Support Board
Date/Time: Wed, 27 Nov 2024 14:23:48 +0000
YMU14 to YMZ14 intra day Futures Contract Rollover???
View Count: 1257
| [2014-09-12 17:33:18] |
| nth - Posts: 46 |
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Ack. Time for my quarterly contract rollover frustration. My apologies, in advance, for having such a difficult time with this process over the many years of using your service. I typically lose one whole trading day, or more, in trying to get this right. For me it always becomes a painfully long trial a error process that I dread. For the life of me I'm unable to make sense of the help file descriptions or the "How to's". I'm sure much of it is just me but please help. The following is my description of what I want, ideally. Can you instruct me how to do it? If SC features are unable to grant what I wish, given my description what is my best option given the features SC offers? I realize I am asking a lot but please don't just point me to a help file link. I end up at a full page of stuff and I have no clue as to what on that page is irrelevant or relevant. With all due respect, the descriptive technical language used probably helps most folks but it just complicates things for my feeble brain. What would be most helpful, simple for me, are the appropriate strings of menu choices. e.g., "edit/join intraday data"; Input intraday files to join: YMZ14?, etc. I don't care about *.dly file data, just scid files. I wish to add the new contract data YMZ14 starting 9/12/14 to the prior YMU14 data ending 9/11/14. I would like to "back adjust" price + or - X ticks if possible. IF there is no "back adjustment for prices, if it just joins the data (I'll just wish it does someday include it) but for now I'll live without it. I need to end up with a continuous intraday data file YMZ14.scid that has at least 80 trading days (or more) of data. Thanks for your consideration, nth |
| [2014-09-12 17:46:51] |
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Last year in December 2013, we implemented a new feature to automatically generate Continuous Futures Contract charts with only a simple setting. Back adjustments are also supported. You just need to follow through the simple step-by-step instructions here: https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#UsingContinuousFuturesContractCharts Set Chart >>Chart Settings >> Days to Load to 80. We recommend a full re-download of data. So after you set up the Continuous Futures Contract chart, select Edit >> Delete All Data and Download. Press No at the first prompt and Yes at the subsequent prompts. 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: 2014-09-12 17:48:21
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| [2014-09-12 20:38:38] |
| nth - Posts: 46 |
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OK. Thx for reminding me of the Dec 2013 news. In visiting that page I see it requires an upgrade of my SC package to 5 from 1 and download the latest SC version since I'm currently using v 1109. The download is easy enough but do I have any other options besides jumping to 5 from 1? To do so I lose 153 days? What's that in dollars? |
| [2014-09-12 21:30:22] |
| nth - Posts: 46 |
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I have no idea really what "For the most years of historical data for continuous Futures Contracts, you need to use Sierra Chart package 5." and whether it has any bearing on SCID data files or not and can remain at level one. Is my only real option to upgrade my level of service?
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| [2014-09-12 21:52:01] |
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You definitely do not need Sierra Chart service package 5. Service package 1 will be fine for you since you are using the Barchart Data Service. You only need to update by selecting Help >> Download Current Version. This is all. 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 |
| [2014-09-13 01:50:24] |
| nth - Posts: 46 |
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I'm in version 1187 as of today. Good to know Srvc Pak 1 is sufficient. Tried to do the continuous... not getting it... seems closer but something's amiss. I chose continuous futures contract - date rule rollover back adjusted. BTW, I was never prompted for a "back adjust" number? I selected date range back to 5/1/14 thru today. In examining the resulting scid files for size, what I see makes no sense. I have a new YMZ14.scid showing file size of 3277 KB with data going back to 7/23/13. It looks as I would expect for a back month Dec contract with mostly dots for prices with very few bars and very low low volume from July until 1-2 days ago. I have the old YMY14.scid showing a size of 144448 KB which has accumulated "joined" front month data going back to 7/23/13 which shows appropriate front month volumes and price bars all the way from July to today. Should not YMZ14.scid be pulling in appropriate front month volume & price adjusted for Jun, Sep contracts added to 1-2 days of Dec? Is there anything I can send you so you can tell better where I'm going wrong? |
| [2014-09-13 02:36:35] |
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The futures contract files are joined dynamically in memory. What you need to do is a full re-download of data. Select Edit >> Delete All Data and Download. Press No at the first prompt and Yes at the subsequent prompts. 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 |
| [2014-09-13 04:13:30] |
| nth - Posts: 46 |
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Well that did it as far as SC display is concerned. Thank you. This "files are joined dynamically in memory" however I suspect that eliminates my capability to access ALL 80+ trading days data in the one YMZ14.scid file. That's not going to work for me. I need to pull ALL the 80+ days of data from the one scid file to analyze in another proprietary third party software. I appreciate your bearing with me in sorting this out. I guess I'm back to using the join data feature. I'm hoping you add a "back adjust" to the join feature soon. Thx, nth |
| [2014-09-15 15:23:49] |
| nth - Posts: 46 |
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Attempts to "Join Intraday Data" have "Failed to open the temporary output file. Failed to open file" Any suggestions? Thx, nth +++++++++++++++++++++++++++++++++++++++++++ Disconnecting from data feed for Intraday data join operation. | 2014-09-15 08:16:16 Barchart | Sending the LOGOFF command. | 2014-09-15 08:16:16 Barchart | Reset socket. | 2014-09-15 08:16:16 Socket (1212) | Shutdown and closed. | 2014-09-15 08:16:16 Barchart | Disconnected. | 2014-09-15 08:16:16 JoinData: Failed to open the temporary output file. Failed to open file C:\SierraChart\Data\JoinData.YMZ14.scid.temp to replace it. Error: | 2014-09-15 08:16:17 * JoinData: Join complete. No records were read. Nothing was written to YMZ14.scid. | 2014-09-15 08:16:17 Reloading all charts with filename: YMZ14.scid | 2014-09-15 08:16:17 |
| [2014-09-15 17:37:50] |
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I'm hoping you add a "back adjust" to the join feature soon. This is not planned.This problem has been resolved. Update Sierra Chart by selecting Help >> Download Prerelease. 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 |
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