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Date/Time: Sat, 04 May 2024 06:20:34 +0000

Post From: Market Data and Intraday Volume on Rithmic limited?

[2014-03-20 10:52:16] Link To Thread - Link To Post [Go To First Post]
TopStepTraderAdmin - Posts: 6
This is from one of our client's below, whom we have switched over to the Rithmic data feed from CTS. I have confirmed the issue, as I can only pull intraday chart data going back to 12/12/13 as well. Please advise. Thank you. - Tim Fry, TopstepTrader. ---------------------------------- Sierra Charts with Rithmic data is displaying inconsistent/incorrect data. First, the symbol ES-CME is not back adjusted for contract rollover even when back adjustment is selected on the Advanced Settings tab of the Chart Settings window (Continuous Futures contract-Date Rule Rollover, Back Adjusted). When using the current June contract, ESM4-CME [CB], the current rollover appears to be adjusted correctly; however the daily RTH chart either displays only a subset of the requested daily bar data (for me, only back to 12/12/13), or some of the past data is incorrect (constant gaps). Deleting and re-downloading the chart's data does not fix the problem. The Chart Settings window shows the file date range starts back in March of 2013, but is not displaying. Days to Display/Load is set to 360, and the Data/Trade Service Settings, Max Historical Intraday Days to Download is set to 360, as well. Because the charts either have incorrect data, or they are limited in displaying previous days, volume profiling is impossible. Thanks, Jonathan SC Account Name: wittywit