Support Board
Date/Time: Fri, 28 Feb 2025 21:42:06 +0000
Urgent - questionable rollover calculation?
View Count: 930
| [2021-08-30 01:38:18] |
| User19165 - Posts: 346 |
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Today is rollover on the HKFE products. When I started SC to do my rollover adjustments for drawings, I looked in the message log to see the rollover adjustment amount to apply. There was all these error messages about getting the opening prices. So I restarted SC, enabled detailed logging for continuous contracts and the adjustment amounts for HHI and HSI both are saying zero. I'm dubious about it because that would be highly unusual to zero and let alone in both products. Can you please confirm this? I have tried to delete data on my continuous contract and force it to re-calc but I cannot seem to be able to trigger those error messages I saw on my first start up of the day. I need these drawings adjusted so I can trade today! |
| [2021-08-30 02:13:10] |
| User19165 - Posts: 346 |
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Triggering next historical data download in queue. | 2021-08-30 10:10:09.047
Mapping HSI-202108-HKFE to HSQ21. Service code: HongKongFutures.Exchange | 2021-08-30 10:10:09.047 HD Request # 3 | Downloading Historical Daily chart data for HSI-202108-HKFE. Starting date: 2021-08-25. Service: interactive_brokers.trading | 2021-08-30 10:10:09.051 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #2 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-08-30 10:10:09.051 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #2 | Reloading chart. | 2021-08-30 10:10:09.052 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #2 | Error while getting daily open price with date 2021-09-02 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202108-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.080 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #2 | Error while getting daily open price with date 0 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202109-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.080 HHI.HK-202109-HKFE-HKD-50 [CB] 465 Min #3 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-08-30 10:10:09.091 HHI.HK-202109-HKFE-HKD-50 [CB] 465 Min #3 | Reloading chart. | 2021-08-30 10:10:09.091 HHI.HK-202109-HKFE-HKD-50 [CB] 465 Min #3 | Error while getting daily open price with date 2021-09-02 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202108-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.100 HHI.HK-202109-HKFE-HKD-50 [CB] 465 Min #3 | Error while getting daily open price with date 0 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202109-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.100 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #6 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-08-30 10:10:09.123 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #6 | Reloading chart. | 2021-08-30 10:10:09.123 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #6 | Error while getting daily open price with date 2021-09-02 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202108-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.130 HHI.HK-202109-HKFE-HKD-50 [CB] 240 Min #6 | Error while getting daily open price with date 0 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202109-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.130 HHI.HK-202109-HKFE-HKD-50 [CB] 5 Min #5 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-08-30 10:10:09.435 HHI.HK-202109-HKFE-HKD-50 [CB] 5 Min #5 | Reloading chart. | 2021-08-30 10:10:09.435 HHI.HK-202109-HKFE-HKD-50 [CB] 5 Min #5 | Error while getting daily open price with date 2021-09-02 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202108-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.436 HHI.HK-202109-HKFE-HKD-50 [CB] 5 Min #5 | Error while getting daily open price with date 0 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202109-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.436 HHI.HK-202109-HKFE-HKD-50 [CB] 15 Min #5 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-08-30 10:10:09.437 HHI.HK-202109-HKFE-HKD-50 [CB] 15 Min #5 | Reloading chart. | 2021-08-30 10:10:09.438 ...... A whole bunch of these for every chart. HHI and HSI products on HKFE |
| [2021-08-30 07:36:06] |
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This is what we see: http://www.sierrachart.com/image.php?Image=1630308874920.png (Looks just fine) Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log We want you to re-download the data for the last one year of contract months for that chart following these instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data After about a minute provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog We will then determine what the problem is. 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: 2021-08-30 07:36:21
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| [2021-08-31 05:41:43] |
| User19165 - Posts: 346 |
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There definitely was something wrong yesterday (Monday) on the actual rollover day. None of my prices were back adjusted moving on to the SEP contract. The detailed logging for continuous contracts said the back adjustment was zero - in both HHI and HSI. Today that is not the case and the adjustment is huge. I haven't adjusted my drawings yet and I obviously can't go back in time. But here is a chart with the drawings unchanged and the correct back adjusting taking place today. I mark where this rectangle showed up yesterday morning (and where it supposed to be). I'll do the drawing adjustment today. There is without a doubt an issue here somewhere. Related to rollover on a Monday? Something timezone related? Just throwing ideas out there. |
Private File |
| [2021-08-31 07:25:25] |
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You must have changed the rollover settings for this contract. The date here is wrong: HHI.HK-202109-HKFE-HKD-50 [CB] 5 Min #5 | Error while getting daily open price with date 2021-09-02 from file. E:\Program Files (x86)\SierraChart\Data\HHI.HK-202108-HKFE-HKD-50.dly. Error: No Data for read. End of file. | 2021-08-30 10:10:09.436
Normal you should see: HHI.HK-202109-HKFE-HKD-50 [CB] Daily #1 | HHI.HK-202108-HKFE-HKD-50 Open price on 2021-08-28 is 8968. | 2021-08-31 03:23:45.819 HHI.HK-202109-HKFE-HKD-50 [CB] Daily #1 | HHI.HK-202109-HKFE-HKD-50 Open price on 2021-08-30 is 8938. | 2021-08-31 03:23:45.821 HHI.HK-202109-HKFE-HKD-50 [CB] Daily #1 | HHI.HK-202108-HKFE-HKD-50 price difference to HHI.HK-202109-HKFE-HKD-50 is -30. | 2021-08-31 03:23:45.821 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 |
| [2021-08-31 07:47:28] |
| User19165 - Posts: 346 |
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What I have is right now, as per my post previously. I have not adjusted any times to my knowledge. Today, I followed your steps from one of your links and updated the symbol settings from your server. We'll see how it goes next month in the roll...
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