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Rolling Over Positions and Orders at Contract Rollover in Continuous Contract

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[2022-12-05 18:06:33] #1 [Go To First Post]
PeaceFrog - Posts: 102
Thank you for taking the time to respond. In Spreadsheet System for Trading, with the Chart Settings set to Continuous Futures Contract – Date Rule Rollover, how can I have the System automatically move/ replicate open positions and working orders from the old contract to the new one at contract rollover? For example, if I have a long position with a working sell order at 13:59 on the last day of the December contract, how can I have the System to close the close/flatten all December positions and orders and then replicate the long position and working sell order in the March contract? Thank you very much.

[2022-12-05 22:02:17] #2 [Go To First Post]
John - SC Support - Posts: 31059
We do not have a way to do this. The only option would be for you to create a custom study to do what you are wanting. Refer to the following: Advanced Custom Study Interface and Language (ACSIL): Introduction For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-05 23:15:57] #3 [Go To First Post]
PeaceFrog - Posts: 102
Hi John, Thank you for getting back to me. So I found something Sierra Chart can’t do! I’m really surprised, I figured there would have been an option to roll positions and orders over when a contract rolls over somewhere in Chart Settings-> Advanced Settings. While I was trying different options to resolve this issue, I’m afraid I’ve done something to my Continuous Chart and now the value in Chart Settings, “Date Range In File (yyyy-mm-dd): From:” won’t go any further in the past than 2022-09-06 even though I have the radio button set on “Use Number Of Days To Load->Days To Set” set at 4780. This chart was working perfectly fine earlier today before I started trying to resolve the above issue. The last action I took was Edit->Delete All Data And Download->Select All-> Ok. I’ve spent a bunch of time trying to fix this, I closed the program and didn’t save anything, I’ve tried recreating the continuous chart in a new Chartbook but, again the earliest date I can go back is 2022-09-06. I have no idea what I’ve done. Any ideas? Thanks again John. I really appreciate it.

[2022-12-05 23:43:37] #4 [Go To First Post]
John - SC Support - Posts: 31059
You have nothing wrong. You can only set that date back to the beginning of the current contract. Therefore, you will not be able to change it further back. With the Continuous Contract you can not change the date to get more data. You just have to change the Number of Days to Load or set a Date Range. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-06 00:27:51] #5 [Go To First Post]
PeaceFrog - Posts: 102
I have "Number of Days to Load" set at "4780" for CAZ22 and I can only scroll back to 2022-09-15 15:00, whereas earlier today I could scroll back to at least 2012. This also affects my ability to for Chart Replay. Even if I have the date in Chart Replay set to 2015-02-07 8:39:00, the spreadsheet starts 2022-09-15 15:00:00.

[2022-12-06 14:37:26] #6 [Go To First Post]
John - SC Support - Posts: 31059
Make sure the Continuous Contract option is still set properly (Chart >> Chart Settings >> Symbol >> Continuous Contract). It sounds like this is not enabled. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-06 16:46:38] #7 [Go To First Post]
PeaceFrog - Posts: 102
Hi John, I’ve double and triple checked to make sure it is enabled and it is; Chart-> Chart Settings-> Advanced Settings-> Continuous Contract-> Continuous Futures Contract – Date Rule Rollover. One other thing I did while trying to resolve the first issue was Apply “Continuous Futures Contract – Volume Based Rollover”, but when that didn’t resolve it, I reapplied Continuous Futures Contract – Date Rule Rollover. It’s really weird, in the Continuous chart, when I go to Chart Settings and in “Date Range In File (yyy-mm-dd): From:” when I change the date from “2022-09-06” even to “2022-09-05” and press “Apply”, the field automatically changes back to “2022-09-06”. I get the sense that things changed when I went to “Edit-> Delete All Data and Download-> Select All-> Ok” but I don’t understand why that would alter things so dramatically. The symbol I’m using is: F.US.CA6Z22 and I haven't changed anything in Data/Trade Service Settings. I’m having the same issue in a normal, non-continuous, chart as well for symbol F.US.CA6Z22 but when I change “Date Range In File (yyy-mm-dd): From:” from “2022-09-06” to “2022-09-05”, I message box pops up saying: “Do you want to re-download Intraday data for the symbol to try to get more data to match the new “Date Range In File >> From” setting?” I’m starting to get concerned that something is really wrong. Thanks again for your time and help John. I really appreciate it.

[2022-12-06 18:04:56] #8 [Go To First Post]
PeaceFrog - Posts: 102
Hi John, I’ve noticed a couple of other things that are suspicious that hopefully offer a clue: 1. Now, when I open my chart for F.US.CA6U22 nothing loads (this is not a continuous chart). The screen is blank other than pop up boxes that say “Symbol is unknown. Click for symbol information. Request symbol was not found (internal message: System resolution error for F.US.CA6U22: InvalidSymbol) and in another pop up box “Download Failed Error downloading historical Intraday data for F.US.CA6U22. The symbol is unknown to the server. 2. On the continuous chart, in the chart window, the symbol is F.US.CA6Z22 [C], which should be continuous. I hope this helps. Thank you again.

[2022-12-06 19:40:33] #9 [Go To First Post]
John - SC Support - Posts: 31059
Our apologies - we simply did not notice that you were using CQG for your data. All of this is related to the CQG data. CQG does not have historical data for any previous contracts - they only have data for the current contract. Therefore, you will not be able to get any additional data than what you already have. We really recommend using our Denali Exchange Data Feed for your data - you can continue to use CQG for Order Routing. You can then also update to the latest release to ensure you have all the latest changes. Refer to the information for our Denali data feed here: Denali Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-06 22:22:26] #10 [Go To First Post]
PeaceFrog - Posts: 102
Hi John, I don't understand this. I thought I had this sorted a few months ago. I thought I was using the Denali Exchange Data Feed already, I mean, I've been paying for it monthly. I followed the link you sent and Activated 3. CME non-professional top-of-book for $1.25/ month and then I changed Data/ Trade Service Settings-> Current Selected Service-> SC Data - All Services [data] Everything seems to be working again but the symbol in the chart is different, it's now 6Z22-CME[M]. Could you please double check everything to make sure I have the right settings? Is this the lowest cost option for a Non-Professional who is looking for the most basic access to CME markets and access to historical data?

[2022-12-06 23:21:19] #11 [Go To First Post]
John - SC Support - Posts: 31059
You last had an active exchange in April of this year. It did not renew in March for some reason and you have not had the real-time data from us since then (or at least, you should not have). We can not explain what may have occurred, but we can move forward from here. The exchange you selected is the lowest cost option for the CME exchange. And yes, the symbols will change when you change services. But you can stay connected to your trading account and get the data from our Denali Exchange Data Feed. There is no reason to change your Current Selected Service - unless you want to. Refer to the following: Real-Time Exchange Data Feeds Available From Sierra Chart: Integration with Trading Services For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-07 18:44:03] #12 [Go To First Post]
PeaceFrog - Posts: 102
Hi John, So… I thought this was working and then I went to submit an order today on the DOM and when I did the DOM automatically changed to Simulation Mode, preventing the order from sending live. To be able to submit the order I had to change “Data/Trade Service Settings-> Current Selected Service-> CQG WebAPI [trading]” but when I do this the charts change back to only having history back to 2022-09-06. I’m at a complete loss. I don’t understand what’s going on. I’ve read and reread the link you shared and I just don’t understand where I’m going wrong. Can you please guide me step by step on what needs to be changed so my charts load the history and I can submit orders? Thank you.

[2022-12-07 21:57:17] #13 [Go To First Post]
John - SC Support - Posts: 31059
First, keep your Current Selected Service set to CQG, unless you have a strong need to change it. Then, the way to fix this is to select Edit >> Delete All Data and Download for each symbol (not for each chart). This will remove the spotty CQG data and re-download the data from our servers. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2022-12-19 20:08:54] #14 [Go To First Post]
PeaceFrog - Posts: 102
Hi John, Thank you. Things seem to be working well now. Really appreciate your help.

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