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Date/Time: Sun, 25 May 2025 13:31:40 +0000



New Daily Bar Issue - CQG Symbol Setting?

View Count: 913

[2023-03-06 03:00:11]
user_xyz - Posts: 481
When After Hours & Sunday session opens ALL futures contracts get a 30 sec daily bar then another candle starts. All calculations based on the previous daily bar are then figured on a 30 second candle range. If I 'Reload and Recalculate' the daily chart it refreshes and consolidates into a single daily bar (see attached screenshots).

This has been a nagging pain for a long time and I noticed that ALL CQG futures symbols have "New Daily Bar Start Time" set to 18:00:30 EST. Is there a reason for this 30 second setting? Every futures symbol has this time set so it's not just one. What is the easiest, fastest way to correct them all?

Also I talked with CQG support, he looked through their API and doesn't see the data "New Daily Bar Start Time 18:00:30" coming from them (or any time field with 18:00:30 sec)

Thanks
Date Time Of Last Edit: 2023-03-09 11:29:57
imageSunday_Open_30s_Candle.jpg / V - Attached On 2023-03-06 02:55:07 UTC - Size: 38.82 KB - 161 views
imageDaily_Reload_Recalculate.jpg / V - Attached On 2023-03-06 02:55:18 UTC - Size: 38.24 KB - 148 views
imageSymbol_Setting.jpg / V - Attached On 2023-03-06 02:55:27 UTC - Size: 84.88 KB - 156 views
[2023-03-06 23:40:54]
user_xyz - Posts: 481
BTW just confirmed now that I know what's going on. This is not just related to Sunday open, it occurs on every after hours open at 16:00:00 to 16:00:30 EST.
Date Time Of Last Edit: 2023-03-07 10:49:51
[2023-03-09 11:31:20]
user_xyz - Posts: 481
Any ideas on the above fix?
[2023-03-20 04:27:27]
user_xyz - Posts: 481
Any chance you all could help out with this? Here is RTY daily chart uploaded with your new method. Every symbol on a daily chart is getting a 30 second bar when the market opens as described above. Thank you!

https://www.sierrachart.com/image.php?Image=167928624833.png
Date Time Of Last Edit: 2023-03-20 04:28:20
[2023-03-21 03:47:51]
Sierra_Chart Engineering - Posts: 19695
For now just simply select Edit >> Reload Historical Charts.
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
[2023-03-21 04:00:39]
user_xyz - Posts: 481
Thank you for the response. That what I do across 4 different instances, it's just a pain to do every day at the start of each trading session. Worse if I forget then all the calculations in spreadsheets are wrong.
[2023-03-21 08:27:47]
Sierra_Chart Engineering - Posts: 19695
We will think of a solution to this. The problem is some markets do have Saturday and Sunday bars and some do not. So we need to add a new setting to control whether a new bar is created or not on those 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-03-21 08:27:54
[2023-03-21 08:37:32]
Sierra_Chart Engineering - Posts: 19695
This has been a nagging pain for a long time and I noticed that ALL CQG futures symbols have "New Daily Bar Start Time" set to 18:00:30 EST. Is there a reason for this 30 second setting? Every futures symbol has this time set so it's not just one. What is the easiest, fastest way to correct them all?
This is a necessary setting on the Sierra Chart side to ensure a new daily bar starts at the appropriate time when the market reopens.
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
[2023-03-21 08:59:06]
user_xyz - Posts: 481
We will think of a solution to this. The problem is some markets do have Saturday and Sunday bars and some do not. So we need to add a new setting to control whether a new bar is created or not on those days.

Thanks. See Post #2 Just to be clear this 30 second daily bar occurs everyday at the start of Globex.
[2023-04-09 23:00:42]
user_xyz - Posts: 481
Attached is a visual of the chaos that occurs on market open. Reload Historical Charts only fixes this until the next bar prints then it reverts back to pivot points and other calculations / displays changing every bar. I uploaded two examples so you all can see.
Suggestions?
Date Time Of Last Edit: 2023-04-09 23:39:23
Private File
Private File
[2023-06-04 23:54:43]
user_xyz - Posts: 481
Any update on this - it's a total mess every Sunday / after weekday hours open
Attachment Deleted.
Private File
[2023-06-05 10:07:08]
Sierra_Chart Engineering - Posts: 19695
We did add a new setting to resolve this. Here it is:
Chart Settings: Include Saturday Sunday Bars in Daily Chart When Create New Bar (Chart >> Chart Settings >> Chart Data >> Chart Data menu)

Although it was not fully implemented and it does not save when you close a Chartbook. That will be resolved in the next release.
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: 2023-06-05 10:07:14
[2023-06-06 02:40:52]
User624595 - Posts: 243
We did add a new setting to resolve this. Here it is:
Chart Settings: Include Saturday Sunday Bars in Daily Chart When Create New Bar (Chart >> Chart Settings >> Chart Data menu)

Although it was not fully implemented and it does not save when you close a Chartbook. That will be resolved in the next release.

Has a problem been introduced on the server with daily data? It is currently the evening of 6/6/23, and we are not getting daily data for CME symbols for 6/6 today's daily closed day bar.

The daily chart shows a bar for 6/2 Friday, and then 6/6 for Tuesday's session, Monday 6/5 is missing. Delete and download, and also Reload and Recalculate, and a restart does not fix it. This is occurring across multiple symbols, ie CL, NG, GC, ES.
Date Time Of Last Edit: 2023-06-06 02:48:50
image2023-06-05_22h19_06.png / V - Attached On 2023-06-06 02:41:12 UTC - Size: 115.68 KB - 90 views
Private File
[2023-06-06 10:19:56]
Sierra_Chart Engineering - Posts: 19695
This is completely unrelated to this thread.

Download the missing historical data using this command:
Edit Menu: Edit >> Download Data For All Historical Charts
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

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