Support Board
Date/Time: Thu, 06 Mar 2025 04:28:42 +0000
Sierra Chart Historical Data Service quality concern
View Count: 949
| [2022-01-17 05:46:26] |
| User896956 - Posts: 4 |
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Hi, I am trying SC, and find the historical data offer included in the basic package, too good to be true .. and hope to be wrong. I am checking Sierra Chart Historical Data Service quality. I checked GEU22-CME. The volume and open interest seems to be completely wrong. Early the volume should be very low or zero, but instead it is always very high, also in 2014 for example. This is clearly not the right volume. I compared to this free sample from quandl https://data.nasdaq.com/data/SRF/CME_EDU2022-eurodollar-futures-september-2022-edu2022, and indeed the volumes are very different. I checked with other symbols and found the same anomaly for the volumes. It is quite concerning since volume is used to compute the continuous future, and I need volume to check this calculation by myself. Is this a general problem? Date Time Of Last Edit: 2022-01-17 05:47:23
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| [2022-01-17 06:08:51] |
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This data comes from Barchart.com. There is a setting in Global Settings >> Data/Trade Service Settings >> Common Settings to control whether total volume and open interest for all contracts is downloaded for a particular symbol or just the volume and open interest for that particular symbol. Make sure that setting is correct for what you require. If you change this setting: 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 there any issues with the data, just simply go to Barchart.com and contact them about their data. 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: 2022-01-17 06:09:05
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| [2022-01-17 17:54:59] |
| User896956 - Posts: 4 |
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The total volume option has resolved the issue. 1) How can you get this data from barchart? Checking directly bar chart I get the wrong data: https://www.barchart.com/futures/quotes/GEU22/interactive-chart . That is not the data of GEU22, since it did not trade in 1980.. But you can get the correct data. 2) I tried to download data for MATBA (all the four symbols you provide) But i get the error message: "HD Request # 8 | Error downloading historical Daily data for D8G22. Error: user is not authorized to execute query for one or more of the specified symbols | 2022-01-17 20:33:47.068 " What authorization is required? 3) I want construct a continuous future for non-front month. When I try, the symbol is automatically switched to the front, (as documented I think) so effectively is impossible within SC. How can I download(better update) the data I need with a batch request of the type SC is using to compute the front month continuous future(I can see in the data directory the different files)? Then I can write a code to build the continuous future. For example for ES I need data for ES up to 2023 as well, and every day to update. Can I do the download/update of data files from acsil without opening a chart for each symbol ? Thanks Date Time Of Last Edit: 2022-01-17 20:44:58
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| [2022-01-18 16:39:05] |
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1. Here is the documentation for that setting: Data/Trade Service Settings: Download Total Volume for All Contracts for Futures Daily Data (Global Settings >> Data/Trade Service Settings >> Common Settings >> Historical Daily Data) How can you get this data from barchart? We do not know.2. We need to ask our data provider about this. 3. Make sure this option is disabled: Chart Settings: Automatically Rollover Futures Symbol (Chart >> Chart Settings >> Symbol >> Symbol menu) . Can I do the download/update of data files from acsil without opening a chart for each symbol ? Have a look at this function: ACSIL Interface Members - Functions: sc.OpenChartOrGetChartReference() 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: 2022-01-18 16:39:24
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| [2022-01-23 00:18:59] |
| User896956 - Posts: 4 |
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Thanks. Did you check why Matba data is not available?
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| [2022-01-23 00:30:47] |
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We have to ask our data provider about that exchange.
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 |
| [2022-01-28 03:01:15] |
| User896956 - Posts: 4 |
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Thanks. Did you get any reply?
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| [2022-01-28 05:20:33] |
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No not yet. We just sent the request now. We apologize for the delay.
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 |
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