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Date/Time: Fri, 27 Dec 2024 15:53:25 +0000



Volume per bar gives different results with the same chart settings.

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[2016-04-03 15:01:36]
User503358 - Posts: 50
I set Volume per bar period with 19 000 000 as volume and get 3 bars (2 of 19M and 1 of 982K, see pic1 and pic2). Then I change volume with 38 000 000 and get 1 bar (35705K, see pic3 and pic 4). Why I don't get 2 bars 38mln + 982K?
imagepic1.jpg / V - Attached On 2016-04-03 14:51:11 UTC - Size: 150.01 KB - 345 views
imagepic2.jpg / V - Attached On 2016-04-03 14:51:21 UTC - Size: 61.17 KB - 330 views
imagepic3.jpg / V - Attached On 2016-04-03 14:51:35 UTC - Size: 149.66 KB - 323 views
imagepic4.jpg / V - Attached On 2016-04-03 14:51:55 UTC - Size: 60.68 KB - 320 views
[2016-04-07 06:29:54]
Sierra Chart Engineering - Posts: 104368
We apologize for the delay. We need to go through a test to determine why this is the case.

It would not be surprising to see small differences when working with large volume numbers due to floating-point error but not this extent of difference.
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
[2016-04-08 05:11:56]
Sierra Chart Engineering - Posts: 104368
It works correctly for us:
http://www.sierrachart.com/image.php?Image=1460092155275.png
http://www.sierrachart.com/image.php?Image=1460092222510.png



Update to the current version of Sierra Chart and fully re-download the data for all contract months following these instructions here:

http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading
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
[2016-04-15 21:19:33]
User503358 - Posts: 50
Update and download do not help. I resolve this problem with rewriting data files from my other computer. But in last es-mini contract I can't resolve it in any way!! I notice, that problem appears if bar takes more than 14 days. Any suggestions??
Attachment Deleted.
imagePict1.jpg / V - Attached On 2016-04-15 21:18:38 UTC - Size: 143.81 KB - 275 views
imagePict2.jpg / V - Attached On 2016-04-15 21:18:45 UTC - Size: 65.86 KB - 328 views
imagePict3.jpg / V - Attached On 2016-04-15 21:18:51 UTC - Size: 150.71 KB - 343 views
imagePict4.jpg / V - Attached On 2016-04-15 21:18:54 UTC - Size: 57.48 KB - 282 views
[2016-04-15 21:49:35]
Sierra Chart Engineering - Posts: 104368
We need to know exactly where the data is coming from so we can try to reproduce this.

Update the Symbol Settings as explained here:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettings

Clear the Message Log as explained here:
https://www.sierrachart.com/index.php?page=doc/doc_MessageLog.html#Clearing

After that re-download data for all contract months in that chart following the procedure here:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading

After that post a copy of the Message Log:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
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: 2016-04-15 21:50:19
[2016-04-16 20:28:03]
User503358 - Posts: 50
Software version: 1392 | 2016-04-16 14:48:33
Uses New Spreadsheets | 2016-04-16 14:48:33
Enabled for: Advanced Features. | 2016-04-16 14:48:33
Enabled for: Advanced Features 2. | 2016-04-16 14:48:33
Enabled for: Sierra Chart Historical Data Service. | 2016-04-16 14:48:33
Allow Support for Sierra Chart Data Feeds is disabled. | 2016-04-16 14:48:33
Current selected Data/Trading service: Rithmic Trading | 2016-04-16 14:48:33
Chart Update Interval: 500 | 2016-04-16 14:48:33
Data/Trade Service Settings automatically set. | 2016-04-16 14:48:33
Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2016-04-16 14:48:33
2016-04-16 22:48:32 Local computer time | 2016-04-16 14:48:33
2016-04-16 19:48:32 Local computer time in UTC | 2016-04-16 14:48:33
2016-04-16 14:48:32 Local computer time in SC Time Zone | 2016-04-16 14:48:33
2016-04-15 20:06:40 Server time in UTC | 2016-04-16 14:48:33
Local computer UTC time and Server UTC time difference: 1 seconds. | 2016-04-16 14:48:33
Program path: D:\SierraChart\ | 2016-04-16 14:48:33
Data Files path: D:\SierraChart\Data\ | 2016-04-16 14:48:33
OS Version Number: 6.2 | 2016-04-16 14:48:33
Locale Setting: C | 2016-04-16 14:48:33

Reloading all charts with filename: ESH6-CME.scid | 2016-04-16 14:52:46
Intraday data recording state for symbol ESM6-CME is set to download 'Pending'. | 2016-04-16 14:52:46
HD Request # 7 | Downloading Intraday chart data for ESH6-CME to the file ESH6-CME.scid. Service: cme | 2016-04-16 14:52:46
HD Request # 7 | Download start Date-Time: 2015-11-30 18:00:00.000 | 2016-04-16 14:52:46
HD Request # 7 | Using server: scdf1.sierracharts.com port 10149 | 2016-04-16 14:52:46
HD Request # 8 | Downloading Historical Daily chart data for ESH16. Starting date: 1966-04-17. Service: rim | 2016-04-16 14:52:46
Historical data download counter reset. | 2016-04-16 14:52:46
HD Request # 8 | Requesting historical Daily data for ESH16 starting at 1966-04-16 | 2016-04-16 14:52:46
Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131. | 2016-04-16 14:52:47
Socket (123) | Connected. | 2016-04-16 14:52:47
HD Request # 7 | Sending historical data logon request message. | 2016-04-16 14:52:47
HTTP connection to ds01.ddfplus.com:80 (0) | Resolved address ds01.ddfplus.com to IP 8.18.161.123. | 2016-04-16 14:52:47
HD Request # 7 | Requesting Intraday data. Start Date-Time: 2015-11-30 18:00:00. Record interval: 0. Symbol: ESH16 | 2016-04-16 14:52:47
HTTP connection to ds01.ddfplus.com:80 (124) | Connected. | 2016-04-16 14:52:47
HD Request # 7 | Decompressing data. | 2016-04-16 14:52:47
HD Request # 7 | Receiving Intraday data for ESH6-CME starting at 2015-11-30 18:06:14 | 2016-04-16 14:52:47
HD Request # 7 | Timestamp of first Intraday data file record written: 2015-11-30 18:06:14 | 2016-04-16 14:52:47
HD Request # 8 | Receiving historical Daily data for ESH16 starting at 2014-12-17 | 2016-04-16 14:52:47
HD Request # 8 | Writing historical Daily data to the file ESH16.dly | 2016-04-16 14:52:47
HD Request # 8 | Received 316 records from 2014-12-17 00:00:00 to 2016-03-18 00:00:00 (458.0 days) and wrote 316 records for ESH16 | 2016-04-16 14:52:48
HD Request # 8 | Daily download COMPLETE for ESH16. Completion time: 1s. Unique request ID: 7 | 2016-04-16 14:52:48
Removed historical data download ID 7 | 2016-04-16 14:52:48

HD Request # 9 | Downloading Historical Daily chart data for ESM16. Starting date: 1966-04-17. Service: rim | 2016-04-16 14:52:48
HD Request # 9 | Requesting historical Daily data for ESM16 starting at 1966-04-16 | 2016-04-16 14:52:48
HD Request # 9 | Receiving historical Daily data for ESM16 starting at 2015-03-10 | 2016-04-16 14:52:48
HD Request # 9 | Writing historical Daily data to the file ESM16.dly | 2016-04-16 14:52:48
HD Request # 9 | Received 279 records from 2015-03-10 00:00:00 to 2016-04-15 00:00:00 (403.0 days) and wrote 279 records for ESM16 | 2016-04-16 14:52:49
HD Request # 9 | Daily download COMPLETE for ESM16. Completion time: 2s. Unique request ID: 9 | 2016-04-16 14:52:49
Removed historical data download ID 9 | 2016-04-16 14:52:49

HTTP connection to ds01.ddfplus.com:80 (124) | Closed. No error. | 2016-04-16 14:53:53
HTTP connection to ds01.ddfplus.com:80 (124) | Shutdown and closed. | 2016-04-16 14:53:53
Socket (123) | Shutdown and closed. | 2016-04-16 15:15:54
The network socket for historical data has been closed. | 2016-04-16 15:15:54
HD Request # 7 | Received 51332473 records from 2015-11-30 18:06:14 to 2016-03-18 08:29:59 (108.6 days) and wrote 51332473 records for ESH6-CME | 2016-04-16 15:15:54
HD Request # 7 | Intraday download COMPLETE for ESH6-CME. Completion time: 23m 8s. Unique request ID: 6 | 2016-04-16 15:15:54
Removed historical data download ID 6 | 2016-04-16 15:15:54
Real-time Intraday chart data file updates started for ESH6-CME | 2016-04-16 15:15:54
Opened cached Intraday file: D:\SierraChart\Data\ESH6-CME.scid | 2016-04-16 15:15:54
Intraday chart data file opened for ESH6-CME | 2016-04-16 15:15:54

HD Request # 10 | Downloading Intraday chart data for ESM6-CME to the file ESM6-CME.scid. Service: rim | 2016-04-16 15:15:54
HD Request # 10 | Download start Date-Time: 2016-02-29 18:00:00.000 | 2016-04-16 15:15:54
HD Request # 10 | Using server: ds4.sierracharts.com port 10149 | 2016-04-16 15:15:54
Socket (0) | Resolved address ds4.sierracharts.com to IP 204.11.49.26. | 2016-04-16 15:15:54
Socket (137) | Connected. | 2016-04-16 15:15:55
HD Request # 10 | Sending historical data logon request message. | 2016-04-16 15:15:55
HD Request # 10 | Requesting Intraday data. Start Date-Time: 2016-02-29 18:00:00. Record interval: 0. Symbol: ESM6-CME | 2016-04-16 15:15:55
HD Request # 10 | Decompressing data. | 2016-04-16 15:15:55
HD Request # 10 | Receiving Intraday data for ESM6-CME starting at 2016-02-29 18:00:43 | 2016-04-16 15:15:56
HD Request # 10 | Timestamp of first Intraday data file record written: 2016-02-29 18:00:43 | 2016-04-16 15:15:56
Socket (137) | Shutdown and closed. | 2016-04-16 15:24:01
The network socket for historical data has been closed. | 2016-04-16 15:24:01
HD Request # 10 | Received 14353918 records from 2016-02-29 18:00:43 to 2016-04-15 16:00:00 (45.9 days) and wrote 14353918 records for ESM6-CME | 2016-04-16 15:24:01
HD Request # 10 | Intraday download COMPLETE for ESM6-CME. Completion time: 8m 7s. Unique request ID: 8 | 2016-04-16 15:24:01
Removed historical data download ID 8 | 2016-04-16 15:24:01
Real-time Intraday chart data file updates started for ESM6-CME | 2016-04-16 15:24:01
Opened cached Intraday file: D:\SierraChart\Data\ESM6-CME.scid | 2016-04-16 15:24:01
Intraday chart data file opened for ESM6-CME | 2016-04-16 15:24:01

ESM6-CME [CV] 16000000 Volume #3 | Download is complete for all contract months in chart. Proceeding with data load. | 2016-04-16 15:24:01
ESM6-CME [CV] 16000000 Volume #3 | Reloading chart. | 2016-04-16 15:24:01
ESM6-CME [CV] 16000000 Volume #3 | Reloading chart. | 2016-04-16 15:26:53
[2016-04-19 07:19:16]
Sierra Chart Engineering - Posts: 104368
We are now able to reproduce the problem.

We are going to determine the cause but we suspect this is simply has to do with the limited resolution of a single precision float which is holding these large volume values.

If that is the case, it is not too hard for us to solve this.
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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