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Date/Time: Mon, 25 Nov 2024 22:26:35 +0000



Numbers bars historical data

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[2024-01-30 14:28:23]
Jimmyy - Posts: 221
Trying to go back in time to get historical data for numbers bars but after a certain point (about 1 -2 months from now seems to be fine) the numbers bars data start to become incomplete and also incorrect.

Tried to delete and download data a few times, still didnt work.

Screenshot attached.

Thanks
Date Time Of Last Edit: 2024-01-30 14:29:07
imageScreen Shot Tue 01 30 2024 at 7.50 PM.png / V - Attached On 2024-01-30 14:27:01 UTC - Size: 44.86 KB - 50 views
imageScreen Shot Tue 01 30 2024 at 7.52 PM.png / V - Attached On 2024-01-30 14:27:06 UTC - Size: 42.25 KB - 44 views
[2024-01-30 17:55:20]
John - SC Support - Posts: 36283
The data is correct. You are looking at a Futures contract, which has a limited life, including a specific beginning. So what you are seeing is when the contract is first beginning to trade.

It sounds like you want a "Continuous Futures Contract". Refer to the following:
Continuous Futures Contract Charts
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-30 18:01:52]
Jimmyy - Posts: 221
Oh right. completely forgot about that.

Just in case if you know : which method should I use for the rollover in order for my futures chart to be exactly as the underlying ETF/Index chart ? I am not able to figure that out.


Thanks
[2024-01-30 18:32:42]
John - SC Support - Posts: 36283
There is not a simple answer to that. The one thing that you will want to do is to use the "Back Adjusted" options, so that the data maintains a consistent pricing across contracts. Refer to the following:
Continuous Futures Contract Charts: Understanding Back Adjusted Price Data and Comparisons

But whether you use the Date Based Rollover or the Volume Rollover is a personal choice.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-31 06:36:15]
Jimmyy - Posts: 221
I am using the date based rollover backadjusted but it seems to be not back adjusting. Theres a difference between the futures chart and the index/etf chart. Uploading the screenshot.

I tried to change the rollover dates, used the volume based rollover, deleted and downloaded data but none of it made any changes to the chart.
imageScreen Shot Wed 01 31 2024 at 12.02 PM.png / V - Attached On 2024-01-31 06:35:56 UTC - Size: 203.09 KB - 43 views
[2024-01-31 15:48:15]
John - SC Support - Posts: 36283
It does not look like you are viewing the full 24 hours of data for the Futures data. Make sure your Session Times are set to view all the data, otherwise you will see gaps. Refer to the following:
Chart Session Times
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2024-01-31 16:21:26]
Jimmyy - Posts: 221
I dont want the full 24 hours of data on my chart. Just want my futures chart (from 9:30 AM EST to 4:00 PM EST) in SC to match (the gaps) just like the underlying ETF/Index chart. Would that be possible ?
[2024-01-31 18:21:28]
John - SC Support - Posts: 36283
The general answer is no, it is not possible. You are comparing two different items, they are not going to be exactly the same.

The only thing we can tell you is to ensure that your Session Times are the same for both products so you are viewing the same time frames. Other than that, the data is what the data is.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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