Support Board
Date/Time: Tue, 26 Nov 2024 15:44:00 +0000
Data problem
View Count: 1058
| [2014-05-24 03:20:01] |
| George - Posts: 60 |
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I have about 3 years worth of Tick data, which I combine to make intraday continuous contracts on the NQ. This has worked fine with TT FIX. I just switched to Rithmic. I have "renamed" the TT FIX data file, used to be NQ-201406-CME.scid, to the Rithmic data symbol, NQM4-CME. The problem is that the "renamed" data is multiplied by 100 and the new data is correct. Is there a way to combine the old data with the new, so that there is a continuous contract from TT FIX data into Rithmic data? |
| [2014-05-24 03:45:37] |
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This can be done by adjusting the older data recorded when using TT FIX and multiplying it by .01 . Refer to: http://www.sierrachart.com/index.php?l=doc/doc_AdjustingData.html One thing about Rithmic is that in the latest Sierra Chart versions, expired futures contract data is downloaded from the Sierra Chart Historical Data service. This is tick by tick data. You do not need to use the TT FIX data. Use the Continuous Futures Contract feature: http://www.sierrachart.com/index.php?l=doc/doc_ContinuousFuturesContractCharts.html Follow the instructions here to re-download the data: 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: 2014-05-24 03:45:52
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| [2014-05-24 22:58:18] |
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We need to make a clarification. If you are on Service Package 3, the historical data for expired futures contracts when using Rithmic will have a minimum time unit of 1 second. For tick by tick data, this requires Sierra Chart Service Package 5.
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: 2014-05-24 22:58:27
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