Support Board
Date/Time: Mon, 17 Mar 2025 18:22:47 +0000
Potential Denali Data Issue
View Count: 592
| [2022-09-14 23:34:33] |
| User802014 - Posts: 32 |
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Hi, I have attached a screenshot for the MNQZ22 for Tuesday September 13. I have also attached the trade activity log. The actual trade activity matches the Trade arrows on the screenshot; however, you can see the candlesticks and price does not match. I have the same issue from today's trading. I noticed this when I opened the chart to analyze the day's trades. I am using a continuous contract and have been for over 5 years and have never had this issue. I have also performed a "delete all data and download" for this contract and it remains the same. I am confused as to what the correct price levels and activity was for this contract and assume the candlesticks are adjusted somehow?? Can you help me get the data corrected and verify that I am using good data for trading? Thanks! |
Attachment Deleted. Private File Private File |
| [2022-09-15 03:23:48] |
| Sierra_Chart Engineering - Posts: 18809 |
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When posting an image of a chart, only use this method: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) Refer to the information here: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months Do not back adjust the data which you probably are. 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: 2022-09-15 03:24:00
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| [2022-09-15 05:18:28] |
| User802014 - Posts: 32 |
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https://www.sierrachart.com/image.php?Image=1663218599216.png 1) I do not have back adjusted enabled. 2) I do not have automatic rollover enabled. 3) The chart is currently loaded with the MNQZ22 symbol which is what was traded on this day in question, which can be confirmed from the trade activity log. The trade arrows on the chart match the trade activity log. 4) I have performed the futures symbol rollover to the correct symbol that is displayed in the header. 5) I have deleted and downloaded the data multiple times. This chart MUST be showing the price activity for the MNQU22 - or - the data is incorrect for the MNQZ22. How can I force the charts to rollover correctly?????? The volume has rolled and the date is past, yet I cannot get it to display the correct contract. |
| [2022-09-15 07:47:16] |
| Sierra_Chart Engineering - Posts: 18809 |
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Yes you are seeing September data. Refer to: Continuous Futures Contract Charts: Issues When Symbol of Chart is not Current Contract and Expires Later Change the Continuous Contract option to this one: Continuous Futures Contract Charts: Continuous Futures Contract - Volume Based Rollover 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: 2022-09-15 13:54:22
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| [2022-09-15 13:23:56] |
| User802014 - Posts: 32 |
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I do have all of my charts set to Continuous Futures Contract - Volume Based Rollover. Volume rolled on 09/12 according to CME. Yet my live charts show all trade activity through 09/14 at 1700 (today's open) to be the September contract still. This is leaving a huge price gap to today's price activity which is based on the December contract. My system trades based on things like price gaps and volume at price and I need this to display the exact date of the rollover, which was for Tuesday 09/12 at 1700 for the 09/13 trade day. This is greatly affecting my trading. I am sure I am missing something, but I have been using your system for 6 or 7 years and have not had these issues before this past year. Two questions: 1) How is it that the intraday chart I uploaded shows that it is the December contract in the header, yet it is displaying the September contract despite me a) performing the rollover, b) having my chart setup set to "Continuous Futures Contract - Volume Based Rollover" and volume actually having rolled, and c) I do not have automatic rollover enabled? 2) Is there a way for me to set the rollover date or somehow force the system to roll to the current contract on the date that I actually rolled the contract??? The roll date was September 12; yet, even if I change this to "Date Based Rollover" my charts still display the September contract through today's open. Also, I have "Additional Days to add to rollover date for chart and quote board" set to zero, so this should not be the case. |
| [2022-09-15 14:15:54] |
| User802014 - Posts: 32 |
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As a followup. I have changed the symbol setting rollover rules to be custom at 4 days before the 3rd Friday of contract month, which shows the rollover date to be September 12. I then closed and restarted SC. I have tried using both volume based and date based rollover options after changing this setting, yet it still will not rollover the contract and displays the September contract through today's open. |
| [2022-09-15 14:30:33] |
| Sierra_Chart Engineering - Posts: 18809 |
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This is what we currently see for a volume-based rollover: https://www.sierrachart.com/image.php?Image=1663252144259.png We want you to re-download the data for the last two contract months and enable the option " Download for Daily Data Files Only". Instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data The rollover occurred the evening of September 11. 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: 2022-09-15 14:32:48
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| [2022-09-15 14:56:40] |
| User802014 - Posts: 32 |
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I am still seeing this. https://www.sierrachart.com/image.php?Image=1663253391818.png Here are my current settings: a) Continuous Futures Contract - Volume Based Rollover b) Automatic Rollover disabled c) Symbol in chart setting is for December contract d) I have performed the rollover manually e) I deleted and downloaded all data for Sept and December contracts and enabled the "Download for Daily Files Only" option f) Symbol Settings for this contract is set to a custom rollover for 4 days prior to 3rd Friday of contract month and shows the rollover to be Sept 12. What am I missing? |
| [2022-09-15 15:27:57] |
| User802014 - Posts: 32 |
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I looked in the message log following my last delete and download and there is an error message stating "Unable to determine transition date based on volume from files: MNQU22_FUT_CME.dly, MNQZ22_FUT_CME.dly"
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| [2022-09-15 15:36:10] |
| Sierra_Chart Engineering - Posts: 18809 |
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That symbol looks fine for us: https://www.sierrachart.com/image.php?Image=1663255813239.png We can call and do remote assistance session to see what the issue is. Let us know if that works. 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 |
| [2022-09-15 16:09:05] |
| User802014 - Posts: 32 |
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Yes, a remote session may be necessary. I believe the problem is in the contract data files as it does not seem to be able to discern the volume rollover and believes that the December contract is still not the valid contract.
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| [2022-09-15 16:47:11] |
| User802014 - Posts: 32 |
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I believe I have the problem solved. This is the step I was missing: "Set Global Settings >> Data/Trade Service Settings >> Common Settings >> Download Total Volume for All Contracts for Futures Daily Data to No. This is essential!." Thanks for your help! |
| [2022-09-15 16:50:36] |
| Sierra_Chart Engineering - Posts: 18809 |
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Ok yes that absolutely is going to cause a problem. You really need to use a separate installation of Sierra Chart when you want to use that option. 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: 2022-09-15 16:50:51
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