Support Board
Date/Time: Thu, 26 Dec 2024 13:17:10 +0000
Brent Crude Oil Calendar Spread
View Count: 2135
| [2015-12-01 13:46:04] |
| User382041 - Posts: 8 |
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Hi, I am trying to retrieve the charts for the Brent Crude Oil Calendar Spread Jan16 Feb16, but I can only get two day's worth of data. The feed that I am using is 'EasyScreen [Data]'.I would also like to be able to access the prices for the other months that are on the drop down list however the others simply come back with 'download failed'. Any help would be greatly appreciated. Thanks. |
| [2015-12-01 17:52:50] |
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The spread data begins November 30, 2015. We do not have access to historical data other than for CME spreads and the CME spread historical data has not yet been added.
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 |
| [2015-12-01 18:31:45] |
| User382041 - Posts: 8 |
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That would be great because i'd particularly like to trade the WTI spreads. When will the CME spreads data be added please?
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| [2015-12-01 18:39:39] |
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Assuming there are no problems, we can have the spread historical data added by Monday of next week.
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 |
| [2015-12-01 19:06:08] |
| User382041 - Posts: 8 |
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Great, thanks. The sooner the better!!!
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| [2015-12-02 18:10:59] |
| i960 - Posts: 360 |
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Please note: the vast majority of liquidity and volume for Brent spreads is on ICE Europe. The copycat contract (which is really implied from ICE prices) on CME will not compare.
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| [2015-12-02 20:25:20] |
| User382041 - Posts: 8 |
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Ok thanks. So is it reasonable to expect accurate historical data for wti spreads (cme) and/or historical data for brent spreads (ice europe) by monday 7th December? It is these two data sets, from their respective exchanges, that i am looking for. |
| [2015-12-03 04:14:09] |
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The response given post #6 is from a user. Historical data for ICE Europe spreads will only start approximately 2015-11-30. Historical data for CME spreads will start about two months prior to that once we load in more historical data. In all cases the historical data is accurate. 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 |
| [2015-12-03 08:03:56] |
| i960 - Posts: 360 |
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Good to hear ICE spreads are up. Is that the case for ICE US and Liffe? BTW I should clarify: when I meant will not compare I didn't mean in accuracy I only meant in volume and liquidity. |
| [2015-12-03 08:53:29] |
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The ICE spreads we are referring to is for the Easy Screen data feed for users in the UK. ICE spreads for other Sierra Chart users are not going to be available probably until January or February when the new Barchart Open Feed becomes available. 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 |
| [2015-12-11 05:49:10] |
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Letting you know, we are complete with support for spreads for the Easy Screen data feed. Update to the latest version with Help >> Download Current Version. You will see the spread symbols in File >> Find Symbol >> Futures Spreads. If there any contracts you want added simply let us know here. We have added in history back to September for CME spreads. ICE spreads have history only starting back the last 2-3 weeks. For the time being only simple calendar spreads are supported. Not more advanced strategies because there is no way for us to look up the more advanced ones from the Easy Screen FIX connection. So we have to generate the calendar spreads on the client-side and we do not have any functionality to generate anything more sophisticated than those. 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: 2015-12-11 05:50:00
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| [2015-12-11 09:02:40] |
| User382041 - Posts: 8 |
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Thanks for this. I have downloaded the current version however I keep getting 'Download Failed' each time i try to open any of the spreads in a historical chart. Is there something that I am doing wrong? Thanks. |
| [2015-12-11 09:23:17] |
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Only Intraday charts are supported for spreads. Not Historical Daily charts at this time but we will see if we can enable those. However, there is not going to be much history.
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 |
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