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Date/Time: Sun, 28 Apr 2024 20:49:16 +0000



Futures roll

View Count: 114

[2024-03-15 19:30:37]
arruga - Posts: 249
https://www.sierrachart.com/image.php?Image=1710530884924.png


IB, MES-202406-CME-USD
Volume based roll, back adjusted... It's not working... It doesn't matter what roll option I choose, it always generates the same roll gap
[2024-03-15 19:57:18]
John - SC Support - Posts: 31159
Please update to the latest release (v 2615) by following these instructions:
Software Download: Fast Update

And then follow the instructions at the following link:
Continuous Futures Contract Charts: Basic Steps to Correct Invalid Back Adjust Amount for Most Recent Transition to New Contract Month
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-03-24 23:37:22]
arruga - Posts: 249
ES got fixed
But now having the same issue with MBT:

https://www.sierrachart.com/image.php?Image=1711323329155.png


I followed all the steps here Continuous Futures Contract Charts: Basic Steps to Correct Invalid Back Adjust Amount for Most Recent Transition to New Contract Month

Issue is not resolved.. gap persists
[2024-03-25 13:38:22]
John - SC Support - Posts: 31159
The rollover for the March contract for MBT has not occurred yet, and you are trying to look at the April contract. This is true for both the date based (last Thursday of the contract month) and the volume. Refer to item 3 at the following link:
Continuous Futures Contract Charts: Incorrect Rollover Date
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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