Support Board
Date/Time: Sun, 12 Jan 2025 09:51:40 +0000
question for russell 2000
View Count: 1214
| [2017-02-06 03:19:17] |
| User103949 - Posts: 78 |
|
What is SC data symbol for Russell 2000 mini?
|
| [2017-02-06 08:37:00] |
| |
|
The symbol is in File >> Find Symbol >> Futures-Indices. It begins with RJ. 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: 2017-02-06 08:37:12
|
| [2017-02-07 01:07:19] |
| User103949 - Posts: 78 |
|
I downloaded RJZ6 contract historical data using SC data as source. After I connect with IB trading service and the new symbol became TF-201612, i downloaded data with symbol TF-201612 but the data ticks were much less than those i downloaded with RJZ6. I compared the tick data and there are lots of them missing inside the file download from TF-201612. Can you help?
|
| [2017-02-07 03:57:22] |
| |
|
The correct symbol is RJZ16. However, when using Interactive Brokers you have access to the Sierra Chart Historical Data Service just by following these instructions here: Interactive Brokers Trading Service: Using Sierra Chart Historical Data There is no need to switch the Service in Sierra Chart. Just use the Interactive Brokers futures symbol which begins with TF. After opening a chart with it, re-download the data with Edit >> Delete All Data and Download. 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: 2017-02-07 03:57:41
|
| [2017-02-08 02:32:15] |
| User103949 - Posts: 78 |
|
I followed the above steps. Still the problem did not resolve. I made a few comparisons using other commodities. For example, Emini SnP 500 Dec 2016, both data downloaded with SC data feed(ESZ16) and after switch to IB for trading only (ES-201612-GLOBEX) are the same. Same for Gold 2016 Dec future contracts (GCZ16 vs GC-2016-12-GLOBEX). Only this Russell Dec 2016(TF-201612-NYBOT vs RJZ16 contracts gave me trouble. Even TF-201703-NYBOT vs RJH17 contract are good. Is there something wrong for that particular contract?
|
| [2017-02-08 04:05:35] |
| |
|
Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log When connected to Interactive Brokers, open an Intraday chart for TF-201612-NYBOT. Re-download the data with Edit >>Delete All Data and Download. When the download is done post a copy of the Message Log following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog Follow the instructions above exactly. 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 |
| [2017-02-09 01:15:40] |
| User103949 - Posts: 78 |
|
Btw, when i click edit>>Delete all data and download, i see this symbol unknown error only for TF-201612 contract. I tried the same thing for TF-201703 contract and did not see any error. Below is the log. Software version: 1510 | 2017-02-08 19:12:49 Uses New Spreadsheets | 2017-02-08 19:12:49 Usage end date: 2017-04-03 | 2017-02-08 19:12:49 Enabled for: Advanced Features. | 2017-02-08 19:12:49 Enabled for: Sierra Chart Historical Data Service. | 2017-02-08 19:12:49 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2017-02-08 19:12:49 Enabled for: INDEXES_DATA_BARCHART | 2017-02-08 19:12:49 Enabled for: CME (Trading Account Required) | 2017-02-08 19:12:49 Enabled for: CBOT (Trading Account Required) | 2017-02-08 19:12:49 Enabled for: COMEX (Trading Account Required) | 2017-02-08 19:12:49 Enabled for: NYMEX (Trading Account Required) | 2017-02-08 19:12:49 Received 1 data feed usernames. | 2017-02-08 19:12:49 Allow Support for Sierra Chart Data Feeds is enabled. | 2017-02-08 19:12:49 Current selected Data/Trading service: Interactive Brokers | 2017-02-08 19:12:49 Chart Update Interval: 20 | 2017-02-08 19:12:49 Time Zone: -06:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2017-02-08 19:12:49 2017-02-08 19:12:49 Local computer time | 2017-02-08 19:12:49 2017-02-09 01:12:49 Local computer time in UTC | 2017-02-08 19:12:49 2017-02-08 19:12:49 Local computer time in SC Time Zone | 2017-02-08 19:12:49 2017-02-09 01:11:13 Server time in UTC | 2017-02-08 19:12:49 Local computer UTC time and Server UTC time difference: 1 seconds. | 2017-02-08 19:12:49 Program path: C:\SierraChart\ | 2017-02-08 19:12:49 Data Files path: C:\SierraChart\Data\ | 2017-02-08 19:12:49 OS Version Number: 6.2 | 2017-02-08 19:12:49 Locale Setting: C | 2017-02-08 19:12:49 TF-201612-NYBOT 1 Min #1 | Reloading chart. | 2017-02-08 19:13:22 Interactive Brokers | Starting real-time market data updates for: TF-201612-NYBOT. ID: 1 | 2017-02-08 19:13:22 Interactive Brokers | Subscribing to Symbol: TF, SecurityType: FUT, Expiration: 201612, Exchange: NYBOT, Primary Exchange: , Currency: , Multiplier: | 2017-02-08 19:13:22 Interactive Brokers | Requesting security definition data for: TF-201612-NYBOT. ID: 1 | 2017-02-08 19:13:22 Intraday data recording state for symbol TF-201612-NYBOT is set to download 'Pending'. | 2017-02-08 19:13:22 Delaying start of download for TF-201612-NYBOT | 2017-02-08 19:13:22 Symbol Error - TF-201612-NYBOT is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2017-02-08 19:13:22 HD Request # 2 | Downloading Intraday chart data for TF-201612-NYBOT to the file TF-201612-NYBOT.scid. Service: ice.us | 2017-02-08 19:13:23 HD Request # 2 | Download start date-time: 2016-12-16 08:28:51.000 | 2017-02-08 19:13:23 HD Request # 2 | Using server: ds7.sierracharts.com port 10149 | 2017-02-08 19:13:23 Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133. | 2017-02-08 19:13:23 Socket (6) | Connected. | 2017-02-08 19:13:23 HD Request # 2 | Setting DTC encoding to Binary VLS | 2017-02-08 19:13:23 HD Request # 2 | Sending historical data logon request message. | 2017-02-08 19:13:23 HD Request # 2 | Requesting Intraday data. Start date-time: 2016-12-16 08:28:51. Record interval: 1. Symbol: RJZ16 | 2017-02-08 19:13:23 HD Request # 2 | Decompressing data. | 2017-02-08 19:13:23 HD Request # 2 | Receiving Intraday data for TF-201612-NYBOT starting at 2016-12-16 08:28:51 | 2017-02-08 19:13:23 HD Request # 2 | Timestamp of first Intraday data file record written: 2016-12-16 08:28:51 | 2017-02-08 19:13:23 Socket (6) | Shutdown and closed. | 2017-02-08 19:13:23 The network socket for historical data has been closed. | 2017-02-08 19:13:23 HD Request # 2 | Received 1 record from 2016-12-16 08:28:51 to 2016-12-16 08:28:51 (0.0 seconds) and wrote 1 record for TF-201612-NYBOT | 2017-02-08 19:13:23 HD Request # 2 | Intraday download COMPLETE for TF-201612-NYBOT. Completion time: 1s. Unique request ID: 1 | 2017-02-08 19:13:23 Removed historical data download ID 1 | 2017-02-08 19:13:23 Real-time Intraday chart data file updates started for TF-201612-NYBOT | 2017-02-08 19:13:23 Intraday chart data file opened for TF-201612-NYBOT | 2017-02-08 19:13:23 Intraday data recording state for symbol TF-201612-NYBOT is set to download 'Pending'. | 2017-02-08 19:13:59 Reloading all charts with filename: TF-201612-NYBOT.scid | 2017-02-08 19:13:59 HD Request # 3 | Downloading Intraday chart data for TF-201612-NYBOT to the file TF-201612-NYBOT.scid. Service: ice.us | 2017-02-08 19:13:59 HD Request # 3 | Download start date-time: 2016-06-28 18:59:59.000 | 2017-02-08 19:13:59 HD Request # 3 | Using server: ds1.sierracharts.com port 10149 | 2017-02-08 19:13:59 TF-201612-NYBOT 1 Min #1 | Reloading chart. | 2017-02-08 19:13:59 TF-201612-NYBOT 1 Min #1 | Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\TF-201612-NYBOT.scid | 2017-02-08 19:13:59 Socket (0) | Resolved address ds1.sierracharts.com to IP 8.18.161.135. | 2017-02-08 19:13:59 Socket (7) | Connected. | 2017-02-08 19:13:59 HD Request # 3 | Setting DTC encoding to Binary VLS | 2017-02-08 19:13:59 HD Request # 3 | Sending historical data logon request message. | 2017-02-08 19:13:59 HD Request # 3 | Requesting Intraday data. Start date-time: 2016-06-28 18:59:59. Record interval: 1. Symbol: RJZ16 | 2017-02-08 19:13:59 HD Request # 3 | Decompressing data. | 2017-02-08 19:13:59 HD Request # 3 | Receiving Intraday data for TF-201612-NYBOT starting at 2016-06-29 09:50:17 | 2017-02-08 19:13:59 HD Request # 3 | Timestamp of first Intraday data file record written: 2016-06-29 09:50:17 | 2017-02-08 19:13:59 Socket (7) | Shutdown and closed. | 2017-02-08 19:14:04 The network socket for historical data has been closed. | 2017-02-08 19:14:04 HD Request # 3 | Received 1009436 records from 2016-06-29 09:50:17 to 2016-12-16 08:28:51 (170.0 days) and wrote 1009436 records for TF-201612-NYBOT | 2017-02-08 19:14:04 HD Request # 3 | Intraday download COMPLETE for TF-201612-NYBOT. Completion time: 6s. Unique request ID: 2 | 2017-02-08 19:14:04 Removed historical data download ID 2 | 2017-02-08 19:14:04 Real-time Intraday chart data file updates started for TF-201612-NYBOT | 2017-02-08 19:14:04 Intraday chart data file opened for TF-201612-NYBOT | 2017-02-08 19:14:04 Date Time Of Last Edit: 2017-02-09 01:39:09
|
| [2017-02-09 02:40:22] |
| |
|
The download was successful for the symbol and we can see there is complete data: HD Request # 3 | Received 1009436 records from 2016-06-29 09:50:17 to 2016-12-16 08:28:51 (170.0 days) and wrote 1009436 records for TF-201612-NYBOT | 2017-02-08 19:14:04 This can be safely ignored: Symbol Error - TF-201612-NYBOT is unknown, unavailable, or improperly formatted. No security definition has been found for the request | 2017-02-08 19:13:22 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 |
| [2017-02-09 02:47:36] |
| User103949 - Posts: 78 |
|
But when I export the data into txt file. The size of the file is much smaller compared to the one with SC data feed only.
|
| [2017-02-09 02:52:13] |
| |
|
How are you doing the export? The file contains this many records: 1009436 This is a lot. 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 |
| [2017-02-09 02:55:48] |
| User103949 - Posts: 78 |
|
Yes. I also have 1009436 record. But if you download same RJZ16 with SC feed. There are 5031479 records.
|
| [2017-02-09 05:43:44] |
| |
|
This is because either the starting date is different or the Intraday Data Storage Time Unit: https://www.sierrachart.com/index.php?page=doc/DataSourceSettings.php#IntradayStorageUnit 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 |
| [2017-02-09 19:35:12] |
| User103949 - Posts: 78 |
|
This does not make sense to me. The time unit is set to be 1 tick. As i mentioned I compared other contracts they all matched. Why not export RJZ16 and compared against TF-201612 by yourself? I did comparison for specific date and see a lots of ticks missing from TF-201612 file. Date Time Of Last Edit: 2017-02-09 20:13:28
|
| [2017-02-09 20:14:47] |
| |
|
The Intraday Data Storage Time Unit when downloading data when connected to Interactive Brokers was at 1 Second which we can tell by this line here: HD Request # 3 | Requesting Intraday data. Start date-time: 2016-06-28 18:59:59. Record interval: 1. Symbol: RJZ16 | 2017-02-08 19:13:59 When analyzing missing data we will never analyze this through an export. It always will be done through a chart and the use of the Volume and Number of Trades studies. 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: 2017-02-09 20:15:11
|
| [2017-02-09 20:28:31] |
| User103949 - Posts: 78 |
|
I just opened another contract TF-201703 and i saw the log where record interval was 0. Then i went back to TR-201612 and download data again and record interval became 1. I don't understand why this setting changed. I set the unit to be 1 tick and did not change anything during above two operations. Any idea where the set up is not right? HD Request # 4 | Setting DTC encoding to Binary VLS | 2017-02-09 14:24:14 HD Request # 4 | Sending historical data logon request message. | 2017-02-09 14:24:14 HD Request # 4 | Requesting Intraday data. Start date-time: 2016-08-07 15:24:14. Record interval: 0. Symbol: RJH17 | 2017-02-09 14:24:14 HD Request # 4 | Decompressing data. | 2017-02-09 14:24:14 HD Request # 4 | Receiving Intraday data for TF-201703-NYBOT starting at 2016-09-08 15:03:34 | 2017-02-09 14:24:14 HD Request # 4 | Timestamp of first Intraday data file record written: 2016-09-08 15:03:34 | 2017-02-09 14:24:14 HD Request # 5 | Setting DTC encoding to Binary VLS | 2017-02-09 14:26:46 HD Request # 5 | Sending historical data logon request message. | 2017-02-09 14:26:46 HD Request # 5 | Requesting Intraday data. Start date-time: 2016-06-28 18:59:59. Record interval: 1. Symbol: RJZ16 | 2017-02-09 14:26:46 HD Request # 5 | Decompressing data. | 2017-02-09 14:26:46 HD Request # 5 | Receiving Intraday data for TF-201612-NYBOT starting at 2016-06-29 09:50:17 | 2017-02-09 14:26:46 HD Request # 5 | Timestamp of first Intraday data file record written: 2016-06-29 09:50:17 | 2017-02-09 14:26:46 Socket (86) | Shutdown and closed. | 2017-02-09 14:26:49 Date Time Of Last Edit: 2017-02-09 20:33:35
|
| [2017-02-09 21:17:57] |
| |
|
We apologize for not recognizing the underlying issue earlier. From this documentation: Interactive Brokers Trading Service: What is Included It says: Historical Intraday Data: Yes. Limited amount from Interactive Brokers. When using Sierra Chart Service Package 3 or higher and Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds is enabled, the Sierra Chart Historical Data Service is used for major futures contract symbols and US stock symbols, providing at least 5 years of historical Intraday data. The data from the Sierra Chart Historical Data Service is 10-15 minutes delayed. The most recent 10 to 15 minutes will still be downloaded from Interactive Brokers. The historical Intraday data from the Sierra Chart Historical Data Service has a minimum time unit of 1 second when using Service Package 3 and 1 Tick when using Service Package 5.
Although we can see the current contract is 1 Tick 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 Date Time Of Last Edit: 2017-02-09 21:18:24
|
| [2017-02-09 22:51:35] |
| |
|
We have set your account to be on an evaluation of service package 5 for now. So if you do the historical Intraday data download again you will get tick by tick 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 |
| [2017-02-09 22:57:47] |
| User103949 - Posts: 78 |
|
But when i download data for gold GC-2011612-NYMEX ,which also expired , the data contain tick in millisecond granularity. Why is that? Socket (101) | Connected. | 2017-02-09 16:56:47 HD Request # 3 | Setting DTC encoding to Binary VLS | 2017-02-09 16:56:47 HD Request # 3 | Sending historical data logon request message. | 2017-02-09 16:56:47 HD Request # 3 | Requesting Intraday data. Start date-time: 2016-06-28 18:59:59. Record interval: 0. Symbol: GCZ16 | 2017-02-09 16:56:47 HD Request # 3 | Decompressing data. | 2017-02-09 16:56:47 HD Request # 3 | Receiving Intraday data for GC-201612-NYMEX starting at 2016-06-28 19:05:32 | 2017-02-09 16:56:47 HD Request # 3 | Timestamp of first Intraday data file record written: 2016-06-28 19:05:32 | 2017-02-09 16:56:47 |
| [2017-02-09 23:42:42] |
| |
|
If you just did this now it is because we changed the service package to 5.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: