Support Board
Date/Time: Wed, 25 Jun 2025 17:16:36 +0000
Rollover
View Count: 1648
| [2021-12-09 15:06:25] |
| User148596 - Posts: 217 |
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I have my chart settings set to "Continuous Futures Contract-Volume Based Rollover-Back Adjusted". But my charts all rolled to the March 22 contract. Currently March is only 30% of December's volume. Can you help me understand why I was rolled based on volume when volume is still below the current contract? Thanks. |
| [2021-12-09 16:53:27] |
| John - SC Support - Posts: 40605 |
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That is the Continuous Contract setting, meaning that it is using the Volume to determine where the rollover occurs for the back-adjustment calculations. This does not control when the front month rolls over. To control the roll-over of the front month by volume you would need to enable the setting for Global Settings >> General Settings >> General 4 >> Detect Rollover of Current Futures Contracts Symbols Based on Real-Time Volume. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-10 00:31:38] |
| User148596 - Posts: 217 |
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This was already selected (Global Settings >> General Settings >> General 4 >> Detect Rollover of Current Futures Contracts Symbols Based on Real-Time Volume) so I'm confused why my charts had rolled over when the volume in the current contract month was still greater than the upcoming contract month.
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| [2021-12-10 14:50:50] |
| User148596 - Posts: 217 |
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Can you please provide further guidance on this for me? I have the settings correct but was still prematurely rolled.
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| [2021-12-10 17:52:31] |
| John - SC Support - Posts: 40605 |
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Which symbol is this for?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-10 17:55:55] |
| User148596 - Posts: 217 |
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Currently it is on F.US.EPH22, previously F.US.EPZ21
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| [2021-12-13 20:54:53] |
| Sierra_Chart Engineering - Posts: 19998 |
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Make sure you do not have this setting enabled: Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-15 05:55:59] |
| User148596 - Posts: 217 |
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Okay that setting is enabled but I don't understand what I need to do to switch it in order to have the rollover take place automatically based on which contract has the most volume traded. That doesn't seem to be one of the option in the custom settings.
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| [2021-12-15 16:43:04] |
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Disable that setting. Do not use it. Refer to the link above for the documentation for it. There is no functionality for an automatic rollover, besides that setting which only does a rollover, when the chart is loaded or reloaded. 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 |
| [2021-12-15 16:49:29] |
| User148596 - Posts: 217 |
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Sorry I did read the link above. If there's no setting for automatic rollover then what is the setting under chart settings> Advanced Settings > Continuous Contract Volume based rollover, back adjusted used for?
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| [2021-12-15 17:24:43] |
| John - SC Support - Posts: 40605 |
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The setting chart settings> Advanced Settings > Continuous Contract Volume based rollover, back adjusted just controls how the rollover is handled at each contract for a Continuous Futures Contract. It does not control when the rollover occurs.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-12-15 17:28:29] |
| User148596 - Posts: 217 |
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Okay thank you for that clarification.
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| [2021-12-15 17:35:43] |
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Refer to: Continuous Futures Contract Charts: Automatically Rolling Over to Next Futures 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 |
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