Support Board
Date/Time: Fri, 29 Nov 2024 00:56:01 +0000
Denali data feed wrong - gap every night
View Count: 383
| [2023-03-16 13:37:36] |
| User893505 - Posts: 5 |
|
Hello, since the rollover to the new NQM3 contract period on e-mini Nasdaq I observe overnight gaps in data which moves the market to different values that the market was on a previous day. For example support and resistance lines from yesterday are today not matching the yesterday moves as the market seems to be app. 100 points higher than it was yesterday. Also I can see a overnight gap in data which probably caused this. The same thing happened yesterday and the day before, each time the overnigh gap disappears the following days and the new one "arrives". I am on Denali data feed and I resident in a time zone where the summer time hasnt been set yet. What is going on? |
| [2023-03-16 13:40:07] |
| User893505 - Posts: 5 |
|
also - the volume for previous day is absolutely wrong as the opening volume for the session on 1minute chart shows 900 volume, which it wasnt yesterday to be sure, it is never that low unless it is state holiday. I am using continuous futures contract setting just to add more details to the problem, if it is anyhow relevant. |
| [2023-03-16 13:59:13] |
| User893505 - Posts: 5 |
|
I tried to select "none" for continuous futures contract instead of date based rollover and the gap is gone, the cahart is back, volume is normal for yesterday... what is the correct setting for the contiunous future contract to avoid these situations/problems with chart/data feed? |
| [2023-03-16 14:31:41] |
| Sierra_Chart Engineering - Posts: 17213 |
|
The reason why you see this is explained here: Continuous Futures Contract Charts: Current Day Always Uses Contract Month of Symbol of Chart Use one of the Volume -based rollover continuous contract options: Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options This should resolve the problem at this 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, use 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: