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Direct MessagesDate/Time: Sat, 04 May 2024 17:01:09 +0000
Strange Futures Rollover
View Count: 652
| [2020-05-15 14:17:59] |
| Mattthespaniard - Posts: 41 |
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In light of recent events in the WTI crude oil market, many brokers advise customers to stop trading the prompt month well before its usual rollover date. In order to comply with this I forced a rollover of my CLM20_FUT_NYMEX contract into the new CLN20_FUT_NYMEX contract last monday and adjusted all chart drawings by the amount of the back adjustment. Normally, I wouldn't have to do this because my chart settings are: Automatically Rollover Futures Symbol ( checked ) Continuous Contract.... Continuous Futures Contract - Date Rule Rollover, Back Adjusted Well, 3 days later the fucker has readjusted itself back to the previous CLM20 and only showing the rollover since this morning, not Monday. All chart drawings are now misaligned again. This is inconvenient because the turmoil in the crude oil market is expected to continue and if the chart can't stay rollovered before and through the date the rule would have it to, then it's a problem. Is there anything that can be done ? Maybe unticking the automatic rollover ? |
| [2020-05-15 21:28:15] |
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First question, is the chart still set to CLN20_FUT_NYMEX? That symbol should not change. It will not go back to a prior contract month.
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: 2020-05-15 21:28:29
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| [2020-05-17 13:41:01] |
| Mattthespaniard - Posts: 41 |
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Let me explain what happens. Once I manually Performed Futures Symbol Rollover last Monday, it has stayed CLN20_FUT_NYMEX in the chart settings ever since. However, with the start of every new day, it erases the data belonging to that symbol for the previous day and refills it with data for CLM20. Then for the current day it loads CLN20 until the day is over, rinse and repeat. Specifically....... Monday roll over into CLN20 and the day runs, then Tuesday starts but all data for Monday reverts back to CLM20 and Tuesday is filled with CLN20 and runs for the day, then Wednesday starts and all data for Tuesday goes back to CLM20 meanwhile Wednesday is filled with CLN20 until the start of Thursday when that data is replaced by CLM20 and Thursday is filled with CLN20...... all meanwhile the specs for the chart settings remains CLN20_FUT_NYMEX. Let me say that I don't restart the software every day. I just disconnect and reconnect to data feed. |
| [2020-05-19 23:42:02] |
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We have looked into this, and the issue you are describing, is described here along with a solution: Continuous Futures Contract Charts: Current Day Always Uses Contract Month of Symbol of Chart 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: 2020-05-19 23:42:08
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