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Date/Time: Sat, 28 Dec 2024 08:37:03 +0000



Missing data on intraday VIX chart

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[2016-02-29 21:27:48]
User787032 - Posts: 37
I use the CQG FIX data service via my broker, AMP Futures. Recently I subscribed to the VIX intraday data feed. I've noticed that on my Sierra Chart platform I'm missing some entries for the VIX intraday data. For example, on a 1 minute chart of the VXJ16 futures contract, although most of the bars are at 1 minute intervals, quite often there will be a gap of 2 or 3 minutes, or very occasionally, 5 or more minutes between bars.

I checked with support at AMP Futures and CQG and they suggested I contact you for any information regarding problems with this data feed.

Can you let me know if this is a known problem with VIX futures contracts, and/or if there is a solution that I can apply to fix it?
[2016-03-01 04:44:24]
Sierra Chart Engineering - Posts: 104368
We are working on this. Just give us about one 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
[2016-03-08 00:23:37]
Blue Brazilian - Posts: 42
Hi,

Any progress on this?
[2016-03-08 04:00:10]
Sierra Chart Engineering - Posts: 104368
AMP needs to enable the exchange for us, for us to be able to maintain historical data. We have not yet heard back from them on this. We contacted them again.

We have added some historical data. If you re-download the data in the chart you will get it now. Select Edit >>Delete All Data and Download.
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
[2016-03-09 20:30:31]
Blue Brazilian - Posts: 42
I contacted AMP Support today and they say that the exchange is already enabled. Can you check this again please?
Thanks.
[2016-03-09 20:54:59]
Sierra Chart Engineering - Posts: 104368
This is all done and ready.

Update Sierra Chart following the instructions here:

https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate

Update the Symbol Settings:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettings


Go to the chart and re-download the data with Edit >>Delete All Data and Download.
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: 2016-03-09 20:55:17
[2016-03-09 23:49:45]
Blue Brazilian - Posts: 42
Looks good now.

Thanks for your help.
[2016-03-09 23:58:34]
Sierra Chart Engineering - Posts: 104368
OK good.
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

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