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Direct MessagesDate/Time: Sun, 05 May 2024 07:49:25 +0000
Post From: Very Impressive!: New Continuous Futures Contract Feature
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Intraday data for 6E now goes back to July 11th, 2008. This is good. One difference I notice is that IQFeed apparently use the front month at the time and the SC feed doesn't, which leads to thin volume up until the rollover date of that contract. The volume of the SC continuous contract picks up from November. All this leads to a distortion of the long time volume profile relative to the one from DTN in the range from 1.2500-ish to 1.5860-ish. Is there something you can do about this, by e.g. providing more historical contracts ? (at least one more I reckon).
This is not clear for us. Please start a new thread and post an image of the chart. Clearly point out in the chart what you are referring to and the particular time range.Next question: I notice differences in shorter term volume profiles between SC and DTN on 6E, for example from Nov 1st to Nov 27th resulting in different VAH/VAL/POC values. Do you notice that as well, and if so, what then ? http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php And you are using the Sierra Chart futures market data feed, then what Sierra Chart is providing is definitely accurate. You can re-download the data to make sure you have the correct data. Last question: I notice that 6B data goes back to Dec 13th 2010. Are you going to make more intraday data (as well as historical) available on other contracts too ? We will load in more data for 6B. We will load in more data upon request for particular symbols. This thread should also not be used for a series of various questions. Please start a new one if you have any further questions. At this time, we are going to lock this thread from further postings. 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: 2014-01-03 05:14:11
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