Support Board
Date/Time: Sat, 23 Nov 2024 21:49:02 +0000
Tick Data Not Accurate After Rollover
View Count: 2080
| [2013-08-25 18:08:33] |
| garygoglia - Posts: 17 |
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I am still having trouble with missing many tick bars during the day... I had the same problem with my other platform and data feed (Ninja)... They had me adjust the contract dates for the instrument and it corrected the problem. It started on the first day of rollover. I am new to Sierra and I am not sure if this is the same problem or where to go to correct it but my CL tick charts are missing several bars during the busiest trading hours.. 9am to 10:30am EST and I now have my charts set up properly and when comparing to my other (Ninja)charts it's obvious... My settings are as follows: Intraday Chart, Number of trades per bar: 500... etc. Symbol: CME_NY-CL-CME_20131000_CLV3 (it it the same problem during the same hours no matter what # of ticks I use) Please help...Thanks Gary |
| [2013-08-25 23:26:14] |
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What you are describing is a problem with missing Intraday data. The relevant help topic for this is: http://www.sierrachart.com/index.php?l=doc/helpdetails7.html#top Also refer to the General Information section here: http://www.sierrachart.com/index.php?l=doc/helpdetails47.html#GeneralInformation 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 |
| [2013-08-26 00:04:36] |
| garygoglia - Posts: 17 |
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Hello, This did not fix the problem... I have reloaded data several times... On a Sierra 500 tick chart on CL last Friday, I have a total of 5 bars from 9:00am to 10:30am EST and on my Ninja chart I have 5 bars from 9:00 to 9:03! It seems like everything else is similar except I am missing data between those hours on all of the days loaded. The same thing was happening on my Ninja charts last week when I changed to Oct Contract and Ninja Support told me to change the date in the settings on the when the new contract starts and stops for the instrument and it fixed it instantly. |
| [2013-08-26 00:18:53] |
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Are you using the Continuous Futures Contract option in the chart?
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 |
| [2013-08-26 03:28:18] |
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If you are not using the Continuous Futures Contract option, then we recommend you use it so that you have the most active futures contract month loaded at the point in time where you are seeing fewer bars: http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.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 |
| [2013-08-26 07:24:54] |
| garygoglia - Posts: 17 |
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Still not working and have followed all instructions...
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| [2013-08-26 07:42:31] |
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The data must be correct for the current contract month. It sounds as though that you want to have a continuous futures contract? So the question is at the point in the chart where you see fewer bars than expected, should that have data for a different delivery month than the delivery month for the most recent bars in the chart? 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: 2013-08-26 07:43:10
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| [2013-08-26 07:49:36] |
| garygoglia - Posts: 17 |
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I'm sorry but I have no idea if I need or want a continuous contract... All I know is in the past with my other set up, I would need to change, "rollover" to the next contract when I saw the volume had fliiped to the new contract. I don't know anything else and I have no idea if I want the continuous data. All I know is that for that time period I am talking about... there is obviously data missing if that is the heaviest volume of the day at pit open and I only have 5 bars for an hour and a half and my ninja chart has 5 bars in the first 3 minutes... |
| [2013-08-26 08:35:07] |
| garygoglia - Posts: 17 |
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Now my chart has the wrong time... It is currently 4:33am EST and my sierra chart shows 8:33am... My computer clock is correct and I also have my ninja charts loaded and they are correct. |
| [2013-08-26 08:47:16] |
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Please refer to help topic 38 here: http://www.sierrachart.com/index.php?l=doc/helpdetails38.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 |
| [2013-08-26 08:56:32] |
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We have verified CME_NY-CL-CME_20131000_CLV3 is the active contract now. So for today and we would also think even on Friday you should see the correct volume. See how it is today at the day session open. And what you need to look for is the actual volume on time specific bars like 1, 5, 10 minutes. This is the best method of comparison to make sure you have accurate volume. 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 |
| [2013-08-26 08:58:06] |
| garygoglia - Posts: 17 |
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OK I changed seeting to New York and now that fixed everything... But it doesn't explain anything to me about what was wrong before because my time was correct then it changed to incorrect and now everything is fine... I guess it doesn't matter but being new to Sierra it doesn't make sense and all of this was very confusing and I don't know how I am supposed to know all of this stuff on my own. |
| [2013-08-26 08:59:39] |
| garygoglia - Posts: 17 |
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What if my time never screwed up? Why was I missing all that data?
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| [2013-08-26 10:13:42] |
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Setting the Time Zone is part of the basic set up instructions found here: https://www.sierrachart.com/index.php?l=doc/CTS_T4.php#Set-upInstructions (Step #8) The time zone is not going to change on its own unless you changed it or inadvertently changed it. 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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