Support Board
Date/Time: Mon, 03 Mar 2025 22:10:15 +0000
[Locked] - Denali Historical Data not correct - Please help
View Count: 1586
| [2021-11-02 19:27:04] |
| Rui S - Posts: 196 |
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Dear Support, I have been noticing that for some time now the Denali Historical Data (Daily) has been occasionally wrong for NQ and MNQ Globex Futures. I don't know if there are more instruments with the same problem, because I only follow these two. Yesterday's candle (2021-11-01) is an example where this issue is very notorious, as you can see in the attached screenshot. When this problem started, the Daily OHLC Study started having problems too, plotting the day before ohlc lines even if it is not set up to show those. Somehow it seems that the daily data is "shared" from one day to the next. I believe this issue has been this way since the CME changed the time sessions. Before asking for your help, I have tried everything I could think of with no success, namely delete all data and download, a new chart with a new chartbook, updating Symbol Settings and changing all the possible settings on the Daily OHLC Study. I waited all this time hoping you would become 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 these problems. Thank you in advance. |
 Image 1.jpg / V - Attached On 2021-11-02 19:25:42 UTC - Size: 104.87 KB - 227 views |
| [2021-11-02 20:27:37] |
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First, this data is not from the Denali Exchange Data Feed. It is a separate service from our data provider Barchart.com. This problem began about 3 weeks ago and it was an issue with the data from the CME itself. Barchart did resolve the issue, but apparently there are continued problems. We also do not know the symbol of that chart. Only post an image of a chart following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage 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 |
| [2021-11-03 10:51:48] |
| Rui S - Posts: 196 |
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Thank you for your reply. I am sorry about my mistake, I did not know that the historical data was from Barchart. The symbol in this case is NQ-2021-GLOBEX, but the very same problem also happens with MNQ-2021-GLOBEX. I don´t know about other instruments, I am currently just trading these two instruments with Sierra Chart. I am attaching two screenshots of the chart as you requested, pointing out an example where it is easy to check the error. See what you can do please. This issue is very misleading. Thank you. Date Time Of Last Edit: 2021-11-03 10:52:43
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| Image 2.jpg / V - Attached On 2021-11-03 10:49:26 UTC - Size: 208.94 KB - 209 views Image 3.jpg / V - Attached On 2021-11-03 10:49:37 UTC - Size: 238.04 KB - 201 views |
| [2021-11-03 18:30:18] |
| Sierra_Chart Engineering - Posts: 18631 |
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That is correct. This information has been received from the CME: Thank you for contacting the CME Global Command Center (GCC). We see the low in the NQZ1 on 11-01-21 as 15595.50
If you have any further questions, please call the GCC in the U.S. at +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010 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 18:30:40
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| [2021-11-03 20:38:30] |
| Rui S - Posts: 196 |
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I am sorry but that answer from CME is not correct and I am sure that candle is wrong. I am not worried just about this particular candle. I am worried with the lack of trust the Historical Data is causing lately and its implications on studies that are based on this Data. I am pasting below one very good explanation from another user in another thread about the same problem: "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]" And as he stated afterwards: "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" Please give some more thought to this issue because it really is a problem. Thank you. Date Time Of Last Edit: 2021-11-03 20:40:02
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| [2021-11-09 17:09:25] |
| Trader & Sierra++ developer - Posts: 110 |
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Hi Sierra, Same error yesterday (Monday nov 8th) NQZ21 : daily high in SC (and on CME website) is 16448.50, but the real (intraday) high is 16394.00 As stated before, CME should not be used as validation against real-time market data feeds. Do you plan to update your data source so that we can have correct historical data ? In the mean time, is there any way in SC to manually correct wrong historical data ? Thank you |
| [2021-11-09 18:38:09] |
| Rui S - Posts: 196 |
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Dear Support Team, I had also noticed the same issue that User 679929 is describing in his post. As I had no reply from you after my previous post, I was forced to give up using Sierra Historical Data for Daily OHLC Studies. Instead, as a turn around I have to use the Intraday charts set to 1440 minutes (1 Day). This way everything works well. I insist that the problem is not just the wrong candles with the wrong values - the Historical Data is currently causing the studies to "repeat" and plot the OHLC lines for the previous day, even with the studies not set to do so. It happens every time I need to reload the chartbook. I assure you that everything was working correctly with the Historical Data until a few weeks ago. Please do your best to fix this problem. Thank you. |
| [2021-11-16 13:17:30] |
| Rui S - Posts: 196 |
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Hello Support, Same error again yesterday (Monday nov 15th) NQZ21 : daily low in SC Daily Data (and on CME website) is 16001.75, but the real (intraday) low is 16082.25. It's "just" a 80.50 difference. This way SC Historical Data is absolutely misleading and useless. I understand that you are apparently just ignoring this issue and this thread, but I thought I should inform you anyway. Best regards. Date Time Of Last Edit: 2021-11-16 13:17:48
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| [2021-11-16 14:00:51] |
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The CME is not taking care of this. A multibillion-dollar operation not addressing this issue. If you see the same error on the CME website, then contact them. If you see a difference between the Sierra Chart historical Daily data and the CME website, then contact Barchart.com about this. Absolutely no reason to be contacting us at all. 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: 2021-11-16 14:04:44
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| [2021-11-16 16:18:03] |
| Trader & Sierra++ developer - Posts: 110 |
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Hi Sierra, Of course there are reasons to contact you : we just cannot use daily data at all. Currently i have to use TradingView to get the correct data and draw the correct pivot points, it's just ridiculous. At least give us the ability to manually correct the errors so that the software can be used. |
| [2021-11-16 18:05:47] |
| John - SC Support - Posts: 38341 |
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You can always edit the data. Refer to the following regarding where the data is stored: Chart Data and Chart Data Files: Notes About Chart Data Files The daily data, in particular, is stored in plain text, so it is directly editable. Refer to the information here: Text/CSV Data Format For Intraday editing, refer to the following: Intraday Data Editor For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-16 18:29:24] |
| Rui S - Posts: 196 |
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Well, I am confused... Or I am misunderstanding what is written in the following pages. Supported Data and Trading Services Description of Service Packages and Pricing: Packages Sierra Chart Historical Data Service I am gladly a Sierra Chart customer. I don't pay to CME nor Barchart for any service. Why should I contact them? |
| [2021-11-16 20:06:38] |
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You should contact the CME definitely. If the value is wrong on the CME website, that affects the data that Barchart.com gets from them and therefore affects the price you receive in Sierra Chart. Instead of asking why, just do it. We are not going to contact them. They need to be responsible for themselves. This is not our problem at all. It is ridiculous for this to be dumped on us. If you want to discontinue Sierra Chart, then do that. We do not care. This is not our problem at all. This thread is locked . Here's another way of looking at this, if you have the time to be posting on this support board, then just tell the CME directly to fix their damn problem. 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: 2021-11-16 20:09:19
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