Support Board
Date/Time: Sat, 01 Mar 2025 01:42:01 +0000
Incorrect Volume Profile data plot at JNK(CQG) Nikkei Big Contract
View Count: 718
| [2021-09-11 14:39:42] |
| NukazukeL - Posts: 22 |
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Incorrect Volume Profile data plot at JNK(CQG) Nikkei Big Contract. If "Chart Settings > Tick Size" set to 5 then VP plot is correct, but JNK contract correct tick size is 10. If "Chart Settings > Tick Size" set to 10 then all VP plot is +10 point form correct price. This issue also arise MJNK(mini Nikkei contract). if "Chart Settings > Volume at price multi" set to 2 then all VP plot is +10 point form correct price. Please fix this. |
 CQG_NikkeiBig_VP_incorrect.png / V - Attached On 2021-09-11 14:32:39 UTC - Size: 162.98 KB - 165 views |
| [2021-09-12 19:32:57] |
| John - SC Support - Posts: 38292 |
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According to the CQG website, the JNK symbol is the Nikkei 225 traded on the Osaka Exchange. It does show a 10 Yen tick size. But, that data would be coming from CQG, and not us, as you are only getting the CME Group data from us. Therefore, you would have to talk to CQG about why the data is not showing correctly at the correct tick size. Note that if you are looking for the CME Nikkei 225, the symbol is NIY and it does have a 5 Yen tick size. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-13 03:46:35] |
| NukazukeL - Posts: 22 |
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Here is ES and NIY(CME Nikkei YEN). This is Denali Exchange Data feed data. I am not subscribe CME data from CQG, only Denali feed. If "Chart Settings > Tick Size" set to 10 then all VP plot is +10 point form correct price. You can see the High of Day(correct) and VP plot(incorrect) is not aligned. This is very clear, Volume By Price Study can not handle correctly when Tick Size = 10. This is not CQG problem. Please fix this. Date Time Of Last Edit: 2021-09-13 03:50:37
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| Denali VP 10point.PNG / V - Attached On 2021-09-13 03:43:14 UTC - Size: 91.04 KB - 178 views |
| [2021-09-13 13:42:20] |
| John - SC Support - Posts: 38292 |
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The tick size for NIY is 5.00. Refer to the information from the CME Group on this page: https://www.cmegroup.com/markets/equities/international-indices/nikkei-225-yen.contractSpecs.html Therefore, you want to have your tick size set to 5.00 for your NIY chart. There is nothing we need to change. This is the default symbol setting for this symbol. If you want to have your Volume by Price chart be in increments of 10, then set the Input for Ticks per Volume Bar to 2. Refer to the information here: Volume By Price Study: Ticks Per Volume Bar For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-13 14:12:02] |
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We do not have access to this data from CQG. We need you to attach the F.US.JNKZ21.scid file here. 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 Date Time Of Last Edit: 2021-09-13 14:12:39
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| [2021-09-13 15:45:52] |
| NukazukeL - Posts: 22 |
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Please Read Post #3 you do not need CQG data feed. This is not only NIY, NKD. All symbol has same issue, if Tick Size set to 10. If NKD Ticks per Volume Bar set to 2 then same issue has occurred. If NKD Ticks Size set to 10 then same issue has occurred. If NKD Volume at Price mult set to 2 then same issue has occurred. Date Time Of Last Edit: 2021-09-13 15:55:21
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 NKD_DOM_VP.Cht - Attached On 2021-09-13 15:44:54 UTC - Size: 12.81 KB - 380 views |
| [2021-09-14 01:20:19] |
| Sierra_Chart Engineering - Posts: 18607 |
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We have determined the reason for the problem and implemented a solution for this which will be out in the next release coming out either tomorrow or the next 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-09-14 01:20:28
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