Support Board
Date/Time: Tue, 26 Nov 2024 19:49:28 +0000
Market stats data
View Count: 1162
| [2014-05-29 10:36:19] |
| User96105 - Posts: 113 |
|
Can you please confirm what times the stats data is available, particularly for ES and YM? Thanks
|
| [2014-05-29 10:51:07] |
| |
|
It is available 24 hours, but the primary activity for the market statistics is going to be from 9:30 AM to 4 PM US Eastern time.
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 |
| [2014-05-29 11:17:21] |
| User96105 - Posts: 113 |
|
Thanks, but I don't see any data between 8pm and 4am Eastern. Using a 5min bar chart the timescale stops at 8pm and the next bar is 4:15am. This is with a 24 hour session time, but I also see that sometimes the session time seem to revert to 9:30 to 16:00. Any pointers? Thanks
|
| [2014-05-29 22:04:21] |
| |
|
This could be and is not unexpected. If there is no trading activity for the symbols in the particular market statistics symbol being charted, then you will not see any bars. The session times will default to 9:30 to 16:00 for market statistics, since those are the primary hours for trading. 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: 2014-05-29 22:04:40
|
| [2014-05-30 10:04:19] |
| User96105 - Posts: 113 |
|
Thanks. I see today the stats kicked in at 5:42am Eastern with the YM tick moving from +13 to +1 and the YM Niss from +17 to +1, the data having previously stopped at 8pm Eastern. This seems odd as 5:42am is nearly 2 hours after the London open and clearly there had been significant trading activity prior to 5:42am. Thanks
|
| [2014-05-30 10:17:32] |
| |
|
There may be trading in futures but not necessarily in US stocks. There is a difference.
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 |
| [2014-06-12 08:19:48] |
| User96105 - Posts: 113 |
|
Hi, I just want to check this again. For the market stats data I'm using ~ YM Tick and YM NISS (Adv/Dcln) I am not seeing any data at all between 8pm and 4am Eastern (1am to 9am London). This is always the same as far as I can see (looking back many months). So it seems that the data stream, wherever this comes from, excludes data between these times. I should be grateful if you would confirm this is the case, or alternatively why else I may not be seeing any data between these times. Example this morning YM NISS moved from -20 at 1am London, next bar is -1 at 9:04am London. Many thanks |
| [2014-06-16 08:05:30] |
| |
|
This would indicate there is no US stock trading occurring between these times. We can confirm that this is reasonable and expected.
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: