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Bug in sc.ContractRolloverDate variable

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[2019-03-14 18:48:52] #1 [Go To First Post]
rahul - Posts: 160
Hello, the "sc.ContractRolloverDate" does not display the correct rollover date based on the global settings. Please check this variable.

[2019-03-14 23:58:37] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Update to prerelease 1883 and see if you still notice this. If this has to do with the rollover rules for CME stock index futures, then on the version you are running you may get a rollover date which is 1 week later. This is because of the early rollover which was occurring due to the strict rules. So we adjusted it one week forward in the case of when the third Friday is in the first half of the month but we changed that to just one day forward. 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

[2019-03-15 00:04:31] #3 [Go To First Post]
rahul - Posts: 160
Thanks I am running 1882. I will update and report tomorrow. No I am getting a date in 1899 year (something like that, I don't remember correctly). This occurred when I changed the rollover date for the stock index futures from 8 days (default) to any other value less than 8.

[2019-03-15 00:34:17] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Ok this is a different issue and that will be resolved 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 Date Time Of Last Edit: 2019-03-15 00:34:35

[2019-03-15 12:22:29] #5 [Go To First Post]
User90125 - Posts: 715
If this has to do with the rollover rules for CME stock index futures, then on the version you are running you may get a rollover date which is 1 week later. This is because of the early rollover which was occurring due to the strict rules. So we adjusted it one week forward in the case of when the third Friday is in the first half of the month but we changed that to just one day forward. Possible to allow for user defined rollover dates? Or at least for users to adjust this date (without having to tweak the underlying .xml file)?

[2019-03-16 09:19:55] #6 [Go To First Post]
rahul - Posts: 160
Have you been able to replicate my issue? Can you please add a read only variable for "Number of Calendar Days" (in this case = 8), which is a Symbol Global Setting? I have attached the image of what I am referring to. Date Time Of Last Edit: 2019-03-16 12:34:13


Untitled.png / V - Attached On 2019-03-16 12:06:06 UTC - Size: 19.32 KB - 305 views

[2019-03-22 19:48:22] #7 [Go To First Post]
rahul - Posts: 160
Hello has this issue been fixed? I have noticed when I manually change the rollover date, SC defaults to 8 days (for index) again next trading day.

[2019-03-22 20:18:17] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In the latest prerelease we did resolve the problem with sc.ContractRolloverDate sometimes not being set. I have noticed when I manually change the rollover date, SC defaults to 8 days (for index) again next trading day. We are not sure what you mean by this. ACSIL cannot access the rollover settings for a futures contract symbol. That's not something that would be added. That is involved. 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: 2019-03-22 20:18:35

[2019-03-22 20:25:35] #9 [Go To First Post]
rahul - Posts: 160
What I mean is this: When I edit the Global Symbol settings, under the rollover tab for Index Symbols I have it set to: Rollover Rule: Number of Calendar Days Before Friday Count Within Contract Month Number of Calendar Days: 4 (Default = 8) Friday Count Within Contract Month: 3 What I have noticed is that when I change the "Number of Calendar Days" from the default value of 8 to something else, after a couple days of using SC, I notice that it has defaulted to 8 again. I don't want the value to change from what I set it as. Date Time Of Last Edit: 2019-03-22 20:26:35

[2019-03-22 20:32:12] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This will be solved in an upcoming release. It still may be about a month away though. 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: 2019-03-22 20:32:33

[2019-03-22 20:36:13] #11 [Go To First Post]
rahul - Posts: 160
Thank you. Please keep me posted. This bug has lost me a lot of money in the rollover last week.

[2019-04-07 12:21:29] #12 [Go To First Post]
rahul - Posts: 160
Just following up: 1. Has the "sc.ContractRolloverDate" bug that does not display the correct rollover date based on the global settings been fixed? 2. I have noticed when if manually change the rollover date, SC defaults to 8 days (for index) again next trading day - has this been fixed? Are both fixes in version 1894? quick update: I noticed when I update SC to the newer version, SC defaults to 8 days again. Please fix this. The value should stay at the user set value. Date Time Of Last Edit: 2019-04-07 14:29:36

[2019-04-08 19:22:38] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
1. The only issue that we fixed is where sc.ContractRolloverDate could be 0 under certain conditions. This has been resolved already. There are no other issues with this variable. There was also an issue in one particular Sierra Chart revision where the rollover date for stock index futures which had a rollover date in the first half of the month, was being set a week ahead. This has been resolved. 2. This is part of a very involved task and is not likely to be done still for weeks from now. The conditions under which it could get reset are explained here along with a solution: https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#PreventingAutomaticUpdatingOfSymbolSettings 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: 2019-04-08 19:31:17

[2019-04-09 09:41:34] #14 [Go To First Post]
rahul - Posts: 160
Thank you. So to recap my pending issues: 1. If we manually change rollover date for index futures, it defaults to 8 again. 2. When we update SC to a new version, it defaults to 8 again. 3. I think SC pushes updates to they symbol settings every week, because randomly some day of the week it defaults to 8 again. Some days it stays with my user assigned values and some days it defaults to 8 again. I haven't figured out which day of the week it does as its random. For now to avoid this issue, when we are close to contract rollover I look at this setting every morning when I start up Sierra Chart. Please let us know when this issue is resolved, so we can update to the new version.

[2019-04-23 19:03:48] #15 [Go To First Post]
rahul - Posts: 160
Hello, following up to see if these issues in my post above have been resolved.

[2019-04-23 21:25:09] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are very close to getting this released. We expect it will be next week. 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

[2019-04-25 16:57:44] #17 [Go To First Post]
rahul - Posts: 160
Hello, going back to the first issue, which you had mentioned was fixed...has not been fixed. If I change the number of days in the Symbol Global Settings, the sc.ContractRolloverDate variable does not update. The only way it updates, is if I completely shut down Sierra Chart and restart the application. Can you please fix this so I don't need to restart. This was my first issue. This is different from the other issues listed below: So to recap my pending issues: 1. If we manually change rollover date for index futures, it defaults to 8 again. 2. When we update SC to a new version, it defaults to 8 again. 3. I think SC pushes updates to they symbol settings every week, because randomly some day of the week it defaults to 8 again. Some days it stays with my user assigned values and some days it defaults to 8 again. I haven't figured out which day of the week it does as its random. Date Time Of Last Edit: 2019-04-25 17:00:19

[2019-04-25 19:43:58] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
If I change the number of days in the Symbol Global Settings, the sc.ContractRolloverDate variable does not update. The only way it updates, is if I completely shut down Sierra Chart and restart the application. Can you please fix this so I don't need to restart. We never said that what you specifically are describing here has been resolved. This behavior does make sense. For the chart to receive updated symbol settings, you need to go to Chart >> Reload and Recalculate. 1-3. while in general we understand what you are saying and there can be an issue with this under certain conditions, the way you describe this is not technically correct. The solution is still about a week away we expect for the user changes to symbol settings to always remain. 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: 2019-04-25 19:45:11

[2019-05-03 13:14:23] #19 [Go To First Post]
rahul - Posts: 160
Hello, just following up to see if the solution is implemented, i.e. user changes to symbol settings to always remain

[2019-05-05 17:45:08] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Development is still ongoing. There still is more work needed. 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

[2019-05-05 19:48:39] #21 [Go To First Post]
rahul - Posts: 160
Okay thank you for working on this. One more request: When you do fix this, can you please create a read-only variable to read the "Number of Calendar Days" and "Friday Count Within Contract Month" fields in the Rollover tab of the Global Symbol Settings.

[2019-05-14 13:25:45] #22 [Go To First Post]
rahul - Posts: 160
I will stop asking. Please just post here when its ready.

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