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Direct MessagesDate/Time: Sat, 04 May 2024 01:21:44 +0000
CL - VOLUME MISSING AFTER ROLL
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| [2021-04-16 04:15:35] |
| User462086 - Posts: 188 |
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CL rolled to the new contract today, from CLK21 to CLM21. After rolling, the volume being used for charts from 3/31 18:00 is for the new contract, not the old. Obviously the old contract's volume should be used until today. In the attached screenshot: - top chart is CLK21 (old contract) - bottom chart is CLM21 (new contract) - both charts are set to continuous contracts based on volume & back adjusted. > the top chart shows the volume from the CLK21 scid file > the bottom chart does not display this volume and instead displays the volume from the CLM21 file for these days Using v2247 |
 2021-04-16_12h53_17.png / V - Attached On 2021-04-16 04:14:32 UTC - Size: 89.37 KB - 179 views |
| [2021-04-16 12:35:51] |
| User462086 - Posts: 188 |
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After deleting the *.dly files for CL and reopening the same chartbook, the volume displayed correctly. The only thing that remains weird is that the rollover is being set at the start of yesterday's trading day, instead of today, when I got the alert to roll. Yesterday's intraday volume was higher on the old contract, and the price action was better on the old contract as well. How can the date of the rollover be changed from yesterday to today? Many thanks! |
| [2021-04-16 14:59:45] |
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Make sure you are using a volume-based rollover. You can also change the rollover settings in Symbol Settings for the symbol: Continuous Futures Contract Charts: Notes This is also affected by the Session Times: Continuous Futures Contract Charts: Setting Rollover Time to Match Session Times 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: 2021-04-16 15:00:45
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