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Date/Time: Wed, 27 Nov 2024 04:48:06 +0000



Weird ES chart issue?

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[2014-08-04 00:00:47]
joshtrader - Posts: 488
I came back from vacation this evening and when my @ES#C (IQ Feed) data downloads, I get this:

http://screencast.com/t/v4IFDnvarCvp

What is with this? It is only ES, not NQ for example. Stocks are fine. Only ES has this problem. I have done an Edit->Delete all data and download, I have manually deleted the .scid file, I have used a blank workbook to make sure it's not the chart, no studies attached, and still I get the problem. I used another program to download the data from IQFeed and have confirmed that this is not the problem, so it appears to be in SC, and only with this one symbol. Using version 1157.

Settings:
http://screencast.com/t/kSSoWmDVR
http://screencast.com/t/Fs8QPnDtS4
http://screencast.com/t/uY0YjsVnJo
Date Time Of Last Edit: 2014-08-04 00:02:09
[2014-08-04 01:02:25]
joshtrader - Posts: 488
FWIW, I just updated to most recent non-clr version 1169 and the issue is still there.
[2014-08-04 01:13:33]
Sierra Chart Engineering - Posts: 104368
An issue like this definitely has the origin with IQ Feed. Have a look at this download log:
HD Request # 2 | Downloading Intraday chart data for @ES#C to the file @ES#C.scid. Service: dtn | 2014-08-04 00:54:28
HD Request # 2 | Performing multistage download. Downloading Minute data first. | 2014-08-04 00:54:28
HD Request # 2 | Download start Date-Time: 2014-05-06 00:54:28.0 | 2014-08-04 00:54:28
HD Request # 2 | Disabling Intraday chart updating for symbol during historical data download. | 2014-08-04 00:54:28
HD Request # 2 | Requesting Minute data beginning at 2014-05-05 20:54:28 US Eastern Time. | 2014-08-04 00:54:28
HD Request # 2 | Receiving Intraday Minute data for @ES#C | 2014-08-04 00:54:31
HD Request # 2 | Receiving Intraday data for @ES#C starting at 2014-05-06 00:55:00 | 2014-08-04 00:54:31
HD Request # 2 | Timestamp of first Intraday data file record written: 2014-05-06 00:55:00 | 2014-08-04 00:54:31
Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2014-08-04 00:00:00. Next Bar Date Time: 2014-05-21 00:00:00. Filename: \Data\@ES#C.scid | 2014-08-04 00:54:35
HD Request # 2 | Received 169570 records from 2014-05-06 00:55:00 to 2014-08-04 00:54:00 (90.0 days) and wrote 169570 records for @ES#C | 2014-08-04 00:54:35
HD Request # 2 | Intraday download COMPLETE for @ES#C. Completion time: 7s | 2014-08-04 00:54:35
HD Request # 3 | Downloading Intraday chart data for @ES#C to the file @ES#C.scid. Service: dtn | 2014-08-04 00:54:35
HD Request # 3 | Download start Date-Time: 2014-05-06 00:54:28.0 | 2014-08-04 00:54:35
HD Request # 3 | Requesting Tick data beginning at 2014-05-05 20:54:28 US Eastern Time. | 2014-08-04 00:54:35
HD Request # 3 | Receiving historical Intraday Tick data for @ES#C | 2014-08-04 00:54:38
HD Request # 3 | Receiving Intraday data for @ES#C starting at 2014-05-06 00:55:17 | 2014-08-04 00:54:38
HD Request # 3 | Truncating Intraday data file at 2014-05-06 00:55:17 while receiving initial tick data during multistage download. | 2014-08-04 00:54:38
HD Request # 3 | Date-time after truncate 2014-05-06 00:55:00 | 2014-08-04 00:54:38
HD Request # 3 | Adjusting last record read after truncate to 2014-05-06 00:55:59 | 2014-08-04 00:54:38
HD Request # 3 | Timestamp of first Intraday data file record written: 2014-05-06 00:56:26 | 2014-08-04 00:54:38
HD Request # 3 | Received 42204881 records from 2014-05-06 00:55:17 to 2014-08-04 01:02:57 (90.0 days) and wrote 42204879 records for @ES#C | 2014-08-04 01:03:14
Added 22 Time and Sales records to Intraday data file for @ES#C after download. | 2014-08-04 01:03:14
HD Request # 3 | Intraday download COMPLETE for @ES#C. Completion time: 8m 39s | 2014-08-04 01:03:14
Real-time Intraday chart data file updates started for @ES#C | 2014-08-04 01:03:14

HD Request # 3 | Enabling Intraday chart updating for symbol. | 2014-08-04 01:03:14
HD Request # 3 | Reloading Intraday charts for symbol. | 2014-08-04 01:03:14
Reloading all charts with filename: @ES#C.scid | 2014-08-04 01:03:14
Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2014-08-04 00:00:00. Next Bar Date Time: 2014-07-06 22:00:00. Filename: \Data\@ES#C.scid | 2014-08-04 01:03:19

There is out of order timestamps when downloading the Minute data and then possibly subsequently affects the historical tick data.

We recommend pointing this out to IQ feed with their minute data:
Out of order timestamps detected. Chart tool drawings and some chart studies may not function properly. Prior Date Time: 2014-08-04 00:00:00. Next Bar Date Time: 2014-05-21 00:00:00. Filename: @ES#C

One comment, the Sierra Chart historical data server can deliver data at least 20 times faster compared to this download from IQ Feed.
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
[2014-08-04 03:11:54]
joshtrader - Posts: 488
Thank you SC for your very timely reply. I emailed IQFeed support and got a fast reply:

"Hello Josh, we are aware of the issues with the E-Mini future historical data on the Back-adjusted contracts. At this point we do not have an ETA of when it will be corrected but we are working to get it resolved."

Further correspondence with them revealed that they hope to get it resolved in the next several hours but not ETA yet, could take some time, and they said they would let me know when it's fixed. FWIW, it affects @ES#, @ES#C, but not the non-continuous contracts like @ESU14.
[2014-08-04 11:55:32]
joshtrader - Posts: 488
Just to close this out, as the issue is not with SC anyway, I have checked it this morning at my office (not where I was testing it last night) and all seems to be well.

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