Support Board
Date/Time: Fri, 07 Mar 2025 01:15:12 +0000
Historical Data Discrepancy
View Count: 889
| [2021-11-03 15:01:41] |
| PeaceFrog - Posts: 105 |
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Hello, I believe I’ve found the following data discrepancies: For CAU16, on a 1 minute chart, the data entries are as follow: 2016-08-02 11:16:00 2016-08-01 21:16:00**** 2016-08-02 11:15:00 2016-08-02 11:14:00 2016-08-01 21:14:00**** 2016-08-02 11:13:00 And for CA6M17, on a 1 minute chart, the data entries are as follow: 2017-03-27 06:38:00 2017-03-27 06:37:00**** 2017-03-27 06:36:00**** 2017-03-27 06:37:00**** 2017-03-27 06:36:00**** 2017-03-27 06:35:00 2017-03-27 06:34:00 Kindly advise. Thank you. |
| [2021-11-03 15:33:27] |
| John - SC Support - Posts: 38467 |
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You would need to take that up with your data provider.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-03 15:53:42] |
| PeaceFrog - Posts: 105 |
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Thanks John - SC Support. I've contacted them about the issue. I appreciate you taking the time to get back to me.
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| [2021-11-09 20:56:19] |
| PeaceFrog - Posts: 105 |
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Hello, Thank you for taking the time to respond to my inquiry. Per your response, I contacted CQG, the data provider, and they've told me that the data is correct on their end. They told me that this is a Sierra Chart issue to be resolved. Kindly see the attached picture of CQG's response to my inquiry. Kindly advise. |
 CQG Data.PNG / V - Attached On 2021-11-09 20:54:04 UTC - Size: 171.31 KB - 193 views |
| [2021-11-09 22:45:41] |
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We are not going to spend any time on this at all. We do not support CQG data and that policy is firm. You must use the Denali exchange data feed for data: Denali Exchange Data Feed We will not say anything further regarding CQG data. You need to use our data feed. 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: 2021-11-09 22:46:25
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| [2022-02-10 00:35:17] |
| PeaceFrog - Posts: 105 |
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I have the Denali Data now and these discrepancies still exist: For F.US.CAU16[M], on a 1 minute chart, the data entries are as follow: 2016-08-02 11:16:00 2016-08-01 21:16:00**** 2016-08-02 11:15:00 2016-08-02 11:14:00 2016-08-01 21:14:00**** 2016-08-02 11:13:00 And for F.US.CA6M17[M], on a 1 minute chart, the data entries are as follow: 2017-03-27 06:38:00 2017-03-27 06:37:00**** 2017-03-27 06:36:00**** 2017-03-27 06:37:00**** 2017-03-27 06:36:00**** 2017-03-27 06:35:00 2017-03-27 06:34:00 I also have the following discrepancy to add: For F.US.CA6H17[M], on a 1 minute chart, the data entries are as follow: 2017-03-07 08:50:00 2017-03-07 08:49:00 2017-03-07 08:48:00**** 2017-03-07 08:49:00**** 2017-03-07 08:47:00 2017-03-07 08:46:00 Please advise. |
| [2022-02-10 15:52:02] |
| John - SC Support - Posts: 38467 |
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We do not see these same issues. Place your cursor in the chart just before the first discrepancy and right-click and select Delete and Download Data. The system will redownload the data from that point forward. Let us know if you still see these discrepancies after you do this.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-11 20:13:54] |
| PeaceFrog - Posts: 105 |
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Hi John, Thank you for replying. I clicked "Delete and Download Data" and the discrepancies resolved themselves. Thank you. While converting my chartbooks from CQG to Denali, I’ve found the following instances where the CQG data has data points that the Denali data does not: For 6CZ20-CME[M] CQG 11/20/2020 3:00:00 PM 11/20/2020 2:58:00 PM 11/20/2020 2:55:00 PM 11/20/2020 2:54:00 PM 11/20/2020 2:48:00 PM 11/20/2020 2:46:00 PM 11/20/2020 2:37:00 PM 11/20/2020 2:36:00 PM 11/20/2020 1:59:00 PM Denali 2020-11-22 15:00:00 2020-11-20 13:59:00 And CQG 11/12/2020 6:38:00 PM 11/12/2020 6:37:00 PM 11/12/2020 6:36:00 PM Denali 2020-11-12 18:38:00 2020-11-12 18:36:00 There are at least 17 other instances where the Dates and Times do not line up between the CQG and Denali data feed for 6CZ20-CME[M]. For 6CU20-CME[M]: CQG 8/19/2020 4:20:00 PM 8/19/2020 4:19:00 PM 8/19/2020 4:18:00 PM Denali 2020-08-19 16:21:00 2020-08-19 16:19:00 There are at least 32 other instances where the Dates and Times do not line up between the CQG and Denali data feed for 6CU20-CME[M]. For 6CM20-CME[M] CQG 6/2/2020 3:37:00 PM 6/2/2020 3:34:00 PM 6/2/2020 3:31:00 PM Denali 2020-06-02 15:37:00 2020-06-02 15:31:00 There are at least 42 other instances where the Dates and Times do not line up between the CQG and Denali data feed for 6CM20-CME[M]. For 6CH20-CME[M] There are at least 54 instances where the Dates and Times do not line up between the CQG and Denali data feed for 6CH20-CME[M]. It appears the Denali data is missing data points that are in the CQG data. Kindly advise which data is correct and updated. Thank you. |
| [2022-02-14 14:50:29] |
| John - SC Support - Posts: 38467 |
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We are not sure which direction you are stating the information for. For example for 6CZ20-CME, is data missing for CQG on November 20, 2020 at 3:00pm or it missing from Denali. When we look at that particular instrument, we are not seeing any missing data for the times you have listed in either case. We are looking at a 1 minute chart. The main thing we can point you to is the following: Differences With Data and Chart Bars Between Services / Connections / Chart Types For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2022-02-14 14:55:22] |
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Symbols like this that contain the M: 6CU20-CME[M]: Contain data from the Denali Exchange Data Feed. However, to ensure that, re-download the data: Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. If you see differences, then it makes no sense because you are comparing data between the same source data feed. Maybe the time zone is different for the charts being compared: Time Zone Setting: Using Different Time Zone in Individual Charts We cannot help you with your questions. The data from the Denali Exchange Data Feed is fine. There are no issues. And we cannot help with data from other sources. That is outside the scope of our support. 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: 2022-02-14 14:56:36
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| [2022-02-14 23:06:21] |
| PeaceFrog - Posts: 105 |
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Hi John, Thank you for replying. Using your example, for 6CZ20-CME[M], the data would be missing for Denali, because Denali does not have entries for: 11/20/2020 2:58:00 PM 11/20/2020 2:55:00 PM 11/20/2020 2:54:00 PM 11/20/2020 2:48:00 PM 11/20/2020 2:46:00 PM 11/20/2020 2:37:00 PM 11/20/2020 2:36:00 PM (I noticed that the Time format for the CQG dates I posted use AM & PM where the Denali uses the 24 hour clock.) As another example, for 6CM20-CME[M], CQG has an entry for 6/2/2020 3:34:00 PM and Denali does not. Denali skips from 2020-06-02 15:31:00 to 2020-06-02 15:37:00. Thank you for taking the time to respond. |
| [2022-02-15 01:21:58] |
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None of what you are saying has any validity whatsoever. This is not even true: (I noticed that the Time format for the CQG dates I posted use AM & PM where the Denali uses the 24 hour clock.)
How you come to such a conclusion, is beyond us. It makes utterly no sense. It makes no sense, because the data is only accessible within Sierra Chart and it is presented in a single consistent way. This cannot possibly be true: As another example, for 6CM20-CME[M], CQG has an entry for 6/2/2020 3:34:00 PM and Denali does not. Denali skips from 2020-06-02 15:31:00 to 2020-06-02 15:37:00. You do not even have access to this data from CQG. They do not even provide it at all. We are not going to respond further. If you have a question about the data contact the exchange. Not us. And for the record, any of our other knowledgeable users can tell, that you are just wasting our time. 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: 2022-02-15 01:33:49
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| [2022-02-15 18:53:47] |
| PeaceFrog - Posts: 105 |
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I don’t understand how you can say that there’s no validity to what I’m saying. 1. It is true that I typed in two different time formats, that’s plain to see if you look at them. 11/20/2020 1:59:00 PM and 2020-11-20 13:59:00 are the same date and time, just in two different formats. 2. I used to use the CQG data feed and recently changed to Denali, so when I compare the data I have recorded from CQG to the data Denali is now providing me, I am finding these discrepancies. 3. I am not trying to waste your time. I am trying to ensure that I am getting accurate and complete data. Emotional and rude responses like yours are what wastes time. Your response provides no useful information towards resolving the issue and is offensive to me, your customer. Going forward, please address the issue and if you can’t, have a different representative respond who can do so professionally, the way John does. If I receive another insulting and irrelevant response from you, I will be elevating the issue and filing a complaint. |
| [2022-02-18 01:26:13] |
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We actually did take the time to compare the data for the 6CZ20-CME contract on 11/20/2020 to the data we have from DTN IQ Feed which is a good reference. There was an exact match. We looked at the nearly entire trading day, no differences at all. You can be confident that 6CZ20-CME data is correct from the Sierra Chart historical data and Denali data feed. As well as other contract months for this 6C futures market. 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: 2022-02-18 01:26:34
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