfcJ2gqTvE&t=1s

Btw, it includes a link to a downloadable chartbook.
Date Time Of Last Edit: 2018-12-14 19:56:45

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