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Direct MessagesDate/Time: Fri, 19 Apr 2024 14:44:17 +0000
Date Rule Rollover for VX Future is Incorrect
View Count: 1475
| [2019-04-18 10:47:39] |
| Rnn - Posts: 49 |
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Hi, The Date Rule Rollover for VX Future is Incorrect - for april it was rolled on the 11th instead of 17th , for march it was on the 14th instead of 19th My Continuous Contract is set to Date Rule Rollover My default rollover rule (symbol settings) for VX is : number of calendar days before friday count within contract month num of calendar days : 35 friday count within contract month : 3 What do I need to change it to for proper vx rollover dates? Thank you |
| [2019-04-18 17:54:23] |
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That is not the correct rollover rule. To restore it back to the default, follow these instructions: Global Symbol Settings: Update Global Symbol Settings After that go to the chart and select Chart >> Reload and Recalculate. 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: 2019-04-18 17:56:24
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| [2019-04-18 19:58:07] |
| Rnn - Posts: 49 |
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U mean update from server? I did that and it remains the same (after Reload and Recalculate) Date Time Of Last Edit: 2019-04-18 20:06:05
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| [2019-04-22 17:57:36] |
| Rnn - Posts: 49 |
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Should I Update from server or do a full reset to the symbol settings?
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| [2019-04-23 01:25:52] |
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Just an update is enough. The reason for the delay is we want to go through and test this ourselves and see why there might be a problem with the rollover date.
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 |
| [2019-04-23 22:00:11] |
| John - SC Support - Posts: 30956 |
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From what we see on the CBOE website, the Settlement date for the VIX is officially the Wednesday that is 30 calendar days prior to the 3rd Friday in the following month. Internally, we have set the number of Calendar Days to 35 in order to match up more closely with when the rollover would occur based on the Volume changes between the contracts. If you want, you can change the Symbol Settings for the VIX for how you would prefer to have it, which is probably just changing the Number of Calendar Days to 30. Just be aware, there is a change that will be occurring to the Symbol Settings in an upcoming version coming out in the next week or so that will force a redownload of the Symbol Settings, which will overwrite any change you make before then. If you change it after the update (the Symbol Settings has a new window layout, so it will be obvious) then it will keep your changes whenever the Symbol Settings are updated. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-04-24 04:44:10
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| [2019-05-24 09:49:46] |
| Rnn - Posts: 49 |
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Hi, there's still a problem that after I change the symbol settings it won't keep it (after 1-3 reloads of sierra the values return to 35) - it doesnt keep the changes as default can u please add a "save value to default" or just make it constant - thanks Date Time Of Last Edit: 2019-05-24 09:51:48
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| [2019-05-24 13:45:15] |
| John - SC Support - Posts: 30956 |
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You need to update to the most recent Pre-Release (v 1922), as there were some issues with retaining the customized symbol settings in the version you are running.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2019-10-23 20:19:14] |
| Rnn - Posts: 49 |
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Hi, I've just did an update after few months of not updating and the entire VX values are messed up, the historical data is changed and incorrect, totally different values can you please check it Date Time Of Last Edit: 2019-10-23 20:38:34
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| [2019-10-23 20:52:55] |
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We do not know what you are referring to. We need the exact symbol, and we need a detailed explanation of what you are referring to and an image of the chart. Instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage 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: 2019-10-23 21:01:21
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| [2019-10-23 23:27:33] |
| Rnn - Posts: 49 |
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Hi, I'm referring to the same future as discussed above - VX full symbol VXX19 the arrows are to show some of the incorrect values - the values in sierra right now as opposed to what it should be before the update Date Time Of Last Edit: 2019-10-23 23:30:09
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Private File |
| [2019-10-24 23:36:20] |
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The data is the data. It is not affected by the Sierra Chart version. Make sure you understand what contract month you are looking at each bar: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months There is no problem here. 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: 2019-10-24 23:36:44
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| [2019-10-25 20:46:46] |
| Rnn - Posts: 49 |
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Thanks for the check, I don't know the technical reason but there is a clear difference after I updated - I follow this symbol everyday so I know it quite well I've made a comparison to show you the difference - please check it on the attachment below How do I rollback to the previous sierra version I had so I can show you the difference from there as well please its an important chart for me - thanks again! |
 vx 25-10.PNG / V - Attached On 2019-10-25 20:46:41 UTC - Size: 122.61 KB - 277 views |
| [2019-10-28 11:51:52] |
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This screenshot is not helpful to us and does not follow our specifications: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage Make sure you know what contract months you are looking at, at each bar. Refer to: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months Maybe the problem is you need to set the rollover rules as you require in the Global Symbol Settings: Global Symbol Settings And also enable Global Settings >> Symbol Settings >> Use Custom Symbol Settings Values. 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: 2019-10-28 11:52:01
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| [2019-10-29 17:15:44] |
| Rnn - Posts: 49 |
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I checked and the problem is the same as I started the thread - that's why the low values I see now are higher than it should be - since the rollover dates are earlier than should be So the problem now is that after I custom change it to 30 days (please check John's comment above) the rollover date isn't actually changed (after reload and calculate and also restarting Sierra) So I think In one of your recent version updates something is preventing the custom change to take place Date Time Of Last Edit: 2019-10-29 17:19:04
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| [2019-10-29 23:04:33] |
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Did you do what we said at the bottom of post #14?
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 |
| [2019-11-04 15:08:34] |
| Rnn - Posts: 49 |
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Use Custom Symbol Settings Values helped - thanks!
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