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Date/Time: Sat, 13 Apr 2024 09:00:14 +0000



[Locked] - Please Read: Continuous Contract Rollover Issues

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[2024-03-14 10:01:19]
Sierra_Chart Engineering - Posts: 13900
We have had many postings about various continuous futures chart issues at the time of rollover.

One issue reported to us is about a "gap". And then sometimes we are given a chart image.

In most cases if not all cases the chart image is not helpful. Since it does not meet our specifications.

We do not know whether you are referring to missing data or whether you are seeing an unexpected price change from one futures contract month to the next when using a Back Adjusted continuous contract option. A price change is completely expected when not using one of the Back Adjusted continuous contract options.

Providing us a complex chart image, cluttered with studies and drawings, and where we cannot see the futures contract month/year transition vertical line (Chart >> Show Rollover Dates), and we cannot see the timescale or symbol, just simply is not helpful. The image does not help. We have no idea what the problem being referred to us even is. Even though we may observe what looks like a gap. This is hard to tell because it is is being covered over with study lines. And Session Times filtering out data if you are only including the Day session, will result in a price gap from one session to the next. So we do not even understand what it is you are trying to show us in the chart or even if there is a problem to begin with.

If the issue has to do with the back adjustment not occurring at the rollover Date-Time, then follow through these instructions:
Continuous Futures Contract Charts: Basic Steps to Correct Invalid Back Adjust Amount for Most Recent Transition to New Contract Month

One of the steps is to update Sierra Chart. It is very important you are running the current version of Sierra Chart! If not, we cannot help you.

Part of the problem may relate to the fact that for a particular trade date the end of day data which is necessary to do the back adjustment is not available until closer to 6 PM US Eastern time that day. We are looking into how to resolve this particular issue.
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
Date Time Of Last Edit: 2024-03-17 03:26:01
[2024-03-15 03:54:36]
Sierra_Chart Engineering - Posts: 13900
This conclusion is wrong:

Part of the problem may relate to the fact that for a particular trade date the end of day data which is necessary to do the back adjustment is not available until closer to 6 PM US Eastern time that day.

This is not an issue at all because the settlement prices for the prior trade date are used for the back adjustment amounts on the date of rollover.

At this point we do not know what the cause of the issue that users are having but we believe it is related to the historical daily data. And we have not been able to reproduce the issue.
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
[2024-03-15 04:20:24]
Sierra_Chart Engineering - Posts: 13900
We have simplified these instructions here:
Continuous Futures Contract Charts: Basic Steps to Correct Invalid Back Adjust Amount for Most Recent Transition to New Contract Month

We have also put out a new version. 2615.
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
[2024-03-17 03:33:07]
Sierra_Chart Engineering - Posts: 13900
And for the record never at any point in time did we observe any problem with the Continuous Futures Chart functionality during this most recent rollover this March 2024 for CME index futures, when using a volume-based rollover.

A date-based rollover, you would see the rollover date change from day-to-day until Friday.
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

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