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Date/Time: Wed, 27 Nov 2024 02:26:17 +0000



Problem with Back adjusting continuous FCE Future with CQG

View Count: 1381

[2014-07-21 06:55:35]
Thib - Posts: 54
Hi SC,

I use CQG for FCE Future contract and back adjusting for continuous contract doesn't work (back adjust for all months is 0. I use also OEC in another platform SC and I have no problem.
I tried to Delete all data and reload, close SC and delete all file *.scid and *.dly for FCE (F.US.PIL) but problem remains.
Thanks for your help.




Date rule based rollover from F.US.PILG14 to next contract occurs at 2014-02-18. | 2014-07-21 08:41:17
Date rule based rollover from F.US.PILH14 to next contract occurs at 2014-03-18. | 2014-07-21 08:41:17
Date rule based rollover from F.US.PILJ14 to next contract occurs at 2014-04-15. | 2014-07-21 08:41:17
Date rule based rollover from F.US.PILK14 to next contract occurs at 2014-05-13. | 2014-07-21 08:41:17
Date rule based rollover from F.US.PILM14 to next contract occurs at 2014-06-17. | 2014-07-21 08:41:17
Date rule based rollover from F.US.PILN14 to next contract occurs at 2014-07-15. | 2014-07-21 08:41:17
Date rule based rollover from F.US.PILQ14 to next contract occurs at 2014-08-12. | 2014-07-21 08:41:17
Checking Intraday data file for symbol F.US.PILG14 for the date range from 2014-01-14 to 2014-02-18. | 2014-07-21 08:41:17
Daily data file for symbol F.US.PILG14 existed and is empty. Skipping download. | 2014-07-21 08:41:17
Checking Intraday data file for symbol F.US.PILH14 for the date range from 2014-02-18 to 2014-03-18. | 2014-07-21 08:41:17
Daily data file for symbol F.US.PILH14 existed and is empty. Skipping download. | 2014-07-21 08:41:17
Checking Intraday data file for symbol F.US.PILJ14 for the date range from 2014-03-18 to 2014-04-15. | 2014-07-21 08:41:17
Daily data file for symbol F.US.PILJ14 existed and is empty. Skipping download. | 2014-07-21 08:41:17
Checking Intraday data file for symbol F.US.PILK14 for the date range from 2014-04-15 to 2014-05-13. | 2014-07-21 08:41:17
Daily data file for symbol F.US.PILK14 existed and is empty. Skipping download. | 2014-07-21 08:41:17
Checking Intraday data file for symbol F.US.PILM14 for the date range from 2014-05-13 to 2014-06-17. | 2014-07-21 08:41:17
Daily data file for symbol F.US.PILM14 existed and is empty. Skipping download. | 2014-07-21 08:41:17
Checking Intraday data file for symbol F.US.PILN14 for the date range from 2014-06-17 to 2014-07-15. | 2014-07-21 08:41:17
Daily data file for symbol F.US.PILN14 existed and is empty. Skipping download. | 2014-07-21 08:41:17
Checking Intraday data file for symbol F.US.PILQ14 for the date range from 2014-07-15 to 0. | 2014-07-21 08:41:17
Daily data file for symbol F.US.PILQ14 existed and is empty. Skipping download. | 2014-07-21 08:41:17
Symbols used for F.US.PILQ14 continuous contract chart: | 2014-07-21 08:41:17
F.US.PILG14 | 2014-07-21 08:41:17
F.US.PILH14 | 2014-07-21 08:41:17
F.US.PILJ14 | 2014-07-21 08:41:17
F.US.PILK14 | 2014-07-21 08:41:17
F.US.PILM14 | 2014-07-21 08:41:17
F.US.PILN14 | 2014-07-21 08:41:17
F.US.PILQ14 | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: Performing continuous futures contract back adjustment calculations. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-02-21 from file. C:\SierraChart2\Data\F.US.PILG14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-02-21 from file. C:\SierraChart2\Data\F.US.PILH14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: F.US.PILG14 price difference to F.US.PILH14 is 0. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-03-21 from file. C:\SierraChart2\Data\F.US.PILH14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-03-21 from file. C:\SierraChart2\Data\F.US.PILJ14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: F.US.PILH14 price difference to F.US.PILJ14 is 0. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-04-18 from file. C:\SierraChart2\Data\F.US.PILJ14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-04-18 from file. C:\SierraChart2\Data\F.US.PILK14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: F.US.PILJ14 price difference to F.US.PILK14 is 0. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-05-16 from file. C:\SierraChart2\Data\F.US.PILK14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-05-16 from file. C:\SierraChart2\Data\F.US.PILM14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: F.US.PILK14 price difference to F.US.PILM14 is 0. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-06-20 from file. C:\SierraChart2\Data\F.US.PILM14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-06-20 from file. C:\SierraChart2\Data\F.US.PILN14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: F.US.PILM14 price difference to F.US.PILN14 is 0. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-07-18 from file. C:\SierraChart2\Data\F.US.PILN14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
Error while getting daily open price with date 2014-07-18 from file. C:\SierraChart2\Data\F.US.PILQ14.dly. Error: Encountered end of file. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: F.US.PILN14 price difference to F.US.PILQ14 is 0. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILG14 is 0. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILH14 is 0. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILJ14 is 0. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILK14 is 0. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILM14 is 0. | 2014-07-21 08:41:17
F.US.PILQ14 [CB] 60 Min #4: Back adjust amount for symbol F.US.PILN14 is 0. | 2014-07-21 08:41:17

[2014-07-21 07:05:15]
Sierra Chart Engineering - Posts: 104368
There appears to be a problem with the Symbol Settings for that symbol. Perform a Full Reset of the Symbol Settings following the instructions here:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#FullResetSymbolSettingsSteps

After that go to the chart and select Chart >> Reload and Recalculate.
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: 2014-07-21 07:05:27

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