Support Board
Date/Time: Tue, 26 Nov 2024 11:39:11 +0000
FCE Rollover on April one day before
View Count: 1388
[2014-04-10 21:11:13] |
Thib - Posts: 54 |
Hello, FCE rollover is normally the 3d Friday of every month. But this month the 3d friday (2014/04/18) will be a public holiday so exceptionally rollover will be 1 day before, on Thursday. In chart, with Continuous contract I use the Rollover Rule : "Number of calendar days before count within contract month" ; Number of Calendar Days = 0; Friday Count Within Contract Month = 3 I would like to know how Sierra Chart will manage rollover this month. Thanks |
[2014-04-11 04:36:08] |
Sierra Chart Engineering - Posts: 104368 |
Sierra Chart will consider the rollover to be the third Friday exactly because Sierra Chart has no consideration of public holidays because it does not know them.
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 |
[2014-04-24 07:51:40] |
Thib - Posts: 54 |
Hello, About FCE continuous rollover April/May contract again. As Friday 18 and Monday 21 on April were national holidays for FCE, the rollover on SC made between Thursday 17 and Tuesday 22 on April. And data before May contract were not adjusted by SC. Normally, if the data had been adjusted, on 4/17 at 16 o'clock the FCE should be at 4423-61 = 4362 and the gap between 4/17 and 4/22 shlould be a gap up and not a gap down. http://www.sierrachart.com/image.php?l=1398321945542.png |
[2014-04-28 16:34:22] |
Thib - Posts: 54 |
Hello SC, No way to solve this issue ? |
[2014-04-28 16:54:08] |
Sierra Chart Engineering - Posts: 104368 |
We apologize for the delay. We have been meaning to follow up on this. If the rollover date is not correct, then you just need to choose a volume-based rollover: http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#RolloverOptions However, no matter what the rollover date is, if you have chosen one of the back adjusted Continuous Futures Contract options, then the back adjustment should work. If it is not working, we need to see what the Message Log says after selecting Chart >> Reload and Recalculate for the chart. Provide us those lines added to the Message Log. Select them and select Copy Selection and paste them here. 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 |
[2014-04-28 18:00:57] |
Thib - Posts: 54 |
No, back adjustment doesn't work with option "Number of Calendar Days before friday count within....." but it works with option "Number of calendar Days before Wednesday count within....". Here is the message log : Open E Cry FIX/FAST: Received position acknowledgment message. Request Result: 2. Request Status: 1 | 2014-04-28 19:50:40 Date rule based rollover from FCEX3 to next contract occurs at 2013-11-15 | 2014-04-28 19:53:25 Date rule based rollover from FCEZ3 to next contract occurs at 2013-12-20 | 2014-04-28 19:53:25 Date rule based rollover from FCEF4 to next contract occurs at 2014-01-17 | 2014-04-28 19:53:25 Date rule based rollover from FCEG4 to next contract occurs at 2014-02-21 | 2014-04-28 19:53:25 Date rule based rollover from FCEH4 to next contract occurs at 2014-03-21 | 2014-04-28 19:53:25 Date rule based rollover from FCEJ4 to next contract occurs at 2014-04-18 | 2014-04-28 19:53:25 Date rule based rollover from FCEK4 to next contract occurs at 2014-05-16 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEX3 for the date range from 2013-10-18 to 2013-11-15 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXX13 for the date range from 2013-10-18 to 2013-11-10 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEZ3 for the date range from 2013-11-15 to 2013-12-20 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXZ13 for the date range from 2013-11-15 to 2013-12-15 | 2014-04-28 19:53:25 Intraday data file for FCEF4 exists and is empty. Skipping Intraday data download. | 2014-04-28 19:53:25 Checking Daily data file for symbol MXF14 for the date range from 2013-12-20 to 2014-01-12 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEG4 for the date range from 2014-01-17 to 2014-02-21 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXG14 for the date range from 2014-01-17 to 2014-02-16 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEH4 for the date range from 2014-02-21 to 2014-03-21 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXH14 for the date range from 2014-02-21 to 2014-03-16 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEJ4 for the date range from 2014-03-21 to 2014-04-18 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXJ14 for the date range from 2014-03-21 to 2014-04-13 | 2014-04-28 19:53:25 Checking Intraday data file for symbol FCEK4 for the date range from 2014-04-18 to 0 | 2014-04-28 19:53:25 Checking Daily data file for symbol MXK14 for the date range from 2014-04-18 to 0 | 2014-04-28 19:53:25 Symbols used for FCEK4 continuous contract chart: | 2014-04-28 19:53:25 FCEX3 | 2014-04-28 19:53:25 FCEZ3 | 2014-04-28 19:53:25 FCEF4 | 2014-04-28 19:53:25 FCEG4 | 2014-04-28 19:53:25 FCEH4 | 2014-04-28 19:53:25 FCEJ4 | 2014-04-28 19:53:25 FCEK4 | 2014-04-28 19:53:25 HD Request # 11 - Downloading Intraday chart data for FCEJ4 to the file FCEJ4.scid. Service: oec | 2014-04-28 19:53:25 HD Request # 11 - Download start Date-Time: 2014-04-17 15:59:54.0 | 2014-04-28 19:53:25 HD Request # 11 - Using server: ds5.sierracharts.com port 10149 | 2014-04-28 19:53:25 Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2014-04-28 19:53:25 The network socket is connected. | 2014-04-28 19:53:25 HD Request # 11 - Sending historical data logon request message. | 2014-04-28 19:53:25 HD Request # 11 - Requesting Intraday data. Max. days to return: 186. Start Date-Time: 2014-04-17 15:59:54. Record interval: 1 . Symbol: FCEJ4 | 2014-04-28 19:53:26 HD Request # 11 - Decompressing data. | 2014-04-28 19:53:26 HD Request # 11 - Receiving Intraday data for FCEJ4 starting at 2014-04-17 15:59:54 | 2014-04-28 19:53:26 HD Request # 11 - Timestamp of first Intraday data file record written: 2014-04-17 15:59:54 | 2014-04-28 19:53:26 Socket has been shutdown and closed. | 2014-04-28 19:53:26 The network socket for historical data has been closed. | 2014-04-28 19:53:26 HD Request # 11 - Received 1 record from 2014-04-17 15:59:54 to 2014-04-17 15:59:54 (0.0 seconds) and wrote 1 record for FCEJ4 | 2014-04-28 19:53:26 HD Request # 11 - Intraday download COMPLETE for FCEJ4. Completion time: 1s | 2014-04-28 19:53:26 Real-time Intraday chart data file updates started for FCEJ4 | 2014-04-28 19:53:26 FCEK4 [CB] 2 Min #9: Download is complete for all contract months in chart. Proceeding with data load. | 2014-04-28 19:53:26 FCEK4 [CB] 2 Min #9: Performing continuous futures contract back adjustment calculations. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEX3 Open price on 2013-11-15 is 4284.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEZ3 Open price on 2013-11-15 is 4276.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEX3 price difference to FCEZ3 is -8. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEZ3 Open price on 2013-12-20 is 4188. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEF4 Open price on 2013-12-20 is 4196.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEZ3 price difference to FCEF4 is 8.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEF4 Open price on 2014-01-17 is 4330. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEG4 Open price on 2014-01-17 is 4328. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEF4 price difference to FCEG4 is -2. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEG4 Open price on 2014-02-21 is 4366. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEH4 Open price on 2014-02-21 is 4365. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEG4 price difference to FCEH4 is -1. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEH4 Open price on 2014-03-21 is 4333. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEJ4 Open price on 2014-03-21 is 4325.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEH4 price difference to FCEJ4 is -7.5. | 2014-04-28 19:53:27 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-04-28 19:53:27 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXK14.dly. Error: Encountered end of file. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: FCEJ4 price difference to FCEK4 is 0. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEX3 is -10. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEZ3 is -2. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEF4 is -10.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEG4 is -8.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEH4 is -7.5. | 2014-04-28 19:53:27 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEJ4 is 0. | 2014-04-28 19:53:27 Open E Cry FIX/FAST: Received position acknowledgment message. Request Result: 2. Request Status: 1 | 2014-04-28 19:53:45 Date Time Of Last Edit: 2014-04-28 18:05:26
|
[2014-04-30 01:06:48] |
Sierra Chart Engineering - Posts: 104368 |
We corrected the default rollover rules for FCE. We will also solve the problem with the error getting the opening price for a day that is beyond the end of the file. 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 |
[2014-05-09 05:04:23] |
Thib - Posts: 54 |
Hello SC, We will also solve the problem with the error getting the opening price for a day that is beyond the end of the file. Is it possible to solve this problem before next rollover (next week)? Thanks |
[2014-05-09 05:19:08] |
Sierra Chart Engineering - Posts: 104368 |
This was solved about two weeks ago.
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 |
[2014-05-09 05:39:32] |
Thib - Posts: 54 |
I'm not sur it's works. If I want to do the rollover on Friday morning as before, the message log is : "FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEJ4 is 0." Reloading all charts with filename: FCEK4.scid | 2014-05-09 07:36:46 Date rule based rollover from FCEZ3 to next contract occurs at 2013-12-20 | 2014-05-09 07:36:46 Date rule based rollover from FCEF4 to next contract occurs at 2014-01-17 | 2014-05-09 07:36:46 Date rule based rollover from FCEG4 to next contract occurs at 2014-02-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEH4 to next contract occurs at 2014-03-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEJ4 to next contract occurs at 2014-04-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEK4 to next contract occurs at 2014-05-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEZ3 for the date range from 2013-11-15 to 2013-12-20 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXZ13 for the date range from 2013-11-15 to 2013-12-15 | 2014-05-09 07:36:46 Intraday data file for FCEF4 exists and is empty. Skipping Intraday data download. | 2014-05-09 07:36:46 Checking Daily data file for symbol MXF14 for the date range from 2013-12-20 to 2014-01-12 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEG4 for the date range from 2014-01-17 to 2014-02-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXG14 for the date range from 2014-01-17 to 2014-02-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEH4 for the date range from 2014-02-21 to 2014-03-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXH14 for the date range from 2014-02-21 to 2014-03-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEJ4 for the date range from 2014-03-21 to 2014-04-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXJ14 for the date range from 2014-03-21 to 2014-04-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEK4 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXK14 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Symbols used for FCEK4 continuous contract chart: | 2014-05-09 07:36:46 FCEZ3 | 2014-05-09 07:36:46 FCEF4 | 2014-05-09 07:36:46 FCEG4 | 2014-05-09 07:36:46 FCEH4 | 2014-05-09 07:36:46 FCEJ4 | 2014-05-09 07:36:46 FCEK4 | 2014-05-09 07:36:46 Date rule based rollover from FCEQ3 to next contract occurs at 2013-08-16 | 2014-05-09 07:36:46 Date rule based rollover from FCEU3 to next contract occurs at 2013-09-20 | 2014-05-09 07:36:46 Date rule based rollover from FCEV3 to next contract occurs at 2013-10-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEX3 to next contract occurs at 2013-11-15 | 2014-05-09 07:36:46 Date rule based rollover from FCEZ3 to next contract occurs at 2013-12-20 | 2014-05-09 07:36:46 Date rule based rollover from FCEF4 to next contract occurs at 2014-01-17 | 2014-05-09 07:36:46 Date rule based rollover from FCEG4 to next contract occurs at 2014-02-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEH4 to next contract occurs at 2014-03-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEJ4 to next contract occurs at 2014-04-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEK4 to next contract occurs at 2014-05-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEQ3 for the date range from 2013-07-19 to 2013-08-16 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXQ13 for the date range from 2013-07-19 to 2013-08-11 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEU3 for the date range from 2013-08-16 to 2013-09-20 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXU13 for the date range from 2013-08-16 to 2013-09-15 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEV3 for the date range from 2013-09-20 to 2013-10-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXV13 for the date range from 2013-09-20 to 2013-10-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEX3 for the date range from 2013-10-18 to 2013-11-15 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXX13 for the date range from 2013-10-18 to 2013-11-10 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEZ3 for the date range from 2013-11-15 to 2013-12-20 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXZ13 for the date range from 2013-11-15 to 2013-12-15 | 2014-05-09 07:36:46 Intraday data file for FCEF4 exists and is empty. Skipping Intraday data download. | 2014-05-09 07:36:46 Checking Daily data file for symbol MXF14 for the date range from 2013-12-20 to 2014-01-12 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEG4 for the date range from 2014-01-17 to 2014-02-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXG14 for the date range from 2014-01-17 to 2014-02-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEH4 for the date range from 2014-02-21 to 2014-03-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXH14 for the date range from 2014-02-21 to 2014-03-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEJ4 for the date range from 2014-03-21 to 2014-04-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXJ14 for the date range from 2014-03-21 to 2014-04-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEK4 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXK14 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Symbols used for FCEK4 continuous contract chart: | 2014-05-09 07:36:46 FCEQ3 | 2014-05-09 07:36:46 FCEU3 | 2014-05-09 07:36:46 FCEV3 | 2014-05-09 07:36:46 FCEX3 | 2014-05-09 07:36:46 FCEZ3 | 2014-05-09 07:36:46 FCEF4 | 2014-05-09 07:36:46 FCEG4 | 2014-05-09 07:36:46 FCEH4 | 2014-05-09 07:36:46 FCEJ4 | 2014-05-09 07:36:46 FCEK4 | 2014-05-09 07:36:46 Date rule based rollover from FCEQ3 to next contract occurs at 2013-08-16 | 2014-05-09 07:36:46 Date rule based rollover from FCEU3 to next contract occurs at 2013-09-20 | 2014-05-09 07:36:46 Date rule based rollover from FCEV3 to next contract occurs at 2013-10-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEX3 to next contract occurs at 2013-11-15 | 2014-05-09 07:36:46 Date rule based rollover from FCEZ3 to next contract occurs at 2013-12-20 | 2014-05-09 07:36:46 Date rule based rollover from FCEF4 to next contract occurs at 2014-01-17 | 2014-05-09 07:36:46 Date rule based rollover from FCEG4 to next contract occurs at 2014-02-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEH4 to next contract occurs at 2014-03-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEJ4 to next contract occurs at 2014-04-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEK4 to next contract occurs at 2014-05-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEQ3 for the date range from 2013-07-19 to 2013-08-16 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXQ13 for the date range from 2013-07-19 to 2013-08-11 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEU3 for the date range from 2013-08-16 to 2013-09-20 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXU13 for the date range from 2013-08-16 to 2013-09-15 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEV3 for the date range from 2013-09-20 to 2013-10-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXV13 for the date range from 2013-09-20 to 2013-10-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEX3 for the date range from 2013-10-18 to 2013-11-15 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXX13 for the date range from 2013-10-18 to 2013-11-10 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEZ3 for the date range from 2013-11-15 to 2013-12-20 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXZ13 for the date range from 2013-11-15 to 2013-12-15 | 2014-05-09 07:36:46 Intraday data file for FCEF4 exists and is empty. Skipping Intraday data download. | 2014-05-09 07:36:46 Checking Daily data file for symbol MXF14 for the date range from 2013-12-20 to 2014-01-12 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEG4 for the date range from 2014-01-17 to 2014-02-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXG14 for the date range from 2014-01-17 to 2014-02-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEH4 for the date range from 2014-02-21 to 2014-03-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXH14 for the date range from 2014-02-21 to 2014-03-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEJ4 for the date range from 2014-03-21 to 2014-04-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXJ14 for the date range from 2014-03-21 to 2014-04-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEK4 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXK14 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Symbols used for FCEK4 continuous contract chart: | 2014-05-09 07:36:46 FCEQ3 | 2014-05-09 07:36:46 FCEU3 | 2014-05-09 07:36:46 FCEV3 | 2014-05-09 07:36:46 FCEX3 | 2014-05-09 07:36:46 FCEZ3 | 2014-05-09 07:36:46 FCEF4 | 2014-05-09 07:36:46 FCEG4 | 2014-05-09 07:36:46 FCEH4 | 2014-05-09 07:36:46 FCEJ4 | 2014-05-09 07:36:46 FCEK4 | 2014-05-09 07:36:46 Date rule based rollover from FCEJ4 to next contract occurs at 2014-04-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEK4 to next contract occurs at 2014-05-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEJ4 for the date range from 2014-03-21 to 2014-04-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXJ14 for the date range from 2014-03-21 to 2014-04-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEK4 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXK14 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Symbols used for FCEK4 continuous contract chart: | 2014-05-09 07:36:46 FCEJ4 | 2014-05-09 07:36:46 FCEK4 | 2014-05-09 07:36:46 Date rule based rollover from FCEQ3 to next contract occurs at 2013-08-16 | 2014-05-09 07:36:46 Date rule based rollover from FCEU3 to next contract occurs at 2013-09-20 | 2014-05-09 07:36:46 Date rule based rollover from FCEV3 to next contract occurs at 2013-10-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEX3 to next contract occurs at 2013-11-15 | 2014-05-09 07:36:46 Date rule based rollover from FCEZ3 to next contract occurs at 2013-12-20 | 2014-05-09 07:36:46 Date rule based rollover from FCEF4 to next contract occurs at 2014-01-17 | 2014-05-09 07:36:46 Date rule based rollover from FCEG4 to next contract occurs at 2014-02-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEH4 to next contract occurs at 2014-03-21 | 2014-05-09 07:36:46 Date rule based rollover from FCEJ4 to next contract occurs at 2014-04-18 | 2014-05-09 07:36:46 Date rule based rollover from FCEK4 to next contract occurs at 2014-05-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEQ3 for the date range from 2013-07-19 to 2013-08-16 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXQ13 for the date range from 2013-07-19 to 2013-08-11 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEU3 for the date range from 2013-08-16 to 2013-09-20 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXU13 for the date range from 2013-08-16 to 2013-09-15 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEV3 for the date range from 2013-09-20 to 2013-10-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXV13 for the date range from 2013-09-20 to 2013-10-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEX3 for the date range from 2013-10-18 to 2013-11-15 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXX13 for the date range from 2013-10-18 to 2013-11-10 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEZ3 for the date range from 2013-11-15 to 2013-12-20 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXZ13 for the date range from 2013-11-15 to 2013-12-15 | 2014-05-09 07:36:46 Intraday data file for FCEF4 exists and is empty. Skipping Intraday data download. | 2014-05-09 07:36:46 Checking Daily data file for symbol MXF14 for the date range from 2013-12-20 to 2014-01-12 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEG4 for the date range from 2014-01-17 to 2014-02-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXG14 for the date range from 2014-01-17 to 2014-02-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEH4 for the date range from 2014-02-21 to 2014-03-21 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXH14 for the date range from 2014-02-21 to 2014-03-16 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEJ4 for the date range from 2014-03-21 to 2014-04-18 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXJ14 for the date range from 2014-03-21 to 2014-04-13 | 2014-05-09 07:36:46 Checking Intraday data file for symbol FCEK4 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Checking Daily data file for symbol MXK14 for the date range from 2014-04-18 to 0 | 2014-05-09 07:36:46 Symbols used for FCEK4 continuous contract chart: | 2014-05-09 07:36:46 FCEQ3 | 2014-05-09 07:36:46 FCEU3 | 2014-05-09 07:36:46 FCEV3 | 2014-05-09 07:36:46 FCEX3 | 2014-05-09 07:36:46 FCEZ3 | 2014-05-09 07:36:46 FCEF4 | 2014-05-09 07:36:46 FCEG4 | 2014-05-09 07:36:46 FCEH4 | 2014-05-09 07:36:46 FCEJ4 | 2014-05-09 07:36:46 FCEK4 | 2014-05-09 07:36:46 HD Request # 37 - Downloading Intraday chart data for FCEK4 to the file FCEK4.scid. Service: oec | 2014-05-09 07:36:46 HD Request # 37 - Download start Date-Time: 2014-04-16 18:53:03.0 | 2014-05-09 07:36:46 HD Request # 37 - Using server: ds5.sierracharts.com port 10149 | 2014-05-09 07:36:46 Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2014-05-09 07:36:46 The network socket is connected. | 2014-05-09 07:36:46 HD Request # 37 - Sending historical data logon request message. | 2014-05-09 07:36:46 HD Request # 37 - Error downloading historical Intraday data for FCEK4. Historical data logon error: Serving data is disabled. | 2014-05-09 07:36:47 Socket has been shutdown and closed. | 2014-05-09 07:36:47 The network socket for historical data has been closed. | 2014-05-09 07:36:47 HD Request # 37 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FCEK4 | 2014-05-09 07:36:47 HD Request # 38 - Downloading Intraday chart data for FCEK4 to the file FCEK4.scid. Service: oec | 2014-05-09 07:36:47 HD Request # 38 - Download start Date-Time: 2014-04-16 18:53:03.0 | 2014-05-09 07:36:47 HD Request # 38 - Using server: ds3.sierracharts.com port 10149 | 2014-05-09 07:36:47 Resolved address ds3.sierracharts.com to IP 65.182.172.164 | 2014-05-09 07:36:47 The network socket is connected. | 2014-05-09 07:36:47 HD Request # 38 - Sending historical data logon request message. | 2014-05-09 07:36:47 Socket has been shutdown and closed. | 2014-05-09 07:36:47 HD Request # 38 - Error downloading historical Intraday data for FCEK4. Historical data logon error: Serving data is disabled. | 2014-05-09 07:36:47 The network socket for historical data has been closed. | 2014-05-09 07:36:47 HD Request # 38 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FCEK4 | 2014-05-09 07:36:47 HD Request # 39 - Downloading Intraday chart data for FCEK4 to the file FCEK4.scid. Service: oec | 2014-05-09 07:36:47 HD Request # 39 - Download start Date-Time: 2014-04-16 18:53:03.0 | 2014-05-09 07:36:47 HD Request # 39 - Using server: ds4.sierracharts.com port 10149 | 2014-05-09 07:36:47 Resolved address ds4.sierracharts.com to IP 204.11.49.26 | 2014-05-09 07:36:47 The network socket is connected. | 2014-05-09 07:36:47 HD Request # 39 - Sending historical data logon request message. | 2014-05-09 07:36:47 HD Request # 39 - Requesting Intraday data. Start Date-Time: 2014-04-16 18:53:03. Record interval: 1 . Symbol: FCEK4 | 2014-05-09 07:36:47 HD Request # 39 - Decompressing data. | 2014-05-09 07:36:48 HD Request # 39 - Receiving Intraday data for FCEK4 starting at 2014-04-16 18:53:03 | 2014-05-09 07:36:48 HD Request # 39 - Timestamp of first Intraday data file record written: 2014-04-16 18:53:03 | 2014-05-09 07:36:48 Socket has been shutdown and closed. | 2014-05-09 07:36:50 The network socket for historical data has been closed. | 2014-05-09 07:36:50 HD Request # 39 - Received 135644 records from 2014-04-16 18:53:03 to 2014-05-08 21:59:53 (22.1 days) and wrote 135644 records for FCEK4 | 2014-05-09 07:36:50 HD Request # 39 - Intraday download COMPLETE for FCEK4. Completion time: 3s | 2014-05-09 07:36:50 Real-time Intraday chart data file updates started for FCEK4 | 2014-05-09 07:36:50 HD Request # 40 - Downloading Intraday chart data for FCEJ4 to the file FCEJ4.scid. Service: oec | 2014-05-09 07:36:50 HD Request # 40 - Download start Date-Time: 2014-04-17 15:59:54.0 | 2014-05-09 07:36:50 HD Request # 40 - Using server: ds5.sierracharts.com port 10149 | 2014-05-09 07:36:50 Resolved address ds5.sierracharts.com to IP 204.15.192.106 | 2014-05-09 07:36:50 The network socket is connected. | 2014-05-09 07:36:50 HD Request # 40 - Sending historical data logon request message. | 2014-05-09 07:36:50 Socket has been shutdown and closed. | 2014-05-09 07:36:50 HD Request # 40 - Error downloading historical Intraday data for FCEJ4. Historical data logon error: Serving data is disabled. | 2014-05-09 07:36:50 The network socket for historical data has been closed. | 2014-05-09 07:36:50 HD Request # 40 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FCEJ4 | 2014-05-09 07:36:50 HD Request # 41 - Downloading Intraday chart data for FCEJ4 to the file FCEJ4.scid. Service: oec | 2014-05-09 07:36:50 HD Request # 41 - Download start Date-Time: 2014-04-17 15:59:54.0 | 2014-05-09 07:36:50 HD Request # 41 - Using server: ds3.sierracharts.com port 10149 | 2014-05-09 07:36:50 Resolved address ds3.sierracharts.com to IP 65.182.172.164 | 2014-05-09 07:36:50 The network socket is connected. | 2014-05-09 07:36:50 HD Request # 41 - Sending historical data logon request message. | 2014-05-09 07:36:50 Socket has been shutdown and closed. | 2014-05-09 07:36:51 The network socket for historical data has been closed. | 2014-05-09 07:36:51 HD Request # 41 - Error downloading historical Intraday data for FCEJ4. Historical data logon error: Serving data is disabled. | 2014-05-09 07:36:51 HD Request # 41 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FCEJ4 | 2014-05-09 07:36:51 HD Request # 42 - Downloading Intraday chart data for FCEJ4 to the file FCEJ4.scid. Service: oec | 2014-05-09 07:36:51 HD Request # 42 - Download start Date-Time: 2014-04-17 15:59:54.0 | 2014-05-09 07:36:51 HD Request # 42 - Using server: ds4.sierracharts.com port 10149 | 2014-05-09 07:36:51 Resolved address ds4.sierracharts.com to IP 204.11.49.26 | 2014-05-09 07:36:51 The network socket is connected. | 2014-05-09 07:36:51 HD Request # 42 - Sending historical data logon request message. | 2014-05-09 07:36:51 HD Request # 42 - Requesting Intraday data. Start Date-Time: 2014-04-17 15:59:54. Record interval: 1 . Symbol: FCEJ4 | 2014-05-09 07:36:51 Socket has been shutdown and closed. | 2014-05-09 07:36:51 The network socket for historical data has been closed. | 2014-05-09 07:36:51 HD Request # 42 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FCEJ4 | 2014-05-09 07:36:51 HD Request # 42 - Intraday download COMPLETE for FCEJ4. Completion time: 0s | 2014-05-09 07:36:51 Real-time Intraday chart data file updates started for FCEJ4 | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: Download is complete for all contract months in chart. Proceeding with data load. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: Performing continuous futures contract back adjustment calculations. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEZ3 Open price on 2013-12-20 is 4188. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEF4 Open price on 2013-12-20 is 4196.5. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEZ3 price difference to FCEF4 is 8.5. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEF4 Open price on 2014-01-17 is 4330. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEG4 Open price on 2014-01-17 is 4328. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEF4 price difference to FCEG4 is -2. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEG4 Open price on 2014-02-21 is 4366. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEH4 Open price on 2014-02-21 is 4365. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEG4 price difference to FCEH4 is -1. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEH4 Open price on 2014-03-21 is 4333. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEJ4 Open price on 2014-03-21 is 4325.5. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEH4 price difference to FCEJ4 is -7.5. | 2014-05-09 07:36:51 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEK4 Open price on 2014-04-18 is 4388.5. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: FCEJ4 price difference to FCEK4 is 0. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEZ3 is -2. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEF4 is -10.5. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEG4 is -8.5. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEH4 is -7.5. | 2014-05-09 07:36:51 FCEK4 [CB] 2 Min #9: Back adjust amount for symbol FCEJ4 is 0. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Download is complete for all contract months in chart. Proceeding with data load. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Performing continuous futures contract back adjustment calculations. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEQ3 Open price on 2013-08-16 is 4087. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEU3 Open price on 2013-08-16 is 4087.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEQ3 price difference to FCEU3 is 0.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEU3 Open price on 2013-09-20 is 4209.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEV3 Open price on 2013-09-20 is 4205. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEU3 price difference to FCEV3 is -4.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEV3 Open price on 2013-10-18 is 4257. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEX3 Open price on 2013-10-18 is 4250. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEV3 price difference to FCEX3 is -7. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEX3 Open price on 2013-11-15 is 4284.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEZ3 Open price on 2013-11-15 is 4276.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEX3 price difference to FCEZ3 is -8. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEZ3 Open price on 2013-12-20 is 4188. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEF4 Open price on 2013-12-20 is 4196.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEZ3 price difference to FCEF4 is 8.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEF4 Open price on 2014-01-17 is 4330. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEG4 Open price on 2014-01-17 is 4328. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEF4 price difference to FCEG4 is -2. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEG4 Open price on 2014-02-21 is 4366. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEH4 Open price on 2014-02-21 is 4365. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEG4 price difference to FCEH4 is -1. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEH4 Open price on 2014-03-21 is 4333. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEJ4 Open price on 2014-03-21 is 4325.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEH4 price difference to FCEJ4 is -7.5. | 2014-05-09 07:36:51 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEK4 Open price on 2014-04-18 is 4388.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: FCEJ4 price difference to FCEK4 is 0. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEQ3 is -21. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEU3 is -21.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEV3 is -17. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEX3 is -10. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEZ3 is -2. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEF4 is -10.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEG4 is -8.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEH4 is -7.5. | 2014-05-09 07:36:51 FCEK4 [CB] 10 Min #10: Back adjust amount for symbol FCEJ4 is 0. | 2014-05-09 07:36:51 FCEK4 [CB] 120 Min #2: Download is complete for all contract months in chart. Proceeding with data load. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Performing continuous futures contract back adjustment calculations. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEQ3 Open price on 2013-08-16 is 4087. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEU3 Open price on 2013-08-16 is 4087.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEQ3 price difference to FCEU3 is 0.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEU3 Open price on 2013-09-20 is 4209.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEV3 Open price on 2013-09-20 is 4205. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEU3 price difference to FCEV3 is -4.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEV3 Open price on 2013-10-18 is 4257. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEX3 Open price on 2013-10-18 is 4250. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEV3 price difference to FCEX3 is -7. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEX3 Open price on 2013-11-15 is 4284.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEZ3 Open price on 2013-11-15 is 4276.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEX3 price difference to FCEZ3 is -8. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEZ3 Open price on 2013-12-20 is 4188. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEF4 Open price on 2013-12-20 is 4196.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEZ3 price difference to FCEF4 is 8.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEF4 Open price on 2014-01-17 is 4330. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEG4 Open price on 2014-01-17 is 4328. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEF4 price difference to FCEG4 is -2. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEG4 Open price on 2014-02-21 is 4366. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEH4 Open price on 2014-02-21 is 4365. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEG4 price difference to FCEH4 is -1. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEH4 Open price on 2014-03-21 is 4333. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEJ4 Open price on 2014-03-21 is 4325.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEH4 price difference to FCEJ4 is -7.5. | 2014-05-09 07:36:52 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEK4 Open price on 2014-04-18 is 4388.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: FCEJ4 price difference to FCEK4 is 0. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEQ3 is -21. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEU3 is -21.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEV3 is -17. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEX3 is -10. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEZ3 is -2. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEF4 is -10.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEG4 is -8.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEH4 is -7.5. | 2014-05-09 07:36:52 FCEK4 [CB] 120 Min #2: Back adjust amount for symbol FCEJ4 is 0. | 2014-05-09 07:36:52 FCEK4 [CB] 30 Sec #7: Download is complete for all contract months in chart. Proceeding with data load. | 2014-05-09 07:36:52 FCEK4 [CB] 30 Sec #7: Performing continuous futures contract back adjustment calculations. | 2014-05-09 07:36:52 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-05-09 07:36:52 FCEK4 [CB] 30 Sec #7: FCEK4 Open price on 2014-04-18 is 4388.5. | 2014-05-09 07:36:52 FCEK4 [CB] 30 Sec #7: FCEJ4 price difference to FCEK4 is 0. | 2014-05-09 07:36:52 FCEK4 [CB] 30 Sec #7: Back adjust amount for symbol FCEJ4 is 0. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Download is complete for all contract months in chart. Proceeding with data load. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Performing continuous futures contract back adjustment calculations. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEQ3 Open price on 2013-08-16 is 4087. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEU3 Open price on 2013-08-16 is 4087.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEQ3 price difference to FCEU3 is 0.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEU3 Open price on 2013-09-20 is 4209.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEV3 Open price on 2013-09-20 is 4205. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEU3 price difference to FCEV3 is -4.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEV3 Open price on 2013-10-18 is 4257. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEX3 Open price on 2013-10-18 is 4250. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEV3 price difference to FCEX3 is -7. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEX3 Open price on 2013-11-15 is 4284.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEZ3 Open price on 2013-11-15 is 4276.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEX3 price difference to FCEZ3 is -8. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEZ3 Open price on 2013-12-20 is 4188. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEF4 Open price on 2013-12-20 is 4196.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEZ3 price difference to FCEF4 is 8.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEF4 Open price on 2014-01-17 is 4330. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEG4 Open price on 2014-01-17 is 4328. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEF4 price difference to FCEG4 is -2. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEG4 Open price on 2014-02-21 is 4366. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEH4 Open price on 2014-02-21 is 4365. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEG4 price difference to FCEH4 is -1. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEH4 Open price on 2014-03-21 is 4333. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEJ4 Open price on 2014-03-21 is 4325.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEH4 price difference to FCEJ4 is -7.5. | 2014-05-09 07:36:52 Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEK4 Open price on 2014-04-18 is 4388.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: FCEJ4 price difference to FCEK4 is 0. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEQ3 is -21. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEU3 is -21.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEV3 is -17. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEX3 is -10. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEZ3 is -2. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEF4 is -10.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEG4 is -8.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEH4 is -7.5. | 2014-05-09 07:36:52 FCEK4 [CB] 10 Min #1: Back adjust amount for symbol FCEJ4 is 0. | 2014-05-09 07:36:52 |
[2014-05-09 07:18:58] |
Sierra Chart Engineering - Posts: 104368 |
Just to be sure you you have the code changes, update to the latest prerelease. We can also tell from your Message Log that you have not restarted Sierra Chart for a while. There have been some server address changes that have not been received that are required for fast historical data downloading. The simple solution to this: Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. | 2014-05-09 07:36:52 is to delete the MXJ14.dly file and reload the Intraday chart with Chart >> Reload and Recalculate. This is just a case of missing data. The data load looks good to us: FCEK4 [CB] 1 Min #1: Download is complete for all contract months in chart. Proceeding with data load. | 2014-05-09 07:18:12
FCEK4 [CB] 1 Min #1: Performing continuous futures contract back adjustment calculations. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEK3 Open price on 2013-05-16 is 3973.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEM3 Open price on 2013-05-16 is 3948.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEK3 price difference to FCEM3 is -25. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEM3 Open price on 2013-06-20 is 3781. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEN3 Open price on 2013-06-20 is 3785. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEM3 price difference to FCEN3 is 4. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEN3 Open price on 2013-07-18 is 3865.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEQ3 Open price on 2013-07-18 is 3865.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEN3 price difference to FCEQ3 is 0. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEQ3 Open price on 2013-08-15 is 4109. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEU3 Open price on 2013-08-15 is 4109. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEQ3 price difference to FCEU3 is 0. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEU3 Open price on 2013-09-19 is 4230.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEV3 Open price on 2013-09-19 is 4225. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEU3 price difference to FCEV3 is -5.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEV3 Open price on 2013-10-17 is 4237. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEX3 Open price on 2013-10-17 is 4230.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEV3 price difference to FCEX3 is -6.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEX3 Open price on 2013-11-14 is 4270.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEZ3 Open price on 2013-11-14 is 4259.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEX3 price difference to FCEZ3 is -11. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEZ3 Open price on 2013-12-19 is 4143.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEF4 Open price on 2013-12-19 is 4147.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEZ3 price difference to FCEF4 is 4. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEF4 Open price on 2014-01-16 is 4338.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEG4 Open price on 2014-01-16 is 4340. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEF4 price difference to FCEG4 is 1.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEG4 Open price on 2014-02-20 is 4307. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEH4 Open price on 2014-02-20 is 4307.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEG4 price difference to FCEH4 is 0.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEH4 Open price on 2014-03-20 is 4270. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEJ4 Open price on 2014-03-20 is 4263. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEH4 price difference to FCEJ4 is -7. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEJ4 Open price on 2014-04-17 is 4406.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEK4 Open price on 2014-04-17 is 4345. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: FCEJ4 price difference to FCEK4 is -61.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEK3 is -106.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEM3 is -81.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEN3 is -85.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEQ3 is -85.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEU3 is -85.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEV3 is -80. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEX3 is -73.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEZ3 is -62.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEF4 is -66.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEG4 is -68. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEH4 is -68.5. | 2014-05-09 07:18:12 FCEK4 [CB] 1 Min #1: Back adjust amount for symbol FCEJ4 is -61.5. | 2014-05-09 07:18:12 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: 2014-05-09 07:19:45
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[2014-05-09 08:28:57] |
Thib - Posts: 54 |
I updated latest 1135 prerelease (Thanks for that, prices positions are correct now) We can also tell from your Message Log that you have not restarted Sierra Chart for a while I don't understant, I start SC every morning I did that: is to delete the MXJ14.dly file and reload the Intraday chart with Chart >> Reload and Recalculate. But this same error occur : Error while getting daily open price with date 2014-04-21 from file. C:\SierraChart\Data\MXJ14.dly. Error: Encountered end of file. |
[2014-05-09 16:50:55] |
Sierra Chart Engineering - Posts: 104368 |
This is not making sense. We are not noticing a problem ourselves with the FCE Continuous Futures Contract. Select File >> Open Historical Chart. Open MXJ14.dly . Select Chart >> Chart Settings. What is the Date Range that you see? If you do not see the complete date range for that contract, then select Edit >>Delete All Data and Download If you still do not get all of the data, then provide the lines in the Message Log for that download. I don't understant, I start SC every morning
OK, we may have made a mistake with the timing of our changes relative to when you last restarted Sierra Chart. As long as you are on the latest version, the historical data requests will be routed to the correct server.
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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