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Direct MessagesDate/Time: Tue, 21 May 2024 04:17:13 +0000
Post From: Continuous SI-201703-NYMEX-USD-5000 contract has missing days on daily but not on intraday
| [2017-01-16 22:55:19] |
| Sporken - Posts: 82 |
|
Hi, I just realised that my Silver continuous contracts all appear to be missing quite a lot of days in October and November. This appears to be related to the Continuous contract settings. It looks ok on intraday charts with continuous contracts. I've attached a series of screenshots showing my daily charts for each of the different "Continuous Contract" selections. You'll notice a large gap on the charts around Oct/Nov. I've also included a zoom in of the time in question. I'm not sure if this is relevant but If you look around 9-6 on the intraday data you can see an area of scattered bars which coincides with the subsequent problems. For the Continuous volume based back adjusted rollover. (the one I normally use) I see missing data from Tue 2016-09-28 until Mon 2016-11-27. Which is 2 calendar months. I hope this isn't my mistake again. I checked it with a fresh newly created chart window. Thanks again for your help with sc.EarliestUpdateSubgraphDataArrayIndex - I did google that before asking the question but at midnight to 3am I somehow failed to find it on any of the search results and spend several hours fiddling around with various settings uncertain of how to use it. It was only after reading your reply that I finally realised that I was using it correctly but my bug was because I was failing to zero a section of the subgraph values) -Jason |
 Silver Continuous None.jpg / V - Attached On 2017-01-16 22:37:55 UTC - Size: 527.77 KB - 214 views Silver Continuous Date Rule.jpg / V - Attached On 2017-01-16 22:37:59 UTC - Size: 572.24 KB - 230 views Silver Continuous Volume based.jpg / V - Attached On 2017-01-16 22:38:02 UTC - Size: 576.06 KB - 207 views Silver Continuous Date rule back adjusted.jpg / V - Attached On 2017-01-16 22:38:06 UTC - Size: 573.35 KB - 214 views Silver Continuous Volume based back adjusted.jpg / V - Attached On 2017-01-16 22:38:09 UTC - Size: 575.58 KB - 217 views Silver intraday volume based back adjusted - showing dates .jpg / V - Attached On 2017-01-16 22:38:16 UTC - Size: 626.52 KB - 219 views zoomin of fresh chart with continuous volume based back adju.jpg / V - Attached On 2017-01-16 22:51:33 UTC - Size: 224.19 KB - 237 views |