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Direct MessagesDate/Time: Thu, 25 Apr 2024 04:23:56 +0000
[User Discussion] - Market Data and Intraday Volume on Rithmic limited?
View Count: 3461
| [2014-03-20 10:52:16] |
| TopStepTraderAdmin - Posts: 6 |
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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 |
| [2014-03-20 15:17:37] |
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Rithmic does not have the necessary historical Intraday data which is required to use the Continuous Futures Contract feature. If the Days to Load setting in Chart >> Chart Settings is causing more than the current futures contract and one prior futures contract to be loaded, there will be a problem because the data is not available from Rithmic. You will need to use the Sierra Chart Exchange Data Feed: https://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php 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 |
| [2014-04-21 08:02:52] |
| Futures Operator - Posts: 239 |
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Using Rithmic for continuous contracts, is it not possible to automatically pull the additional intraday data from the SC Historical data service that is included with Package 3?
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| [2014-04-21 08:05:24] |
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This is what happens in the newer versions of Sierra Chart.
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 |
| [2014-04-21 18:23:52] |
| Futures Operator - Posts: 239 |
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So no more issues with data for continuous contracts using Rithmic? Are there any other limitations/downsides to using Rithmic?
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| [2014-04-21 18:26:17] |
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Should not be any issues with Continuous Futures Contracts when using Rithmic. The only limitation is that the historical data for the current futures contracts is 1 minute 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2014-04-21 19:08:41] |
| Futures Operator - Posts: 239 |
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How would a tick or volume chart work with Rithmic, for data prior to connecting to the feed?
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| [2014-04-22 07:55:12] |
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This is documented here: https://www.sierrachart.com/index.php?l=doc/helpdetails47.html 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 |
| [2014-05-01 08:55:59] |
| Futures Operator - Posts: 239 |
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I have tried the instructions in the documentation, and would like to know if the following settings/instructions should work best/provide accurate Volume bars on Rithmic including historical. 1. Disable Split Data records 2. Eliminate Reliance on Days-Minutes-Seconds |
| [2014-05-01 09:03:45] |
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You are asking an excessive number of questions and we are declining support, and you should also be able to know the answer to this by reading the relevant FAQ documentation on the subject. It is exactly these category of questions which unnecessarily consume our time and we will not answer them. 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: 2014-05-01 09:04:53
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| [2014-05-01 09:20:34] |
| Futures Operator - Posts: 239 |
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Based on reading the documentation linked and testing, the answer I posted above is what I found, I am just looking for confirmation on if the result will be accurate since I am not sure. If Support cannot help, perhaps another Rithmic user can.
Date Time Of Last Edit: 2014-05-01 09:21:58
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