Support Board
Date/Time: Mon, 17 Mar 2025 02:42:19 +0000
dchg and dchg% reset time
View Count: 414
| [2022-09-06 14:10:51] |
| whats1thingnow - Posts: 407 |
|
hi support, hope this finds you well from https://www.sierrachart.com/index.php?l=doc/WorkingWithCharts.html#RegionDataLineDescriptions and specifically Dchg: This is the Daily Price Change. The Daily Price Change is based on the data provided by the Data or Trading service you are using Sierra Chart with. The Daily Price Change (DChg:) is calculated as the difference between the last trade price for the symbol and the prior day's closing/settlement price. If the prior day's closing/settlement price is incorrect or unavailable, then the Daily Price Change will be incorrect or be 0. You can see these values in Window >> Current Quote Window.
This value is in no way affected by the Session Times in the Global Symbol Settings or in the chart itself. The underlying variables used in the calculation are accessible through ACSIL with the sc.SymbolData member. when does dchg or dchg% get reset? i'm trying to get a recap snapshot of the price action across multiple instruments at 4pm EST daily, but i have noticed that the dchg values during that time isn't showing as expected (e.g. even if market had big up or down day, the dchg% is still hovering around 0) documentation says This value is in no way affected by the Session Times in the Global Symbol Settings or in the chart itself.
that means "the prior day's closing/settlement price" used to calculate dchg is NOT affected by the Global Symbol Settings... which makes sense because for example the ES?##-CME Global Symbol Settings default i see is: session start time 09:30:00
session end time 16:14:59 evening start time 16:15:00 evening end time 09:29:59 use evening session times: yes start new daily bar at start time: yes new daily bar start time: 18:00:30 which means around 16:00:00 EST when i'm taking the recap screenshots, the value should still be the current day (and hence dchg% shouldn't be near 0) so how do we know when the dchg% is rest to 0 for different instruments like ES?##-CME, USDJPY, GC?##-COMEX etc thanks for the help Date Time Of Last Edit: 2022-09-06 14:11:36
|
| [2022-09-06 14:31:30] |
| Sierra_Chart Engineering - Posts: 18801 |
|
We cannot answer this question at all: when does dchg or dchg% get reset? Contact the exchange regarding when the settlement prices are sent out. Sierra Chart will report all settlement prices transmitted by the 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2022-09-06 14:32:13
|
To post a message in this thread, you need to log in with your Sierra Chart account: