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Direct MessagesDate/Time: Mon, 06 May 2024 04:33:08 +0000
early rollover for CME equity indices
View Count: 894
| [2019-03-07 00:54:38] |
| User753428 - Posts: 158 |
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I have 'Detect Rollover of Current Futures Contracts Symbols Based on Real Time Volume' on and 'Automatically Rollover Futures symbol' on. I was prompted to rollover ES, NQ, YM, RTY today but daily volumes for the March contracts are still higher than the June contracts so I'm not entirely sure why I am being asked to rollover. |
| [2019-03-08 07:23:36] |
| User753428 - Posts: 158 |
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Also, I noticed if your chart time zone is set to an Asian time zone, the rollovers for futures in US exchanges are set 1 day too early. I know the easy solution is to simply change the chart time zone to EST or CST but I use 1 order entry chart + DOM for all symbols (from CME, EUREX, HKEX) to save computer resources. So it's cumbersome to change my chart's time zone every time I change symbols to one that is from an exchange on a different continent. |
| [2019-03-08 07:40:29] |
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The reason for this is because you have the setting enabled: 'Automatically Rollover Futures symbol'. But there would be no prompt, the rollover would just simply happen when you reopen the Chartbook or reload the chart. We cannot help with post #2. The behavior you see is 100% correct. Update to version 1882. We adjusted the rollover rule for the CME equity indexes to avoid the early 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 Date Time Of Last Edit: 2019-03-08 07:40:57
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