Support Board
Date/Time: Tue, 26 Nov 2024 06:23:50 +0000
S&P ESH24 OHLC Data Discrepancy
View Count: 394
| [2023-12-24 01:59:25] |
| User688525 - Posts: 257 |
|
Hello Sierra Chart, With the S&P ESH24 contract, I have noticed that the low of day differs with Sierra Chart (Denali Feed) when compared to Bar Chart, MarketWatch, and Yahoo Finance. Sierra Chart show a low of 4601.50, whereas Bar Chart, MarketWatch, and Yahoo Finance show a low of 4599.00. I have attached screenshots of all platforms. The Continuous Contract chart settings are Data Rule Rollover, Back Adjusted. Can you please investigate and advise on why there is a discrepancy, as the 4599.00 is the correct low of day, not 4601.50? Thank you |
Private File Private File Private File |
| [2023-12-24 01:59:58] |
| User688525 - Posts: 257 |
|
Two more screenshots attached.
|
Private File Private File |
| [2023-12-24 05:02:44] |
| Sierra_Chart Engineering - Posts: 17179 |
|
Can you please investigate and advise on why there is a discrepancy, as the 4599.00 is the correct low of day, not 4601.50? No. This is definitely not within the scope of our support when using a Continuous Futures Contract chart and back adjustments. Screenshots not looked at.Make sure you understand what contract month you are looking at, at each bar in the chart: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months Do not use the back adjustment functionality. There is no help from us at all if you are doing back adjustments. If you are doing back adjustments and you do not get the result that you want, then refer to: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments 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: 2023-12-24 05:03:24
|
| [2023-12-24 06:14:19] |
| User688525 - Posts: 257 |
|
Hello Sierra, Thank you for the links. If the issue is the different contracts used on different dates due to contract rollover settings, is it possible to specify different rollover dates on a per chart basis, or is this a system-wide/global setting affecting all charts using the same symbol? Thank you |
To post a message in this thread, you need to log in with your Sierra Chart account: