Support Board
Date/Time: Mon, 08 Sep 2025 16:25:09 +0000
Denali 6M Mexican Peso continuous chart is broken
View Count: 1095
| [2025-07-14 15:52:33] |
| juicebro - Posts: 100 |
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Is volume rollover being worked on? Grains markets like ZC and ZM taper off in volume well before the expiry date, so date based rollover is inappropriate for these markets. |
| [2025-07-14 16:50:29] |
| John - SC Support - Posts: 41659 |
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What you are seeing is probably due to the following, since you are looking at the December 2025 contract with a Continuous Futures Contract option: Continuous Futures Contract Charts: Issues When Symbol of Chart is not Current Contract and Expires Later For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-07-14 17:16:09] |
| juicebro - Posts: 100 |
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December is the current active contract month for ZM https://www.cmegroup.com/markets/agriculture/oilseeds/soybean-meal.quotes.html |
| [2025-07-14 19:12:44] |
| Sierra_Chart Engineering - Posts: 20840 |
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In the case of is ZM futures, there may be contract months, which are not actively traded, versus other contract months. Those need to be excluded from a continuous contract chart. Are you aware of any? We have not had a look at this. 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 |
| [2025-07-14 19:32:58] |
| juicebro - Posts: 100 |
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March, May, July, December are the main contracts for ZM. What do you think of a generic approach to solve this for all markets: - When a volume-based rollover is selected, the chart symbol becomes the contract with the highest volume regardless of the contract month the user had selected. - The chart then does not roll backwards to a previous contract in the off-chance that a previous unexpired contract trades the most volume. This is likely a temporary occurrence and should be ignored. - All volume rolls only compare against contracts with a later expiry than the current chart's contract. |
| [2025-07-14 19:46:47] |
| juicebro - Posts: 100 |
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Here's an alternative suggestion: Make it possible in Chart Settings for users to define the actively traded contracts. For example in ZM: H,K,N,Z
Sierra's servers can provide sane defaults. And volume-based rollover checks only for these contracts to exceed the chart's current contract. --------- I have no preference of my 2 suggestions. I just want a reliable volume-based rollover chart. I understand volume spikes and edge cases can make it tricky in theory, but I don't know how often they happen in reality. |
| [2025-07-14 20:18:59] |
| juicebro - Posts: 100 |
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Is the ZM issue the same as the 6M issue you solved earlier, excluding inactive contracts from the continuous chart? If so, it seems you already have the solution. I only suggest a generic/configurable approach because I watch many of these less common markets and I'd rather not go through this process again if/whenever I discover a problem in another market. I don't mind informing you if I discover it but my progress is getting blocked. Also I am not informed of the details of the "issue with a volume-based rollover" you mentioned in regards to ZC, so I don't know if the issue is contained to ZC or not, or what/why bug is even occurring. So my generic suggestions are not coming from a well-informed perspective. |
| [2025-07-15 17:00:20] |
| juicebro - Posts: 100 |
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Or I can give you a list of all the markets I watch and their active contract months. You can verify their correctness and make sure the servers reflect it. But again, I have no idea what the bug you mentioned for volume rollover is and what is/isn't relevant to it. All I know is the ZC volume-based rollover continuous chart skips at least 2 weeks of data, and that ZM is not treating December as the active contract even though it should. I worry that there are other symbols with similar bugs that I haven't caught, or that they will show up later when approaching rollovers. |
| [2025-07-16 16:16:27] |
| Sierra_Chart Engineering - Posts: 20840 |
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Please give us some time to review this. Please do not make any further postings as it is very hard for us to keep up. And also there is no bug. This is not possible. The continuous futures contract functionality operates in a very definite stable manner. Most likely we just need to adjust the symbol settings. That really would be the only possibility. 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: 2025-07-16 16:16:35
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| [2025-07-28 17:02:19] |
| juicebro - Posts: 100 |
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Can I get an extension on my subscription when it's fixed? I haven't been able to use sierra for 3 weeks and counting
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| [2025-07-28 22:04:59] |
| Sierra_Chart Engineering - Posts: 20840 |
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Yes no problem we will do that. Understand we are extremely busy and we will get to this as soon as we can. We should be able to spend time on this, this week. 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 |
| [2025-08-06 16:00:16] |
| Sierra_Chart Engineering - Posts: 20840 |
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We apologize for the delay on this. We are working on this now.
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 |
| [2025-08-06 20:35:56] |
| Sierra_Chart Engineering - Posts: 20840 |
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First, in order not to confuse things and overwhelm us which only results in slowing down our response, only raise an issue with a single symbol at a time. Otherwise, this is just going to get delayed and we keep pushing this back. Second, it is normal that the last day in the chart or the most recently added data, will always be for the contract month of the symbol of the chart. Regardless of whether that contract month is active. This is why you can see a large bar at the end the chart, and not necessarily right away but when new data is added. This is normal and will not change: Continuous Futures Contract Charts: Issues When Symbol of Chart is not Current Contract and Expires Later So we are not going to discuss that issue further. Do not chart the December contract at this time if it is not the active contract. Let us concentrate on ZC. The September contract is excluded from continuous contract charts. We are not sure whether that is right or not. We want you to use the SC Data Service (see below) And make sure you are running the current version: Software Download: Fast Update This is what we currently see and we see no missing data: https://www.sierrachart.com/image.php?Image=1754512460962.png Update to the latest version and re-download the data: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data ---- To access historical and streaming market data independent from your Trading service. Follow these instructions. Set "Global Settings >> Data/Trade Service Settings >> Current Selected Service" to "SC Data-All Services". Press "OK" And then translate the symbols in your Chartbooks in Sierra Chart using this "Edit' menu command: Edit Menu: Edit >> Translate Symbols To Current Service (Translate Symbols to Current Service) You can then use the data provided by Sierra Chart independent of your trading service. 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: 2025-08-06 20:37:06
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| [2025-08-06 20:51:35] |
| Sierra_Chart Engineering - Posts: 20840 |
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We had a close look at all the contract months for ZM: FHKNQUVZ None of them look unusually low with trading activity in the month or two before before the delivery month. So it seems like all months should be included. However, you do have the ability to control this. It is with this global symbol set in: Global Symbol Settings: Continuous Contract Months You just need to change that setting to custom and specify the month codes that you want in the continuous chart, and then reload the chart with Chart >> Reload and Recalculate. Also see our prior post. 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 |
| [2025-08-06 22:21:24] |
| juicebro - Posts: 100 |
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I'm currently switching to SC Data but I have many charts open so it will take a while for data to redownload. Regarding ZM: Second, it is normal that the last day in the chart or the most recently added data, will always be for the contract month of the symbol of the chart. Regardless of whether that contract month is active. This is why you can see a large bar at the end the chart, and not necessarily right away but when new data is added. This is normal and will not change:
Continuous Futures Contract Charts: Issues When Symbol of Chart is not Current Contract and Expires Later So we are not going to discuss that issue further. Do not chart the December contract at this time if it is not the active contract. How do you define the "active contract"? On July 14, when I shared the screenshot of ZM with the large bar, December was the contract with the most volume traded and December (ZMZ25) was already listed on the CME website as the "Globex Code." Denali 6M Mexican Peso continuous chart is broken | Post: 421103 Since I was using volume based rollover I expected the contract with the highest volume to be the active month. Date Time Of Last Edit: 2025-08-07 01:44:47
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| [2025-08-07 21:54:48] |
| Sierra_Chart Engineering - Posts: 20840 |
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Just stay on the Trading Evaluator. We will make sure all of the Symbol Settings regarding continuous contracts are correct for that service: I'm currently switching to SC Data but I have many charts open so it will take a while for data to redownload.
We want to do a thorough code review and give a proper technical answer to this: How do you define the "active contract"?
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: 2025-08-07 21:54:57
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| [2025-08-13 23:25:08] |
| Sierra_Chart Engineering - Posts: 20840 |
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We have added additional logging: 2025-08-13 19:22:33.105 | ZMH26-CBOT [CV][M] Daily #1 | Volume based rollover from ZMQ25-CBOT to ZMU25-CBOT occurs at 2025-07-18
This chart is using a volume-based rollover. For each symbol, we indicate if it is expired, active, or not active in the future. In this case, it is based on volume.
2025-08-13 19:22:33.120 | Unable to determine transition date based on volume from files: ZMU25-CBOT.dly, ZMV25-CBOT.dly 2025-08-13 19:22:33.121 | The ZMV25-CBOT.dly symbol may not be the active contract month. 2025-08-13 19:22:33.138 | Unable to determine transition date based on volume from files: ZMV25-CBOT.dly, ZMZ25-CBOT.dly 2025-08-13 19:22:33.139 | The ZMZ25-CBOT.dly symbol may not be the active contract month. 2025-08-13 19:22:33.152 | Unable to determine transition date based on volume from files: ZMZ25-CBOT.dly, ZMF26-CBOT.dly 2025-08-13 19:22:33.152 | The ZMF26-CBOT.dly symbol may not be the active contract month. 2025-08-13 19:22:33.160 | Unable to determine transition date based on volume from files: ZMF26-CBOT.dly, ZMH26-CBOT.dly 2025-08-13 19:22:33.160 | The ZMH26-CBOT.dly symbol may not be the active contract month. 2025-08-13 19:22:33.160 | ZMH26-CBOT [CV][M] Daily #1 | Symbols used for continuous contract chart: 2025-08-13 19:22:33.161 | ZMN24-CBOT. BeginDateTime=2024-04-29 00:00:00. EndDate=2024-06-26 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMQ24-CBOT. BeginDateTime=2024-06-26 00:00:00. EndDate=2024-07-24 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMU24-CBOT. BeginDateTime=2024-07-24 00:00:00. EndDate=2024-08-27 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMV24-CBOT. BeginDateTime=2024-08-27 00:00:00. EndDate=2024-09-03 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMZ24-CBOT. BeginDateTime=2024-09-03 00:00:00. EndDate=2024-11-19 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMF25-CBOT. BeginDateTime=2024-11-19 00:00:00. EndDate=2024-12-13 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMH25-CBOT. BeginDateTime=2024-12-13 00:00:00. EndDate=2025-02-19 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMK25-CBOT. BeginDateTime=2025-02-19 00:00:00. EndDate=2025-04-14 00:00:00. Expired 2025-08-13 19:22:33.161 | ZMN25-CBOT. BeginDateTime=2025-04-14 00:00:00. EndDate=2025-06-25 00:00:00. Expired 2025-08-13 19:22:33.162 | ZMQ25-CBOT. BeginDateTime=2025-06-25 00:00:00. EndDate=2025-07-18 00:00:00. Expired 2025-08-13 19:22:33.162 | ZMU25-CBOT. BeginDateTime=2025-07-18 00:00:00. EndDate=2025-08-28 00:00:00. Active 2025-08-13 19:22:33.162 | ZMV25-CBOT. BeginDateTime=2025-08-28 00:00:00. EndDate=2025-09-29 00:00:00. Not active. In the future 2025-08-13 19:22:33.162 | ZMZ25-CBOT. BeginDateTime=2025-09-29 00:00:00. EndDate=2025-11-27 00:00:00. Not active. In the future 2025-08-13 19:22:33.162 | ZMF26-CBOT. BeginDateTime=2025-11-27 00:00:00. EndDate=2025-11-28 00:00:00. Not active. In the future 2025-08-13 19:22:33.162 | ZMH26-CBOT. BeginDateTime=2025-11-28 00:00:00. EndDate=00:00:00. Not active. In the future 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: 2025-08-13 23:26:29
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| [2025-08-14 01:08:44] |
| juicebro - Posts: 100 |
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Ok but it's still unclear why December is not the active contract even though it currently has 2x the volume of the September contract. Does the volume-based rollover only compare current contract vs the next contract as defined in the Symbol Settings? Since ZM's default is FHKNQUVZ, July was compared only against August? And if so, does that mean that if I had removed August-November from the Symbol Settings, my ZM chart would've automatically rolled from July to December when December exceeds July's volume? i.e. there would've not been the large bar on ZMZ25 continuous chart because December becomes the active contract? |
| [2025-08-14 13:56:02] |
| Sierra_Chart Engineering - Posts: 20840 |
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Yes, you have identified what the issue is: Does the volume-based rollover only compare current contract vs the next contract as defined in the Symbol Settings?
Since ZM's default is FHKNQUVZ, July was compared only against August? Therefore, you need to set this symbol setting for the Futures symbol in the global symbol settings: Global Symbol Settings: Continuous Contract Months to the contract months that you only want included. And not include these contract months: 2025-08-13 19:22:33.162 | ZMQ25-CBOT. BeginDateTime=2025-06-25 00:00:00. EndDate=2025-07-18 00:00:00. Expired 2025-08-13 19:22:33.162 | ZMU25-CBOT. BeginDateTime=2025-07-18 00:00:00. EndDate=2025-08-28 00:00:00. Active 2025-08-13 19:22:33.162 | ZMV25-CBOT. BeginDateTime=2025-08-28 00:00:00. EndDate=2025-09-29 00:00:00. Not active. In the future 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 |
| [2025-08-14 14:20:52] |
| juicebro - Posts: 100 |
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Is the comparison using Open Interest instead of volume? My HOU25 continuous chart with automatic volume-based rollover says "Symbol needs Rollover" https://www.sierrachart.com/image.php?Image=1755180865792.png But HOU has the highest volume on CME's website. https://www.cmegroup.com/markets/energy/refined-products/heating-oil.volume.html Only the Open Interest is exceeded by the next contract but I'm getting the sierra chart message to rollover to the next contract. *I have not changed any of the default Symbol Settings Date Time Of Last Edit: 2025-08-14 14:28:18
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 ho-cme.png / V - Attached On 2025-08-14 14:20:22 UTC - Size: 74.67 KB - 12 views |
| [2025-08-14 15:06:17] |
| Sierra_Chart Engineering - Posts: 20840 |
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No open interest is definitively not used. Only the volume. It is possible that the October volume for heating oil went temporarily higher. At this time October volume is only a little behind September. Just ignore the message. Just ignore it. There is a reason why it is there. We cannot spend all this time and all of these little details. Nothing is perfect. But actually it is perfect. If you got the message then definitively the next month absolutely had higher volume for a period of time. You can also disable the notification to rollover based on volume: General Settings Window: Detect Rollover Of Current Futures Contracts Symbols Based On Real Time Volume (Global Settings >> General Settings >> Charts >> Symbol) We know there is nothing wrong with this functionality, and we will not spend any further time on this. 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: 2025-08-14 18:46:32
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| [2025-08-14 17:38:23] |
| juicebro - Posts: 100 |
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It is possible that the November volume for heating oil went temporarily higher.
Did you mean October? Because October is the next contract. If it compares against November that contradicts what you said earlier; that it compares only the current and next contract. I'm not expecting perfect I just want to know what the hell I'm looking at so I know how to account for it and adjust my process. |
| [2025-08-14 18:31:54] |
| juicebro - Posts: 100 |
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I'm going to hope/assume you meant October for my sanity. Please notify me when ZC symbol settings are fixed on Trading Evaluator. And that should be all for this support thread |
| [2025-08-14 18:45:56] |
| Sierra_Chart Engineering - Posts: 20840 |
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Yes we meant October heating oil (now corrected in the post above). We checked. That actually has higher volume now than September. As of about three or four hours ago.
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 |
| [2025-08-14 18:46:48] |
| Sierra_Chart Engineering - Posts: 20840 |
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We are checking on this now: Please notify me when ZC symbol settings are fixed on Trading Evaluator.
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 |
| [2025-08-14 18:50:38] |
| Sierra_Chart Engineering - Posts: 20840 |
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ZC settings for Trading Evaluator are the same we use for SC Data. So they do match. If you see any Issue with continuous contract charts for this symbol, let us know and we will see if any modification to those symbol settings are needed. We recommend re-downloading the data if necessary: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data For ZC these are the contract months which are included in a continuous contract chart: HKNZ 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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