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Date/Time: Wed, 01 May 2024 14:05:09 +0000



Post From: ZN#, ZF# historical data missing

[2014-01-02 15:33:46]
NRGTrader - Posts: 351
On my "daily" version of SC1068 that I utilize to plot daily, weekly, monthly charts using SierraChart Histroical Database as data feed, there seems to be a data error between Dec 20, 2013 and Dec 31, 2013 for ZN# and ZF# continuous contracts. For ZN#, there is no data for those days; for ZF#, the data exists but there is a large drop in the price level on Dec 31, 2013. Based on my intraday feeds, it appears the data for Dec 31 is correct which implies that the data for earlier in Dec is not correct. For example, price dropped from 120'15 on Dec 30 to 119'10 on Dec 31 on the daily but my intraday feed shows Dec 30 as 119'13 and Dec 31 at 119'08.

I don't know if switching to the new version switch using the continuous contract rollover causes this issue or it is a data issue for ZF#. For ZN# however, the data just doesn't exist since I've tried delete/download and I receive the same data (missing 12.20-12.30).

Anyone else see this?