Support Board
Date/Time: Tue, 26 Nov 2024 06:50:48 +0000
Unable to determine transition date based on volume from files
View Count: 455
| [2023-12-14 20:08:59] |
| ivory - Posts: 95 |
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Hello, I roll over based on volume. Today I noticed that my weekly VWAPs are different than other people's. I noticed that the overnight session between Tuesday and Wednesday this week is missing and the following error in the Message Log: NQH24 [CBV][M] Weekly #1 | Reloading chart. | 2023-12-14 15:00:30.951 Unable to determine transition date based on volume from files: NQZ23.dly, NQH24.dly | 2023-12-14 15:00:31.117 The NQH24.dly symbol may not be the active contract month. | 2023-12-14 15:00:31.117 Chart #1 has tagged chart #10 for full recalculation. Chartbook: NQ Backtest.Cht | 2023-12-14 15:00:31.311 NQH24[M]/MNQH24 [CBV][M] 20000 Volume #5 | Download is complete for all contract months in chart. Proceeding with data load. | 2023-12-14 15:00:31.358 NQH24[M]/MNQH24 [CBV][M] 20000 Volume #5 | Reloading chart. | 2023-12-14 15:00:31.360 Unable to determine transition date based on volume from files: NQZ23.dly, NQH24.dly | 2023-12-14 15:00:31.367 The NQH24.dly symbol may not be the active contract month. | 2023-12-14 15:00:31.367 NQH24[M]/MNQH24 [CBV][M] 20000 Volume #5 | Reloading chart. | 2023-12-14 15:00:31.532 Unable to determine transition date based on volume from files: NQZ23.dly, NQH24.dly | 2023-12-14 15:00:31.560 The NQH24.dly symbol may not be the active contract month. | 2023-12-14 15:00:31.560 How do I fix it? |
| [2023-12-15 13:04:23] |
| ivory - Posts: 95 |
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I checked daily volumes and I can see that for the last few days volume on my charts is very low, which suggests that Sierra picked the front contract too early (or it holds on to the prior contract for too long). I tried deleting & redownloading the indicated .dly files as well as redownloading the front contract, but that did not help. I would appreciate some help, please? Date Time Of Last Edit: 2023-12-15 13:05:11
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 Screenshot 2023-12-15 at 19.59.13.png / V - Attached On 2023-12-15 13:04:09 UTC - Size: 148.75 KB - 65 views |
| [2023-12-15 19:13:15] |
| Sierra_Chart Engineering - Posts: 17179 |
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Re-download the data, again, for the December 2023 and March 2024 contracts following these instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data There is an option to Download for Daily Data Files Only. Enable that. If that does not work switch to a date-based rollover instead of volume: Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options 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: 2023-12-15 19:14:03
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