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Date/Time: Mon, 29 Apr 2024 13:46:51 +0000



Post From: Tick Data Not Accurate After Rollover

[2013-08-25 18:08:33]
garygoglia - Posts: 17
I am still having trouble with missing many tick bars during the day... I had the same problem with my other platform and data feed (Ninja)... They had me adjust the contract dates for the instrument and it corrected the problem. It started on the first day of rollover.

I am new to Sierra and I am not sure if this is the same problem or where to go to correct it but my CL tick charts are missing several bars during the busiest trading hours.. 9am to 10:30am EST and I now have my charts set up properly and when comparing to my other (Ninja)charts it's obvious...

My settings are as follows: Intraday Chart, Number of trades per bar: 500... etc. Symbol: CME_NY-CL-CME_20131000_CLV3 (it it the same problem during the same hours no matter what # of ticks I use)

Please help...Thanks Gary