Support Board
Date/Time: Wed, 15 Jan 2025 16:13:11 +0000
Historical bar data showing a day in advance
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[2017-07-19 04:01:51] |
User504193 - Posts: 38 |
I've just exported some daily bar data for FDAX. Today is the 19th July and before Eurex open. I see from my charts and the exported data, that the data is all out by one day, i.e the last line of data is showing data for the 19th July which hasn't happened yet? So all the data is out by one day. Can you please advise what I need to do. Thanks
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[2017-07-19 14:32:05] |
Sierra Chart Engineering - Posts: 104368 |
How exactly did you do the export? You really do not need to export daily bar data because it already exists in a text format. Refer to: Text/CSV Data Format 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 |
[2017-07-19 15:09:24] |
User504193 - Posts: 38 |
I'm exporting because I want the chart data and use the exported data in another program where I have to modify the string in excel and re-use it. I select export bar data to text file. As said though, when viewing the data, and I can also see it on the chart, the dates are out by one day. If you take a look at the attachment, you'll see on the last 2 days, the one on the 18th looks exactly like the 19th apart from the close which hasn't happened yet, but still, the exported data I viewed from this morning showed an entry from the 19th July?? This was prior to eurex market open, so should only have showed data from the 18th? Please advise.
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Capture.PNG / V - Attached On 2017-07-19 15:09:13 UTC - Size: 23.02 KB - 216 views |
[2017-07-19 15:11:17] |
User504193 - Posts: 38 |
Here is a copy of the file I exported this morning prior to eurex market open.
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fdaxU7.dly_BarData.txt - Attached On 2017-07-19 15:11:06 UTC - Size: 103.2 KB - 374 views |
[2017-07-19 16:27:53] |
Sierra Chart Engineering - Posts: 104368 |
At this point, let's completely disregard anything about exporting. This is only confusing the issue. And you still do not need to export the data because it is already in a text format. We see no benefit for going through the export operation. .dly chart data files are already in a plain text format. We see a chart in post #3 above, that shows an additional bar at the end of the chart similar to the prior bar and it has a date of July 19. Is this correct and is this the issue? If so, this is not a correct explanation of the issue and is not even technically possible to begin with: the dates are out by one day.
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: 2017-07-19 22:11:39
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[2017-07-20 06:15:42] |
User504193 - Posts: 38 |
Ok, I'm exporting because I want the whole history of the chart using the continuous futures rollover back adjusted. If I only use the dly data, then I'll only get that contract data for a few months. I see that the dly data for the current contract does indeed only display data up to the previous close, however, when I export the bar chart data, I see that there is an additional bar of data for the current day. I can see now what is the issue. The chart display sets a new bar at the beginning of the day and I need to remove this line from the exported file.
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