Login Page - Create Account

Support Board


Date/Time: Wed, 12 Mar 2025 12:03:48 +0000



Live Cattle Continuous

View Count: 876

[2022-02-07 23:43:51]
User841161 - Posts: 258
I am trying to do a Continuous June Live Cattle Chart. The past few days are on charts higher than they should be.
Chart should look similar to attached chart.

https://www.sierrachart.com/image.php?Image=1644277157643.png
imageLEM22.png / V - Attached On 2022-02-07 23:42:07 UTC - Size: 28.73 KB - 166 views
[2022-02-08 01:07:04]
1+1=10 - Posts: 270
Hi. Fellow user here. By default, Sierra shows you the unadjusted prices of each separate futures contract. If you want to back adjust the prices of the prior months to where the current month opened then you can follow the instructions here:
Continuous Futures Contract Charts: Using Continuous Futures Contract Charts
[2022-02-08 04:25:27]
User841161 - Posts: 258
How about LEQ22- changed to date rollover and back adjusted. Has big candle for today, wrong prices for past days.

https://www.sierrachart.com/image.php?Image=1644294102388.png

Continuous chart should look similar to attached
Attachment Deleted.
imageLEQ22.png / V - Attached On 2022-02-08 04:24:42 UTC - Size: 29.41 KB - 153 views
[2022-02-08 11:57:44]
1+1=10 - Posts: 270
Yes, those LEQ22 prices are off if you compare to CME’s official prices here: https://www.cmegroup.com/apps/cmegroup/widgets/productLibs/esignal-charts.html?type=p&code=LE&title=AUG_2022_Live_Cattle_&venue=0&monthYear=Q2&year=2022&exchangeCode=XCME&interval=1

Based on the symbol format it looks like you might be using 3rd party data from Rithmic, CQG, Interactive Brokers, some of which have know historical data issues.

If you switch to the Sierra Chart Historical Data Service the data comes from Barchart which does have the right prices:
https://www.barchart.com/futures/quotes/LEQ22

Setup instructions:
Sierra Chart Historical Data Service

I could be wrong and SC Support will likely reply at some point and tell you more.
[2022-02-15 00:01:01]
Sierra Chart Engineering - Posts: 104368
We have spent a considerable amount of time looking into this thread, and other threads related to Continuous Futures Contract charts and we have to prepare documentation, related to this specific issue.

There is a limitation, when the contract month for the current symbol is not the active one.
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
[2022-02-15 13:45:04]
User841161 - Posts: 258
When do you expect documentation to be completed on this?
I try to look at continuous futures contracts charts on a daily basis, many times they are the current month charts.
[2022-05-02 20:28:07]
Sierra_Chart Engineering - Posts: 18750
We apologize for the long delay.

The basic rule is that a futures contract which is not the active contract but is the current symbol of the chart, may not be included in the Continuous Futures Contract chart. However, in the case of a Historical Daily chart, the last bar will include the current High/Low/Close data for that symbol.
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
[2022-05-08 11:26:43]
Sierra_Chart Engineering - Posts: 18750
Here is the documentation about this:
Continuous Futures Contract Charts: Issues When Symbol of Chart is not Current Contract and Expires Later
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

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

Login

Login Page - Create Account