Support Board
Date/Time: Tue, 26 Nov 2024 14:48:15 +0000
FTSE 100
View Count: 2052
| [2014-04-28 20:50:08] |
| corbeste - Posts: 74 |
|
Hi, I subscribed to Euronext Indices feed for the FTSE 100, but am not able to download intraday data past the front contract. Is there an issue here? Thanks. HD Request # 206 - Downloading Intraday chart data for FTSEU1 to the file FTSEU1.scid. Service: oec | 2014-04-28 15:48:12 Compressing file: C:\SierraChart\Data\FTSEU1.scid. This may take a while... | 2014-04-28 15:48:12 HD Request # 206 - Download start Date-Time: 2011-06-12 19:00:00.0 | 2014-04-28 15:48:12 HD Request # 206 - Using server: ds4.sierracharts.com port 10149 | 2014-04-28 15:48:12 Resolved address ds4.sierracharts.com to IP 204.11.49.26 | 2014-04-28 15:48:12 The network socket is connected. | 2014-04-28 15:48:12 HD Request # 206 - Sending historical data logon request message. | 2014-04-28 15:48:12 HD Request # 206 - Requesting Intraday data. Start Date-Time: 2011-06-13 00:00:00. Record interval: 0 . Symbol: FTSEU1 | 2014-04-28 15:48:12 HD Request # 206 - Error downloading historical Intraday data for FTSEU1. Historical data file not available for symbol. | 2014-04-28 15:48:12 Socket has been shutdown and closed. | 2014-04-28 15:48:12 The network socket for historical data has been closed. | 2014-04-28 15:48:12 HD Request # 206 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FTSEU1 | 2014-04-28 15:48:12 HD Request # 206 - Intraday download COMPLETE for FTSEU1. Completion time: 0s | 2014-04-28 15:48:12 Real-time Intraday chart data file updates started for FTSEU1 | 2014-04-28 15:48:12 |
| [2014-04-28 21:14:30] |
| |
|
The problem is the FTSE 100 symbol is no longer included in that exchange. There were some changes with that exchange and the pop-up description which lists the main symbols for that exchange was not updated. We are removing that text now. We are working to get you a refund on this. The FTSE 100 is included with the LIFFE 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 |
| [2014-04-28 21:31:45] |
| corbeste - Posts: 74 |
|
No problem. If I do not subscribe to LIFFE (I really just want to test the market for the time being), should I be able to download the historical data from the SC historical data service and integrate the live feed from OEC? I am not sure if there is some kind of conflict, given that I am already subscribed to Eurex and CME SC live feeds. I tried this a few days ago but was unable to get anything earlier than 18-Mar. For some reason I assumed I needed the live feed, which I now realise was not necessary. |
| [2014-04-28 23:01:19] |
| |
|
Do you need historical 1 minute data or historical tick by tick data? And how far back do need the data for the FTSE 100?
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 |
| [2014-04-29 06:14:36] |
| corbeste - Posts: 74 |
|
I use volume profiling so I prefer second data - usually I have 20 days of tick data and I as much as possible for the second/minute data. For example FESX goes back to 2010, and I would prefer back to the last lows made in 2009 if possible. Thanks. |
| [2014-04-30 09:16:47] |
| |
|
There should be at least 6 months of historical tick data for the FTSE and the prior data will be minute data. The data goes back to 2009. We have updated the Sierra Chart Historical Data Service to access this data. Restart Sierra Chart to get the updated symbol settings. The symbol begins with X and it can be found in File >> Find Symbol. 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 |
| [2014-04-30 09:17:06] |
| |
|
We are still working on getting you that exchange fee refund.
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 |
| [2014-04-30 10:27:44] |
| corbeste - Posts: 74 |
|
Thanks for this. I am using OEC for the data/trading feed. As I understand, its not possible to combine the OEC live feed with the SC historical data feed? I cannot get this historical data feed to work in this way, but I can download the historical data when using the SC Historical Data service as my data provider only. |
| [2014-04-30 19:44:00] |
| |
|
We got the exchange fee refunded for you. We will be processing that today. Update Sierra Chart to the latest version. Expired futures contracts when using OEC , including the FTSE, will come from the Sierra Chart Historical Data service. So you should have no trouble getting data going back to 2009. If there is a problem with the data in a chart, re-download it with Edit >> Delete All Data and Download. 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: 2014-04-30 19:44:49
|
| [2014-05-08 06:49:23] |
| corbeste - Posts: 74 |
|
Hi, Sorry for the delay in response, I was travelling. I still cannot get this to work. No data before 18th March is downloaded. Historical daily data works fine however. I am opening the chart via the File -> Find Symbol menu, then selecting auto rollover (volume based) and 500 days to load. This is the instance that is connected directly to SC. Also, when attempting the download from my remote instance (I use a remote instance for the European products due to timezone issues) I see many error messages regarding Z-Lib compression errors. This does not occur when downloading from the instance that connects to SC servers. "HTTP Request 457 ZLib Inflate Error: There is an error in the data. ZLib Message: invalid code lengths set | 2014-05-08 08:48:55" Thanks. |
FTSE.png| [2014-05-08 09:49:00] |
| |
|
Select File >> Find Symbol and manually specify earlier FTSE contracts and open Intraday charts for them. Look at the data that you see and if you see any missing data,, re-download the data for them with Edit >> Delete All Data and Download. You can also follow these instructions: http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading You can safely disregard the ZLib errors. 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 |
| [2014-05-08 09:51:17] |
| |
|
You might want to know that newer Sierra Chart versions allow you to set the time zone independently for each chart now. This setting is in Chart >> Chart Settings. Also, to help with the ZLib error we really need to see the complete Message Log: https://www.sierrachart.com/index.php?l=PostingInformation.php#log 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 |
| [2014-05-08 10:06:00] |
| corbeste - Posts: 74 |
|
Thanks for letting me know about the timezone, this means I can run everything in one instance. However I am still having problems here. Trying to download H4 sees only 3 days of data - exactly where the continuous contract chart ends. Trying to download Z3 gives me an unknown contract error, and checking the log I still see the "No Historical Data" error. I have attached my log which starts when I open the FTSE chartbook, which has daily and intraday data. Right at the end of the log I attempt a re-download of FTSEZ3 in a non-continuous chart. HD Request # 63 - Downloading Intraday chart data for FTSEZ3 to the file FTSEZ3.scid. Service: oec | 2014-05-08 05:03:52 HD Request # 63 - Download start Date-Time: 2013-12-01 17:59:59.0 | 2014-05-08 05:03:52 HD Request # 63 - Using server: ds4.sierracharts.com port 10149 | 2014-05-08 05:03:52 Resolved address ds4.sierracharts.com to IP 204.11.49.26 | 2014-05-08 05:03:52 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\FTSEZ3.scid | 2014-05-08 05:03:52 The network socket is connected. | 2014-05-08 05:03:52 HD Request # 63 - Sending historical data logon request message. | 2014-05-08 05:03:52 HD Request # 63 - Requesting Intraday data. Start Date-Time: 2013-12-01 17:59:59. Record interval: 0 . Symbol: FTSEZ3 | 2014-05-08 05:03:52 Socket has been shutdown and closed. | 2014-05-08 05:03:52 HD Request # 63 - Error downloading historical Intraday data for FTSEZ3. Historical data file not available for symbol. | 2014-05-08 05:03:52 The network socket for historical data has been closed. | 2014-05-08 05:03:52 HD Request # 63 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for FTSEZ3 | 2014-05-08 05:03:52 HD Request # 63 - Intraday download COMPLETE for FTSEZ3. Completion time: 0s | 2014-05-08 05:03:52 Real-time Intraday chart data file updates started for FTSEZ3 | 2014-05-08 05:03:52 Date Time Of Last Edit: 2014-05-08 10:15:53
|
| [2014-05-08 10:17:29] |
| |
|
Based upon what we see in this log, you appear to be running an older version of Sierra Chart. Make sure you are on the current version. You should not have any trouble with this. The newer versions support downloading the data from the new Sierra Chart 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 |
| [2014-05-08 10:20:26] |
| corbeste - Posts: 74 |
|
I am running 1132 - the latest version. I am not sure how you are making that judgement based on the logs - perhaps there is an issue in my settings? I have no problems downloading historical data for any other contract apart from FTSE100. |
| [2014-05-08 10:30:58] |
| |
|
Therefore, perform a Full Reset of the symbol settings: http://www.sierrachart.com/index.php?l=doc/doc_GlobalSymbolSettings.php#FullResetSymbolSettingsSteps The only other possibility is that you do not have the updated symbol settings. 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 |
| [2014-05-08 10:40:56] |
| corbeste - Posts: 74 |
|
Ok, I now have data but with large gaps when the volume-based rollover occurs. See attached image, but I can see that on every rollover date I am missing almost 3 months of data. Note there is no rollover rule defined in the symbol page, not sure if this is relevant with the automatic volume rollover. Chart #1 is performing a full recalculation because it has been tagged. Chartbook: FTSE.cht | 2014-05-08 05:35:49 Limiting the number of days back for the continuous futures chart to 4.9993155 years based on the account type. | 2014-05-08 05:35:57 Date rule based rollover from FTSEM9 to next contract occurs at 2009-07-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEU9 to next contract occurs at 2009-10-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEZ9 to next contract occurs at 2010-01-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEH0 to next contract occurs at 2010-04-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEM0 to next contract occurs at 2010-07-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEU0 to next contract occurs at 2010-10-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEZ0 to next contract occurs at 2011-01-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEH1 to next contract occurs at 2011-04-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEM1 to next contract occurs at 2011-07-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEU1 to next contract occurs at 2011-10-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEZ1 to next contract occurs at 2012-01-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEH2 to next contract occurs at 2012-04-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEM2 to next contract occurs at 2012-07-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEU2 to next contract occurs at 2012-10-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEZ2 to next contract occurs at 2013-01-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEH3 to next contract occurs at 2013-04-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEM3 to next contract occurs at 2013-07-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEU3 to next contract occurs at 2013-10-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEZ3 to next contract occurs at 2014-01-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEH4 to next contract occurs at 2014-04-01 | 2014-05-08 05:35:57 Date rule based rollover from FTSEM4 to next contract occurs at 2014-07-01 | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM9 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM9 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Intraday data file for FTSEU9 exists and is empty. Skipping Intraday data download. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU9 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ9 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ9 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH0 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH0 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM0 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM0 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU0 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU0 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ0 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ0 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH1 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH1 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM1 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM1 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU1 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU1 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ1 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ1 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH2 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH2 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM2 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM2 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU2 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU2 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ2 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ2 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH3 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH3 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM3 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM3 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU3 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEU3 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ3 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEZ3 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH4 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEH4 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM4 and the Intraday data file exists. Not checking if Intraday data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Rollover rule does not exist for FTSEM4 and the Daily data file exists. Not checking if Daily data needs to be downloaded for symbol. | 2014-05-08 05:35:57 Symbols used for FTSEM4 continuous contract chart: | 2014-05-08 05:35:57 FTSEM9 | 2014-05-08 05:35:57 FTSEU9 | 2014-05-08 05:35:57 FTSEZ9 | 2014-05-08 05:35:57 FTSEH0 | 2014-05-08 05:35:57 FTSEM0 | 2014-05-08 05:35:57 FTSEU0 | 2014-05-08 05:35:57 FTSEZ0 | 2014-05-08 05:35:57 FTSEH1 | 2014-05-08 05:35:57 FTSEM1 | 2014-05-08 05:35:57 FTSEU1 | 2014-05-08 05:35:57 FTSEZ1 | 2014-05-08 05:35:57 FTSEH2 | 2014-05-08 05:35:57 FTSEM2 | 2014-05-08 05:35:57 FTSEU2 | 2014-05-08 05:35:57 FTSEZ2 | 2014-05-08 05:35:57 FTSEH3 | 2014-05-08 05:35:57 FTSEM3 | 2014-05-08 05:35:57 FTSEU3 | 2014-05-08 05:35:57 FTSEZ3 | 2014-05-08 05:35:57 FTSEH4 | 2014-05-08 05:35:57 FTSEM4 | 2014-05-08 05:35:57 Volume based rollover from FTSEM9 to FTSEU9 occurs at 2009-06-19 | 2014-05-08 05:35:57 Volume based rollover from FTSEU9 to FTSEZ9 occurs at 2009-09-18 | 2014-05-08 05:35:57 Volume based rollover from FTSEZ9 to FTSEH0 occurs at 2009-12-18 | 2014-05-08 05:35:57 Volume based rollover from FTSEH0 to FTSEM0 occurs at 2010-03-19 | 2014-05-08 05:35:57 Volume based rollover from FTSEM0 to FTSEU0 occurs at 2010-06-18 | 2014-05-08 05:35:57 Volume based rollover from FTSEU0 to FTSEZ0 occurs at 2010-09-17 | 2014-05-08 05:35:57 Volume based rollover from FTSEZ0 to FTSEH1 occurs at 2010-12-17 | 2014-05-08 05:35:57 Volume based rollover from FTSEH1 to FTSEM1 occurs at 2011-03-18 | 2014-05-08 05:35:57 Volume based rollover from FTSEM1 to FTSEU1 occurs at 2011-06-17 | 2014-05-08 05:35:57 Volume based rollover from FTSEU1 to FTSEZ1 occurs at 2011-09-16 | 2014-05-08 05:35:57 Volume based rollover from FTSEZ1 to FTSEH2 occurs at 2011-12-16 | 2014-05-08 05:35:57 Volume based rollover from FTSEH2 to FTSEM2 occurs at 2012-03-15 | 2014-05-08 05:35:57 Volume based rollover from FTSEM2 to FTSEU2 occurs at 2012-06-14 | 2014-05-08 05:35:57 Volume based rollover from FTSEU2 to FTSEZ2 occurs at 2012-09-20 | 2014-05-08 05:35:57 Volume based rollover from FTSEZ2 to FTSEH3 occurs at 2012-12-20 | 2014-05-08 05:35:57 Volume based rollover from FTSEH3 to FTSEM3 occurs at 2013-03-14 | 2014-05-08 05:35:57 Volume based rollover from FTSEM3 to FTSEU3 occurs at 2013-06-20 | 2014-05-08 05:35:57 Volume based rollover from FTSEU3 to FTSEZ3 occurs at 2013-09-19 | 2014-05-08 05:35:57 Volume based rollover from FTSEZ3 to FTSEH4 occurs at 2013-12-19 | 2014-05-08 05:35:57 Volume based rollover from FTSEH4 to FTSEM4 occurs at 2014-03-20 | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Performing continuous futures contract back adjustment calculations. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM9 Open price on 2009-06-19 is 4293. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU9 Open price on 2009-06-19 is 4260. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM9 price difference to FTSEU9 is -33. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU9 Open price on 2009-09-18 is 5148.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ9 Open price on 2009-09-18 is 5120. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU9 price difference to FTSEZ9 is -28.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ9 Open price on 2009-12-18 is 5237. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH0 Open price on 2009-12-18 is 5188.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ9 price difference to FTSEH0 is -48.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH0 Open price on 2010-03-19 is 5657.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM0 Open price on 2010-03-19 is 5615. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH0 price difference to FTSEM0 is -42.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM0 Open price on 2010-06-18 is 5261.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU0 Open price on 2010-06-18 is 5223. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM0 price difference to FTSEU0 is -38.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU0 Open price on 2010-09-17 is 5592. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ0 Open price on 2010-09-17 is 5564.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU0 price difference to FTSEZ0 is -27.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ0 Open price on 2010-12-17 is 5883.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH1 Open price on 2010-12-17 is 5848. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ0 price difference to FTSEH1 is -35.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH1 Open price on 2011-03-18 is 5700. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM1 Open price on 2011-03-18 is 5653.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH1 price difference to FTSEM1 is -46.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM1 Open price on 2011-06-17 is 5687. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU1 Open price on 2011-06-17 is 5630. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM1 price difference to FTSEU1 is -57. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU1 Open price on 2011-09-16 is 5382. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ1 Open price on 2011-09-16 is 5357. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU1 price difference to FTSEZ1 is -25. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ1 Open price on 2011-12-16 is 5425.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH2 Open price on 2011-12-16 is 5388.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ1 price difference to FTSEH2 is -37. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH2 Open price on 2012-03-15 is 5948. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM2 Open price on 2012-03-15 is 5889.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH2 price difference to FTSEM2 is -58.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM2 Open price on 2012-06-14 is 5464. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU2 Open price on 2012-06-14 is 5420. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM2 price difference to FTSEU2 is -44. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU2 Open price on 2012-09-20 is 5889.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ2 Open price on 2012-09-20 is 5856.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU2 price difference to FTSEZ2 is -33. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ2 Open price on 2012-12-20 is 5948. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH3 Open price on 2012-12-20 is 5918.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ2 price difference to FTSEH3 is -29.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH3 Open price on 2013-03-14 is 6484.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM3 Open price on 2013-03-14 is 6413.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH3 price difference to FTSEM3 is -71. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM3 Open price on 2013-06-20 is 6304.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU3 Open price on 2013-06-20 is 6262. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM3 price difference to FTSEU3 is -42.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU3 Open price on 2013-09-19 is 6638.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ3 Open price on 2013-09-19 is 6605. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEU3 price difference to FTSEZ3 is -33.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ3 Open price on 2013-12-19 is 6557. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH4 Open price on 2013-12-19 is 6512. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEZ3 price difference to FTSEH4 is -45. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH4 Open price on 2014-03-20 is 6538. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEM4 Open price on 2014-03-20 is 6480.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: FTSEH4 price difference to FTSEM4 is -57.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEM9 is -834. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEU9 is -801. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEZ9 is -772.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEH0 is -724. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEM0 is -681.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEU0 is -643. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEZ0 is -615.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEH1 is -580. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEM1 is -533.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEU1 is -476.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEZ1 is -451.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEH2 is -414.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEM2 is -356. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEU2 is -312. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEZ2 is -279. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEH3 is -249.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEM3 is -178.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEU3 is -136. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEZ3 is -102.5. | 2014-05-08 05:35:57 FTSEM4 [CBV] 1 Day #20: Back adjust amount for symbol FTSEH4 is -57.5. | 2014-05-08 05:35:57 Chart #20 has tagged chart #1 for full recalculation. Chartbook: FTSE.cht | 2014-05-08 05:35:58 |
Attachment Deleted. |
| [2014-05-09 02:47:42] |
| |
|
You need to use volume-based rollover if there is no rollover rule defined. We can see that the rollover occurs on the third Thursday of the month and we will add support for that. The rollover does work correctly with volume-based rollover for Historical charts: http://www.sierrachart.com/image.php?l=1399603646871.png 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 02:55:12] |
| |
|
The volume-based rollover also works correctly for the Intraday chart: http://www.sierrachart.com/image.php?l=1399604045631.png However, if you are missing any data, then re-download the data following these instructions: http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading 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 02:55:25
|
| [2014-05-09 09:01:01] |
| corbeste - Posts: 74 |
|
I am convinced that the lack of a defined rollover rule is breaking the automatic download. I closed SC, deleted the files and re-downloaded everything. That almost worked, with some small gaps at rollover dates of around 10-15 days. But then attempting to re-download specific contracts (as per the instructions) creates big gaps after the volume rollover date again, around 3 months. I also saw some log messages detailing that the SC would skip a certain date due to file being present and no rollover rule defined, which could also create issues. Whatever it is, its acting in a fairly random fashion and I cannot understand it. Since this is the only contract I use that lacks a defined rollover rule, I assume that is the problem. All other contracts work perfectly fine when deleting and re-downloading data without the need to re-download individual contracts. I am using the FTSE intraday contract code - I am not clear why your charts show XM for intraday data, as that is the historical contract code. |
| [2014-05-09 09:33:59] |
| |
|
Update to the latest prerelease. It now has the rollover rule for the FTSE. We think the problem is Global Settings >> Data/Trade Service Settings >> Maximum Historical Intraday Data to Download is not set high enough. Set it to 186. 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 09:50:13] |
| corbeste - Posts: 74 |
|
After deleting the files from my disk and re-downloading, I now have no gaps. Thanks for your help. I suspect there is still an issue floating around here somewhere, but probably not evident to a new user who downloads everything from scratch with the rollover rule already applied. The intraday data was set to 3000 days so that was not the problem. |
| [2014-05-12 17:42:26] |
| |
|
OK. Not quite sure what the problem was in your case. We did see a problem when using Edit >>Delete All Data and Download >> No. But only when using too small of a Maximum Historical Intraday Days to Download. This issue will be resolved in the next release. 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 |
To post a message in this thread, you need to log in with your Sierra Chart account: