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Post From: Sierra keeps deleting some of the intraday chart files

[2014-01-05 20:20:10] Link To Thread - Link To Post [Go To First Post]
Pawel_Szpak - Posts: 48
I've updated to the current version. Will have a look. As for the difference to IQFeed: This could be just due to Open E-Cry. The symbol settings by default for rollover are: Number of Calendar Days before friday count within contract month Number of calendar days = 0 Friday count within contract month = 3 This makes no sense. Trading largely shifts onto the new contract on the last day / last 2 days. The last day to trade is a half day session that ends at 12:30CET. I'm rolling the chart over so that the morning of the last day to trade, I am on the new contract, as I'm not interested in the low volume half day session on the old contract. I only seem to be able to achieve this by using the following date rollover rule: Number of business days before specific calendar days before contract month Number of business days = 1 Specific calenday days before contract month = -8 (minus 8). This gives me the dates as per the log above, which I see as correct. Please advise if there is a better way to achieve this. However, the resulting chart then doesn't match IQFeed. (I deleted & downloaded all data for the series of contracts making up the continuous chart to make sure the problem wasn't some adjustment I did) As for the differences, I obtained a daily high from an IQFeed continuous chart for all the contracts making up my chart. Comparing these to the Sierra result, I get a result as per the attached comparison.png.


comparison.png / V - Attached On 2014-01-05 20:19:53 UTC - Size: 6.62 KB - 426 views