Support Board
Date/Time: Mon, 17 Mar 2025 11:38:59 +0000
Micro Crude Oil Data Incorrect
View Count: 467
| [2022-09-02 14:37:14] |
| ChrisH - Posts: 10 |
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Hello, SC v2431, Interactive Brokers + Denali CME Micro Crude Oil December futures contract (MCL-202212-NYMEX-USD) The bars on the 60 minute chart are different from CME data. Similar in structure, but prices are different by various amounts for each bar. The last price & bid/ask look correct. I've tried deleting & downloading the data but I get the same result. Thanks |
| [2022-09-02 18:37:33] |
| John - SC Support - Posts: 38678 |
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Refer to the following: Differences With Data and Chart Bars Between Services / Connections / Chart Types: 43.8 - Comparing Intraday Chart Bars For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-09-02 18:51:35] |
| ChrisH - Posts: 10 |
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Session times are correct. The high of today's session (8am est) is 89.70 in SC. I had a sell order at 88.89 that should have been filled based on the chart but wasn't. Looking at CME data, the high of the session (same time) is 88.40 |
| [2022-09-02 21:17:48] |
| User584084 - Posts: 268 |
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The high for Oct MCLV2 Micro Crude Oil was 89.70. The high for Dec MCLZ2 Micro Crude Oil was 88.40. Your order was to sell "CME Micro Crude Oil December futures contract (MCL-202212-NYMEX-USD)" at 88.89. So Dec Micro Crude Oil only reached a high of 88.40 which is why your order was not executed. I am using data from Interactive Brokers not Denali. I am on Package 11. I pulled up the TPO Market Profile Charts for Oct Micro Crude Oil Futures (IB symbol MCL-202210-NYMEX-USD) & the Dec Micro Crude Oil Futures (IB symbol MCL-202212-NYMEX-USD) in Sierra Chart. There is a problem with the Dec Micro Crude Oil Futures Chart in Sierra Chart. It is exactly the same as the Oct Micro Crude Futures Oil Chart. So something is definitely wrong with the symbol setting / data in Sierra Chart or IB. Date Time Of Last Edit: 2022-09-02 21:40:11
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| [2022-09-03 06:13:05] |
| Sierra_Chart Engineering - Posts: 18805 |
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No this is definitely not true: There is a problem with the Dec Micro Crude Oil Futures Chart in Sierra Chart. It is exactly the same as the Oct Micro Crude Futures Oil Chart. So something is definitely wrong with the symbol setting / data in Sierra Chart
They are not the same at all. Unless you happen to be looking at Interactive Brokers data? Are you looking at a Historical Chart or Intraday chart? 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: 2022-09-03 06:13:36
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| [2022-09-03 06:14:37] |
| Sierra_Chart Engineering - Posts: 18805 |
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Contact your broker about this: I had a sell order at 88.89 that should have been filled based on the chart but wasn't.
Only they can help you. 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 |
| [2022-09-03 08:16:30] |
| User584084 - Posts: 268 |
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Here is a screenshot of the Intraday Charts for Micro Crude Oil Futures for Oct and Dec in Sierra Chart. Look at the Title Bars and the data. I duplicated the Oct chart and then changed the chart symbol in the Dec chart from MCL-202210-NYMEX-USD to MCL-202212-NYMEX-USD. Then I deleted the data and downloaded the chart data. The charts are set to Continuous Futures Contract - Date Rule Rollover. See 1st link. It is happening when I change the Dec contract chart settings from 'None' to 'Continuous Futures Contract - Date Rule Rollover'. Before I make that change, the chart data is ok. See 2nd link. After I make the change, the Dec contract shows the Oct contract data. See 3rd link. #1 https://www.sierrachart.com/image.php?Image=1662194322763.png #2 https://www.sierrachart.com/image.php?Image=1662195398841.png #3 https://www.sierrachart.com/image.php?Image=1662195572491.png Date Time Of Last Edit: 2022-09-03 09:01:46
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| [2022-09-03 10:11:26] |
| Sierra_Chart Engineering - Posts: 18805 |
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You are hugely over complicating this by involving the TPO study, Volume Profiles, and the Continuous Contract option (the last one is the worst thing to be doing especially involving an inactive month). You need to understand the consequences of the configuration. Refer to: Continuous Futures Contract Charts: Issues When Symbol of Chart is not Current Contract and Expires Later When you want to understand the data in the chart for a particular contract month you need to look at a simple chart. Here is a simple chart of December micro crude oil: https://www.sierrachart.com/image.php?Image=1662199722427.png There is no problem whatsoever with the data. It is completely fine. It always is fine. It is not even possible for there to be a problem. and you cannot trust charts on the CME website because those are not their charts. Those are not a point of reference at all. We will fully disregard any comparison to charts on the CME website because those are not references under any circumstances. This case is closed. 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: 2022-09-03 10:25:54
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