Support Board
Date/Time: Mon, 03 Mar 2025 22:24:06 +0000
Denali Historical Data is wrong for NQ Globex Futures
View Count: 995
| [2021-11-02 17:16:12] |
| Rui S - Posts: 196 |
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Dear Support, I have been noticing that for some time now the Denali Historical Data has been occasionally wrong for the NQ and MNQ Globex Futures. In yesterday's candle example (2021-11-01) this issue is very notorious, as you can see in the attached screenshot. This problem is also messing up the Daily OHLC Study in that chart, as it started showing the day before lines even it is not set up to show those. I really believe it has been like this since the CME time sessions changes. I waited all this time hoping you would be aware of this issue and take care of it. FYI, no changes have been made in my chartbook or charts that could cause this issue. Please check it out and see what you can do to fix it. Thank you in advance. Edit: Before asking for your help, I have tried everything I could think of, namely delete all data and download, a new chart with a new chartbook, Symbol Settings and all the possible settings on the Daily OHLC Study. I am very sorry, this is my first post and I accidentally classified it as "Programing Help" and I don't know how to correct it. Date Time Of Last Edit: 2021-11-02 18:26:48
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 Image 1.jpg / V - Attached On 2021-11-02 17:13:27 UTC - Size: 104.87 KB - 176 views |
| [2021-11-03 00:59:44] |
| Sierra_Chart Engineering - Posts: 18631 |
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That low you have pointed out is not wrong.
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 |
| [2021-11-03 12:10:35] |
| User837706 - Posts: 14 |
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That low you have pointed out is not wrong.
The intraday low for NQ on 1st November 2021, was 15768.50 SC data intraday, from CME, is correct. ie 15768.50 But, if you pull up a daily (historical) chart it shows the low being the same as the previous day, 15595.50 The daily-historical-chart is "incorrect". It may be because that data is (still?) being pulled from "Barchart.com", rather than CME direct Barchart daily-chart-low-data is matching SC-daily-chart-low-data ie 15595.50 https://www.barchart.com/futures/quotes/NQZ21/interactive-chart (Note: they too, have their intraday-chart-low as 15768.50) You can see the disparity in the 2 data sets, when you pull up a "1440Minute" chart: made from intraday data file [.Scid] vs "Daily" chart: made from the historical-daily-data file [.dly] |
| [2021-11-03 12:43:26] |
| Rui S - Posts: 196 |
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User837706, Thank you very much for your input. That was exactly what I meant, your description is very accurate. I did not know that the historical data was still coming from Barchart, I thought it was from Denali. Date Time Of Last Edit: 2021-11-03 12:45:17
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| [2021-11-03 16:00:21] |
| Sierra_Chart Engineering - Posts: 18631 |
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What we are making reference to is the Low value specified here: https://www.cmegroup.com/markets/equities/nasdaq/e-mini-nasdaq-100.settlements.html#tradeDate=11%2F01%2F2021 The data that Barchart has matches the official CME data on the CME website. The CME appears to be wrong and they are being contacted about this. 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: 2021-11-03 16:00:50
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| [2021-11-03 16:24:14] |
| Rui S - Posts: 196 |
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Thank you for your reply. In fact this is puzzling... However, some other data sources have it correct (Finviz and even IB...) Please give some feedback when you get more information. Thank you. |
| [2021-11-03 16:51:05] |
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It is going to get corrected at some point. So we recommend just performing a re-download each day until it does. We are not going to make any further posting on this. 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: 2021-11-03 16:51:15
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| [2021-11-03 17:22:27] |
| User837706 - Posts: 14 |
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Here is some feedback for the engineer responding in this thread. Take a leaf out of the book of your colleague who first responded to the OP (about this problem in another thread): He understood the problem and didn't make misleading comments before posting. Denali Historical Data not correct - Please help | Post: 283743 matches the official CME data on the CME website
The CME website is not official data, and they have this disclaimer immediately below the data you linked to. "All market data contained within the CME Group website should be considered as a reference only and should not be used as validation against, nor as a complement to, real-time market data feeds" You have now been careless with your words on two occasions. |
| [2021-11-17 16:35:33] |
| User379468 - Posts: 508 |
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Has this issue been corrected? How can we reliably trust the daily historical data, or should use IB or Tradingview for this?
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| [2021-11-17 17:40:34] |
| Rui S - Posts: 196 |
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User379468, No, this issue hasn't been corrected at all. You can check Sierra Support position and good manners here: Denali Historical Data not correct - Please help | Post: 283741 Good luck... |
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