Support Board
Date/Time: Fri, 01 Nov 2024 00:20:12 +0000
Back adjusted amount manually not sticking
View Count: 833
| [2015-09-16 12:00:39] |
| User59042 - Posts: 22 |
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Hello SCH team, This is copied selection of message log. Problem is I follow this process http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ControllingRolloverAmount, i.e. adjust data on historical chart, re-writing opening price and getting -9.25 difference for may Daily chart. Yet on intraday charts I still have only -9.00 price difference. Reloading,recalculating is not helping and in message log you can see it shows me -9. What am I doing wrong? Goal is to get same price difference (-9.25 in this case) for intraday charts as well. Thanks ESZ5-CME [CB] Daily #6: ESU5-CME Open price on 2015-09-10 is 1943.75. | 2015-09-16 06:48:11 ESZ5-CME [CB] Daily #6: ESZ5-CME Open price on 2015-09-10 is 1934.5. | 2015-09-16 06:48:11 ESZ5-CME [CB] Daily #6: ESU5-CME price difference to ESZ5-CME is -9.25. | 2015-09-16 06:48:11 ESZ5-CME [CB] Daily #6: Back adjust amount for symbol ESU5-CME is -9.25. | 2015-09-16 06:48:11 Checking Intraday data file for symbol ESU5-CME for the date range from 2015-06-11 to 2015-09-10. | 2015-09-16 06:52:05 Checking Daily data file for symbol ESU15 for the date range from 2015-06-11 to 2015-09-10. | 2015-09-16 06:52:05 Checking Intraday data file for symbol ESZ5-CME for the date range from 2015-09-10 to 0. | 2015-09-16 06:52:05 Checking Daily data file for symbol ESZ15 for the date range from 2015-09-10 to 2015-09-16. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4 | Price data for daily data file ESZ15.dly. Date: 2015-09-10, Price: 1939.75. Date: 2015-09-16, Price: 1966.25 | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4 | Price data for daily data file ESU15.dly. Date: 2015-06-11, Price: 2101.5. Date: 2015-09-09, Price: 1942.75 | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4 | Symbols used for continuous contract chart: | 2015-09-16 06:52:05 ESU15 | 2015-09-16 06:52:05 ESZ15 | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: Performing continuous futures contract back adjustment calculations. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: ESU5-CME Open price on 2015-09-10 is 1943.75. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: ESZ5-CME Open price on 2015-09-10 is 1934.75. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: ESU5-CME price difference to ESZ5-CME is -9. | 2015-09-16 06:52:05 ESZ5-CME [CB] 30 Min #4: Back adjust amount for symbol ESU5-CME is -9. | 2015-09-16 06:52:05 |
| [2015-09-16 19:26:44] |
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If you are modifying the opening prices for the last two dates in a historical daily data file, this will be a problem because those will be rewritten at least once a day. You will have to periodically update those until they are no longer the last two days.
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: 2015-09-16 19:27:07
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| [2015-09-16 20:02:27] |
| User59042 - Posts: 22 |
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I am sorry, I don't understand your advice. I rewrote only 2015-9-10 which is rollover day. As I did it everytime, only this time I did it few days later (today). On historical charts difference is OK, but it does not affect intraday charts. Those remains default by your calculations. I used to have same problem last time as well, but then it just worked from repeating the same process. Now I tried several times and nothing happens. |
| [2015-09-16 20:35:06] |
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OK, we have to think about this and do some testing.
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 |
| [2015-09-18 05:28:24] |
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When editing the files make sure you are editing these files: ESU15, ESZ15 and ESZ5-CME
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: 2015-09-18 05:29:47
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