Support Board
Date/Time: Tue, 22 Apr 2025 07:22:13 +0000
SR3Z4 symbol no data
View Count: 256
| [2025-01-21 16:01:03] |
| User480109 - Posts: 49 |
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This symbol on CME expires 3/18. However, i tried the delete/download data and the latest it shows data for is 1/3/2025. Please see attached below.
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Attachment Deleted.  SC_Chart.JPG / V - Attached On 2025-01-21 16:00:56 UTC - Size: 86.01 KB - 58 views |
| [2025-01-21 18:57:04] |
| John - SC Support - Posts: 39395 |
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From the CME Group for SR3: Trading terminates on the business day prior to the 3rd Wednesday of contract delivery month.
This can be found on this page: https://www.cmegroup.com/markets/interest-rates/stirs/three-month-sofr.contractSpecs.html Therefore, trading ended on December 17, 2024 for the Z 2024 contract. We can not say why there is only intraday data through December 3, 2024, apart from the possibility that there was no further trading occurring. You will see daily data through to the 17th. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-21 19:13:38] |
| User480109 - Posts: 49 |
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John- I can assure you that for SR3Z4, last trading day is 3/18. This is the new SOFR product where expiration for front month (in this case Z4) is different. If you have any data source to see live markets, SR3Z4 is trading as we speak at 95.6600. See attached screenshot from the exchange itself... Date Time Of Last Edit: 2025-01-21 20:37:54
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| [2025-01-21 21:25:54] |
| John - SC Support - Posts: 39395 |
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There is a discrepancy in what the CME Group has on their website. We gave you the link to the same part of the website that specifically states that the product trading ends one day before the third Wednesday of the contract month. We can not explain why the Z 2024 contract is still showing trading in the chart on the "Quotes" page. But if you also look at the "Time and Sales" tab for this product and select the December 2024 contract, there is not a single transaction for today's trading date listed. And finally, if you look at the Volumes being traded on the Quotes tab, you will see that the December 2025 contract has the highest volume right now. The only thing we can state is that you would need to check with the CME Group as to why they have this discrepancy. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-01-22 05:58:06] |
| Sierra_Chart Engineering - Posts: 19294 |
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Yes you need to ask the CME. We cannot help at all with this. There is nothing wrong on the Sierra Chart side.
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 |
| [2025-01-22 15:51:25] |
| User480109 - Posts: 49 |
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Yes there is. You guys do not understand the SOFR space and you're saying CME is incorrect?? SR3Z4 is a SOFR product that expires on 3/18. If you look at the cme website, you will see volume (and continue to see such until 3/18/2025). https://www.cmegroup.com/markets/interest-rates/stirs/three-month-sofr.quotes.html SOFR is different than the old Eurodollars in that it settles based on accrual. You will see that the example June 2017 does not expire in June, but rather in 9/19/17. https://www.cmegroup.com/education/files/sofr-futures-settlement-calculation-methodologies.pdf please educate yourselves and look at the exchange data again before being stubborn. |
| [2025-01-22 18:22:52] |
| Sierra_Chart Engineering - Posts: 19294 |
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This is definitively not a Sierra Chart issue. This is impossible. The exchange is just simply not transmitting any further data. There is simply no further data available. There is nothing to be educated on. That is fully irrelevant. The exchange is not transmitting any further data. 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: 2025-01-22 18:36:37
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| [2025-01-22 18:51:58] |
| Sierra_Chart Engineering - Posts: 19294 |
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We will look into this some more because we do see the chart on the CME website is showing Intraday data for today. But we do not see how this could be an issue on the Sierra Chart side. But so far no issue is identified. There is nothing preventing recording of the data from the exchange. 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: 2025-01-22 18:59:22
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| [2025-01-22 21:27:08] |
| User480109 - Posts: 49 |
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Any source that can show you a live market feed for this symbol you will easily find that it is still trading (and will be until 3/18/2025). This is just the way the new SOFR products are designed. Yes, it does expire the day before third Wednesday, but it is in the month of March, not December as you expect. I am guessing there are internal protocols within Sierra Chart that does not recognize this expiration pattern. I do not know what else to do here as I have already explained what I see and also provided documentation. And yes, I am a professional with close to 15yrs of experience |
| [2025-01-22 22:06:18] |
| Sierra_Chart Engineering - Posts: 19294 |
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We see no reason for Sierra Chart ignoring the data from the exchange. But we will continue looking. No, this could not be the case: I am guessing there are internal protocols within Sierra Chart that does not recognize this expiration pattern
There is nothing that prevents the recording of data based upon the symbol being expired or not based upon its contract year and month.
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: 2025-01-22 22:06:56
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| [2025-01-23 13:45:10] |
| User480109 - Posts: 49 |
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sounds good, and thank you to continue to look. The SOFR space is one of the highest volume products on cme and these symbols are here to stay.
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| [2025-01-24 20:36:35] |
| Sierra_Chart Engineering - Posts: 19294 |
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We know why there is a problem now. And we really would fault the CME regarding this. This CME uses a single digit for the year. And we have to convert that to two digits because single digits just simply do not have the detail required for reliable use. Especially in continuous contracts. Since this symbol was expired, the 4 was being remapped to 34. Meaning the year 2034. We are working out a solution. 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: 2025-01-24 20:37:20
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| [2025-01-24 20:41:04] |
| User480109 - Posts: 49 |
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Sounds great, excited to hear there's a path forward to resolution soon.
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