Support Board
Date/Time: Thu, 06 Mar 2025 03:20:03 +0000
Incorrect pricing data for ES mini
View Count: 799
| [2022-01-24 15:10:50] |
| User640414 - Posts: 28 |
|
Incorrect pricing data for ES mini on Adjusted for contract changes Going back six months on my Sierra Market Profile, I am not getting the adjusted price levels for contract changes on my market profile charts using Denali Data Feed data. The discrepancy is by seven to nine ticks. Current data for ES H22 is fine. I've compared to other traders using other services such as WindoTraderBlue and the discrepancy holds up. For example the for E-mini futures, WindoTraderBlue has the October 11, 2021 high as 4400 and whereas in my Sierra Chart it is at 4407.5. https://www.sierrachart.com/image.php?Image=1642982282650.png My current version of the Sierra Chart #2 2348. Try to follow instructions for the below links and didn’t work. Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments Continuous Futures Contract Charts: Instructions for Entering Settings for Controlling Rollover Amount |
| [2022-01-24 17:17:55] |
| |
|
These sections here definitely provide a method to control the rollover amount and absolutely do work: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments Continuous Futures Contract Charts: Instructions for Entering Settings for Controlling Rollover Amount However, we checked this, and what we see is 4400.75 for 2021-10-11 for ES back adjusted.: https://www.sierrachart.com/image.php?Image=1643044629506.png Follow the instructions here and re-download the data for the last two contract months: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data You should also be on a current version of Sierra Chart which we can see is the case. 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: 2022-01-24 17:18:44
|
| [2022-01-24 19:28:45] |
| |
|
One more thing, to make the download fast, enable this option on the symbol list window "Download for Daily Data Files Only" when re-downloading the data for the last two months.
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: 2022-01-24 19:29:05
|
To post a message in this thread, you need to log in with your Sierra Chart account: