Support Board
Date/Time: Sun, 12 Jan 2025 07:59:45 +0000
Renko chart goes to 0 at 06:38 for GC-201702-NYMEX
View Count: 1859
| [2017-01-10 08:54:12] |
| Sporken - Posts: 82 |
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Hi, My Renko chart for Gold futures (GC-201702-NYMEX) goes to a price of zero at 06:38 this morning. I cannot see a problem on other chart types. I first duplicated my chart and removed my studies but then realised I could reproduce it with an entirely new intraday chart. I took screenshots with various bar period types from this fresh chart. It appears to be in the data file (scid file) somehow. This appears to be easily re-producable and the spike to zero only seems to appear on my renko chart, not on the 1min chart, not on the volume per bar(100) chart, not on the BoxandFigure (2-1) chart and surprisingly not on the Universal Renko (10-10-10) chart Here are the screenshots of the charts renko http://www.sierrachart.com/image.php?Image=1484035667980.png 1min (Days-Min-Secs per bar chart) http://www.sierrachart.com/image.php?Image=1484035783641.png Volume per bar (100) http://www.sierrachart.com/image.php?Image=148403584411.png BoxAndFigure 2-1 http://www.sierrachart.com/image.php?Image=1484035923475.png Universal Renko 10-10-10 http://www.sierrachart.com/image.php?Image=1484036008250.png I first tried with a duplicate chart and then to take these images I then created a new intraday chart by loading my GC-201702-NYMEX.scid file. (Open Intraday chart->pick existing GC-201702-NYMEX.scid file) I dont understand why this might be showing on Renko but none of the others. My price data is from the Sierra Chart Data Feed. My timezone is Brussels (+1 CET/+2 CEST) I backed up my data files (GC-201702-NYMEX.scid and GC-201702-NYMEX.dly) and selected Edit->"Delete all data and download" and this has 'fixed' it. I no longer see the spike to zero. My question is what do you think might have caused this? I can send you the files if you like? (GC-201702-NYMEX.scid is 128MB and GC-201702-NYMEX.dly is probably not needed but it's 23.4MB) It's odd that this is showing on the renko chart but not the other bar period types. I use Renko charts for my trade study so it would be nice to understand what might have caused this. -Jason Date Time Of Last Edit: 2017-01-10 08:56:16
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| [2017-01-10 18:03:07] |
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Compress the original GC-201702-NYMEX.scid file and attach it here. Here are instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile 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 |
| [2017-01-10 18:07:38] |
| Sporken - Posts: 82 |
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Thanks, zip attached to this message
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Private File |
| [2017-01-12 04:45:28] |
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It looks like you have edited this file and set some of the records to zeros. Otherwise, we do not see why this would have happened. In any case, in the next release this data will get filtered out. 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 |
| [2017-01-12 08:37:32] |
| Sporken - Posts: 82 |
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That's interesting. I wonder if I have a bounds error on my trade study. I definitely didn't edit the file itself, the files are binary and I don't know the format. I'm curious how it affected Renko and not any of the others. My study function was running but it doesn't deliberately write to the base data or to any subgraph except those owned by the trade study. It reads subgraphs arrays from other studies and I use "Study/Price Overlay" studies to get indicators from other charts(60 min, daily). It's not impossible that it inadvertently overshot an array but at the moment I cant think how. I initially assumed the non-renko charts had some facility to 'undo' bad data from the exchanges. I'm glad I asked this question now I need to think about what might have caused this. Thanks, Date Time Of Last Edit: 2017-01-12 08:38:11
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| [2017-01-12 08:40:11] |
| Sporken - Posts: 82 |
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Can I ask what you mean by this "In any case, in the next release this data will get filtered out. " Is the scid file readable? Is it a known format? Which data elements are zero'd? |
| [2017-01-12 17:46:31] |
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It could not have been a custom study which would have changed the file. What we are referring to is editing it through the Intraday Data Editor: http://www.sierrachart.com/index.php?page=doc/IntradayDataEditor.html What we mean by "filtered out" is that data records with a value of zero will be filtered. That would include these particular records. The Intraday data file format is documented here: http://www.sierrachart.com/index.php?page=doc/IntradayDataFileFormat.html 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: 2017-01-12 17:47:58
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| [2017-02-07 07:59:09] |
| Sporken - Posts: 82 |
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Hi, I've just encountered this again. I left my machine on last night. Again at 06:37:48am (Copenhagen time). The Renko chart that was onscreen goes down all the way to zero and back. This time it was with GC-201704-NYMEX. I also had a NKD-201703-GLOBEX chart on a different chartbook but it doesn't show the problem. The NKD chart was not visible because it was on a different MDI tab You said before that "In any case, in the next release this data will get filtered out."
Was this change implemented? I'm running Version 1513. It's strange that it's NYMEX at 06:37 again. This is the first time I've run this test again and tonight I'll repeat it with more charts. ES-201703-GLOBEX, CL-201704-NYMEX, GC-201704-NYMEX, NG-201704-NYMEX, NKD-201703-GLOBEX, NQ-201703-GLOBEX. Thanks for your help -Jason |
| [2017-02-07 08:22:56] |
| Sporken - Posts: 82 |
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I looked in the Intraday Data Editor and I see a record at 06:37:48.000 with Open = 0 High = 1235 Low = 0 Last = 1235 Number of Trades = 2 Volume = 10 Bid Volume = 10 Ask Volume = 0 I dont see any other zero trades around that time. The prior trade appears to be at 06:37:18.000 and it looks normal Open = 1235.1 High = 1235.1 Low = 1235.1 Last = 1235.1 Number of Trades = 1 Volume = 2 Bid Volume = 0 Ask Volume = 2 The other records are similar. |
| [2017-02-07 08:52:03] |
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Was this change implemented? I'm running Version 1513.
The filtering was released. And that version you are running should have the filtering. There should not have been any problem within the chart itself. So not sure why that is a problem. Anyway, follow the instructions in help topic 2.1.2 to delete the error:https://www.sierrachart.com/index.php?page=doc/helpdetails2.html#h2.1.2 The only logical conclusion is the zero data is coming from Interactive Brokers. There is no chance it is coming from the Sierra Chart Exchange Data Feed. We checked at that time and we do not see this zero data. 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 |
| [2017-02-07 11:21:41] |
| Sporken - Posts: 82 |
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That's interesting. I wasn't aware that I was getting data from IB. I thought I was only getting data from SCData. Before I read your reply. On the Intraday Data Editor I selected "Delete and Download Data from Current Position to End" which appeared to fix the Renko chart. When I looked at my 5 min chart I noticed something strange an hour before the previous problem. The bar times progress as follows. 05:35:00 05:40:00 05:45:00 06:35:00 <--- 05:45:00 I have no idea if this is a related issue. So I think the easiest thing at this point is to change my data feed. I already wrote my own stand-alone IB API client app to manage my trades so I'll try changing my "Data / Trade service settings" to SC Data and see if I encounter this again. Thanks for your help. -Jason |
| [2017-02-07 19:00:26] |
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So I think the easiest thing at this point is to change my data feed. I already wrote my own stand-alone IB API client app to manage my trades so I'll try changing my "Data / Trade service settings" to SC Data and see if I encounter this again.
Yes this is what you should do.Refer to this section here about this: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#ConnectingOnlyOnceAMonthToTradingAccount Apparently TWS is transmitting data for some symbols even though that data has not been subscribed to. This we think is the source of the problem. We will look to add filtering for 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 |
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