Support Board
Date/Time: Wed, 27 Nov 2024 00:43:31 +0000
volume based rollover back adjusted problem
View Count: 1683
| [2014-06-23 12:48:21] |
| User22396 - Posts: 191 |
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Not sure if this is SC or an Iqfeed problem but I rolled QCLN14 to QCLQ14 this morning and the bars created have zero for the open for every bar prior to jun18... thanks |
| [2014-06-23 18:09:56] |
| User22396 - Posts: 191 |
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I am also having the same issue with building a volume based rollover back adjusted contract in RB and HO...seems the problem is occurring around the roll date
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| [2014-06-23 19:28:01] |
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the bars created have zero for the open for every bar prior to jun18... We are checking on this. However, make certain that all of your copies of Sierra Chart are using the current version. You can update with Help >> Download Current Version.Depending upon exactly what you are doing, for example sharing data files between different versions of Sierra Chart, you could notice something like this due to the new feature which stores bid and ask prices. I am also having the same issue with building a volume based rollover back adjusted contract in RB and HO. If you are referring to the Continuous Futures Contract feature in Sierra Chart, no rollover rules are defined for IQ Feed. So this feature cannot be used with IQ Feed unless you set up the rollover rules yourself.
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 |
| [2014-06-23 20:08:28] |
| User22396 - Posts: 191 |
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sorry for the lack of clarity... having the issues with build 1149... since IQfeed's continuous back adjusted contracts for QRB#C and QHO#C roll a bit later than i would like I have been using SC to build a continuous contract - volume based rollover back adjusted on the QRB## and QHO## so I can work to transitioning to the SC datafeed permanently...tryin to see how SC works to build a CC I have set my own rollover rules in the symbol settings for date based expiry... So I can no longer run different installs on my machine concurrently? i.e. SC1, SC2 etc thanks for the reply Date Time Of Last Edit: 2014-06-23 20:09:20
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| [2014-06-23 20:17:52] |
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We are not seeing this problem: to QCLQ14 this morning and the bars created have zero for the open for every bar prior to jun18...
Update Sierra Chart with Help >> Download Current Version. After the update re-download the data with Edit >>Delete All Data and Download. So I can no longer run different installs on my machine concurrently? i.e. SC1, SC2 etc Specifically tell us the problem you are having with the Continuous Futures Contract chart. Post an image of the chart by following these instructions: https://www.sierrachart.com/index.php?l=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 Date Time Of Last Edit: 2014-06-23 20:18:23
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| [2014-06-23 20:29:35] |
| User22396 - Posts: 191 |
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Here is a QCLQ14 (CBV) with a "show rollover date" you can see for 16jun thru 17jun the "open" of each bar is "0" http://www.sierrachart.com/image.php?l=1403555273738.png I will update and delete all data and see what results... Date Time Of Last Edit: 2014-06-23 20:30:27
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| [2014-06-23 20:35:07] |
| User22396 - Posts: 191 |
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here is build 1149 with delete all data... http://www.sierrachart.com/image.php?l=1403555682905.png |
| [2014-06-23 22:32:49] |
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Disable the Continuous Futures Contract feature on the chart. Do you see any problem with the opening prices after that? And to make sure you deleted the data properly, follow the instructions here to delete and re-download data for all contracts: http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading Really this problem does not make any sense. The data looks fine to us from IQ Feed. We have downloaded the data and see no problem with the opening prices and the Continuous Futures Contract feature is not going to alter the open prices like that. 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: 2014-06-23 22:33:34
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| [2014-06-24 13:10:48] |
| User22396 - Posts: 191 |
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I am on version 1149 and when i press 'download current version ' it downloads 1149 again...i thought if i am running current version it would just say 'no new version' ? also from the website is says 1148 is current version....so should i roll back to 1148? Date Time Of Last Edit: 2014-06-24 13:12:30
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| [2014-06-24 13:36:51] |
| User22396 - Posts: 191 |
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i installed 1150 and cleared out any QCL data file from "data" folder then did the delete all data for continuous contracts http://www.sierrachart.com/image.php?l=1403616964894.png Date Time Of Last Edit: 2014-06-24 13:37:46
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| [2014-06-24 13:53:33] |
| User22396 - Posts: 191 |
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choosing a non-backadjusted works fine
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| [2014-06-24 14:03:53] |
| User22396 - Posts: 191 |
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if i create a rollover rule to force the date based back adjusted to say something earlier than the 17th it seems to be working fine...as soon as i change to something after the 17th it has the "0" for open using build 1150 for example... number of biz days before biz calendar day before contract month = 6 business calendar day before contract month = 25 http://www.sierrachart.com/image.php?l=1403618548864.png number of biz days before biz calendar day before contract month = 5 business calendar day before contract month = 25 http://www.sierrachart.com/image.php?l=140361861440.png Date Time Of Last Edit: 2014-06-24 14:32:47
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| [2014-06-24 14:48:10] |
| User22396 - Posts: 191 |
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here is a historical daily QCLQ14 CBV http://www.sierrachart.com/image.php?l=1403621202201.png here is an intraday only 1 day QCLQ14 CBV http://www.sierrachart.com/image.php?l=1403621238118.png Date Time Of Last Edit: 2014-06-24 14:48:45
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| [2014-06-24 15:45:28] |
| User22396 - Posts: 191 |
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here is historical daily QRBQ14 CBV http://www.sierrachart.com/image.php?l=140362467051.png here is an intraday only 1 day QRBQ14 CBV http://www.sierrachart.com/image.php?l=1403624700699.png intraday only 1 day QRBQ14 CV http://www.sierrachart.com/image.php?l=1403624822558.png Date Time Of Last Edit: 2014-06-24 15:47:48
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| [2014-06-24 16:58:59] |
| User22396 - Posts: 191 |
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wouldn't the "intraday only" replicate the "intraday" charts? I was doing it to show that daily charts are building back adjusted correctly but intraday are not... will post some more examples |
| [2014-06-24 17:03:17] |
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1149 is the correct version. We have updated the version number on the website to indicate the correct version. Post an image of the CL July Intraday Chart showing the date of 6-18. Do not use the Continuous Futures Contract option. 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: 2014-06-24 17:03:34
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| [2014-06-24 17:04:43] |
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Please, we only need to see one single chart as we requested in the prior post: will post some more examples
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 |
| [2014-06-24 17:09:17] |
| User22396 - Posts: 191 |
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here is QRBQ14 CV 60min (non back adjusted) http://www.sierrachart.com/image.php?l=1403629484223.png and QRBQ14 CVB 60min (back adjusted) http://www.sierrachart.com/image.php?l=1403629526961.png here are some examples of date based rollover rule... QRBQ14 C 60min with a 10day rollover rule (number of biz days before contract month)non back adjusted http://www.sierrachart.com/image.php?l=1403629674582.png QRBQ14 CB 60min with a 10day rollover rule (number of biz days before contract month)back adjusted http://www.sierrachart.com/image.php?l=1403629562973.png |
| [2014-06-24 17:09:56] |
| User22396 - Posts: 191 |
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sorry didn't see your post will provide what you want to see...
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| [2014-06-24 17:10:35] |
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This is not what we need. This is what we requested: Post an image of the CL July Intraday Chart showing the date of 6-18. Do not use the Continuous Futures Contract option. Please post only a single chart. We cannot be looking at all of these images. You are providing too much information.
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: 2014-06-24 17:11:00
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| [2014-06-24 17:12:52] |
| User22396 - Posts: 191 |
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QCLQ14 60min http://www.sierrachart.com/image.php?l=1403629950616.png |
| [2014-06-24 17:22:12] |
| User22396 - Posts: 191 |
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is that what you are looking for or do you need lower time frame?
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| [2014-06-24 17:26:13] |
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This is not the July contract. We need to see the July contract.
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 |
| [2014-06-24 17:28:17] |
| User22396 - Posts: 191 |
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sorry... http://www.sierrachart.com/image.php?l=1403630948749.png Date Time Of Last Edit: 2014-06-24 17:29:14
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