Support Board
Date/Time: Sat, 12 Jul 2025 23:00:55 +0000
Futures Rollover Issue - Old contract loading except for current day has new contract
View Count: 284
| [2023-12-14 15:27:21] |
| Jaeden - Posts: 4 |
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I recently performed volume based rollover as I have previously done a few times with no problems. However, this time when I open Sierra in the morning, some of the charts load all the data from the previous contract except for the current day/session which is loaded with the new contract. It has done this every day since I rolled over on Monday (4 days ago). For example, Dec 14th has ESH24 data loaded, but every day previous has loaded with ESZ23. Even though rollover was performed Dec 11th. Some of the charts are fine and show all the data with the newest contract loaded up to and including the current day. Any help or advice would be much appreciated. Thank you! |
| [2023-12-14 16:13:56] |
| John - SC Support - Posts: 40857 |
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It sounds like your Continuous Futures Contract is set to one of the Date-based rollover options. The rollover date for ES is today (December 14, 2023). If this is the case, the since the official rollover date for the ES is today (December 14, 2023), the date will move each day until today. If you want the rollover date to be based on the Volume, then be sure to select a Volume-based rollover option. Refer to the information here: Continuous Futures Contract Charts: Continuous Futures Contract - Volume Based Rollover For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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