Login Page - Create Account

Support Board


Date/Time: Thu, 31 Oct 2024 12:16:22 +0000



Correcting Problems with CTS 6E Futures Chart

View Count: 2750

[2016-01-14 09:37:05]
Sierra Chart Engineering - Posts: 104368
If you are user of the CTS FIX trading platform service with Sierra Chart, then you most likely are having problems with the 6E futures charts.

Follow the instructions below to solve these issues.

CTS is also working on some changes on their side to correct the historical data but those are not yet deployed for their FIX interface.

1. The first step is to update the Symbol Settings as explained here:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps


2. The next step is to apply these symbol settings to all of the 6E charts that you have open. Here are instructions for that:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateChartSettingsSteps

3. Disable error filtering as explained here:
https://www.sierrachart.com/index.php?page=doc/doc_ErrorFilter.html#DisablingErrorFiltering

4. Re-download the data in the Intraday charts by going to the chart and selecting Edit >>Delete All Data and Download. This only needs to be done once for an Intraday chart and once for a Historical Chart.

5. Adjust the historical data prior to 2016-01-09. This can be done with the Edit >> Adjust Data >> Adjust Price and Volume function:
https://www.sierrachart.com/index.php?page=doc/doc_AdjustingData.html

Make sure the Last Date-Time to adjust is set to 2016-01-09 00:00:00
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2016-01-14 09:39:49
[2016-01-19 16:32:52]
User91630 - Posts: 25
Hi, this fixed my intra-day charts of <1 hour. My 60 minute(and 480 minute) chart was not fixed however. I followed each step as close as I could several times with no luck. Could you please look at it for me?

It's in the EURO RTM chartbook, with the chart name of EURO HOURLY RTM.

Thank you.
[2016-01-20 04:07:06]
Sierra Chart Engineering - Posts: 104368
We are going to be working in the next day, for a proper solution to this. CTS has provided us that capability.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-01-20 12:08:05]
User91630 - Posts: 25
Ok thank you.
[2016-01-22 13:08:10]
User91630 - Posts: 25
Any update?
[2016-01-22 17:33:56]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. We are going to be working on this today, and will have it ready by the end of the day.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-01-22 21:46:06]
Sierra Chart Engineering - Posts: 104368
We were concerned this would be the case, but we were hoping this would be an easy solution and it was not.

The solution that CTS provided actually is something that is very complicated relative to how Sierra Chart handles the market data which is just storing the data as is and applying a multiplier.

We cannot spend more time on it now and there may not be a solution.

You really should not have a problem with the instructions. So we need to understand where there is a problem. Post an image of the chart that shows the incorrect price data:

https://www.sierrachart.com/index.php?page=PostingInformation.php#Image
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2016-01-25 19:10:38]
User91630 - Posts: 25
http://www.sierrachart.com/image.php?l=145374894135.png
Date Time Of Last Edit: 2016-01-25 19:11:23
[2016-01-25 19:15:02]
User91630 - Posts: 25
You can see the obvious error in the chart. I have tried the fix several times but it would not work on this 60 minute chart.

It is in the chart book titled EURO RTM, listed as the chart EURO Hourly RTM.
[2016-01-26 11:57:25]
Sierra Chart Engineering - Posts: 104368
We have clarified this step:


5. Adjust the historical data prior to 2016-01-09. This can be done with the Edit >> Adjust Data >> Adjust Price and Volume function:

5.1.0. Select File >> Disconnect.

5.1.1. Go to the Intraday chart for the 6E.

5.2. Select Edit >> Adjust Data >> Adjust Price.

5.3. Select Adjust Price and Volume.

5.4. Set the Price Multiplier to 10.

5.5. Set the Last Date and Time to Adjust to 2016-01-09 00:00:00.

5.6. Press the OK button to perform the adjustment.

5.7. This needs to be done for only one of the 6E Intraday charts.

5.8. Select File >> Connect to Data Feed.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2016-01-26 11:58:59
[2016-01-26 14:59:08]
User91630 - Posts: 25
Thank you seems to be working.
[2016-01-26 16:28:20]
User91630 - Posts: 25
Don't know if it helps, but I was still having problems beyond the current contract date. I then removed the back adjusted part of the continuous contract option, and it seems to have fixed that issue. So maybe a bug in the back adjustment?
[2016-01-26 18:16:12]
Sierra Chart Engineering - Posts: 104368
To correct the problem with the back adjustment, delete all the daily data files for the 6E/E6 symbols. Here are instructions:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloadingByDeletingFiles

Once that is done simply go to the chart and select Chart >> Reload and Recalculate.

The original instructions provided, did not have any consideration of Continuous Futures Contract charts.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2016-01-26 18:18:08
[2016-01-26 18:18:23]
Sierra Chart Engineering - Posts: 104368
There was a link missing from the prior post. It has now been added.
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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account