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Direct MessagesDate/Time: Thu, 25 Apr 2024 00:40:54 +0000
Post From: Rollover chart data error
| [2021-06-11 09:04:31] |
| User639401 - Posts: 5 |
|
Hi team, I have performed ESM to ESU rollover. however, chart is unable to adjust backdate data by approx. 9 points. the following is message log for your reference. Kindly note that I have deleted and redownloaded chart data and performed all the steps on Continuous Futures Contract Charts I am using rollover based on date and back adjusted. Software version: 2238 64-bit | 2021-06-11 04:03:35.588 Primary Thread ID: 4792 | 2021-06-11 04:03:35.588 Usage end date: 2021-06-18 | 2021-06-11 04:03:35.588 Enabled for: Sierra Chart Historical Data Service. | 2021-06-11 04:03:35.588 Enabled for: Delayed Denali Exchange Data Feed. | 2021-06-11 04:03:35.588 Allow Support for Sierra Chart Data Feeds is enabled. | 2021-06-11 04:03:35.588 Current selected Data/Trading service: TransAct WS | 2021-06-11 04:03:35.588 Custom symbol settings values: disabled | 2021-06-11 04:03:35.588 Chart Update Interval: 40 | 2021-06-11 04:03:35.588 Intraday Data Storage Time Unit: 0 | 2021-06-11 04:03:35.588 Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-06-11 04:03:35.588 2021-06-11 09:03:35 Local computer time in UTC | 2021-06-11 04:03:35.588 2021-06-11 04:03:35 Local computer time in SC Time Zone | 2021-06-11 04:03:35.588 2021-06-11 07:39:30 Server time in UTC | 2021-06-11 04:03:35.588 Local computer UTC time and Server UTC time difference: 0 seconds. | 2021-06-11 04:03:35.588 Program path: C:\SierraChart\SierraChartTransActMA\ | 2021-06-11 04:03:35.588 Data Files path: C:\SierraChart\SierraChartTransActMA\Data\ | 2021-06-11 04:03:35.588 OS Version Number: 10.0 | 2021-06-11 04:03:35.589 Locale Setting: C | 2021-06-11 04:03:35.589 DLLs: UserContributedStudies_64.dll | 2021-06-11 04:03:35.589 Allowed protected custom studies: | 2021-06-11 04:03:35.589 ESU1 [CB] 15 Min #4 | Reloading chart. | 2021-06-11 04:03:42.762 ESU1 [CB] 15 Min #4 | Date rule based rollover from ESM1 to next contract occurs at 2021-06-10. | 2021-06-11 04:03:42.762 ESU1 [CB] 15 Min #4 | Date rule based rollover from ESU1 to next contract occurs at 2021-09-09. | 2021-06-11 04:03:42.762 ESU1 [CB] 15 Min #4 | Skipping checking Intraday data file for symbol ESM1 since download was already done in last 24 hours. | 2021-06-11 04:03:42.780 ESU1 [CB] 15 Min #4 | Checking Daily data file for symbol ESM21 for the date range from 2021-03-11 to 2021-06-10. | 2021-06-11 04:03:42.782 ESU1 [CB] 15 Min #4 | Skipping Daily data download for symbol ESM21 since download was already done in last 24 hours. | 2021-06-11 04:03:42.783 ESU1 [CB] 15 Min #4 | Skipping checking Intraday data file for symbol ESU1 since download was already done in last 24 hours. | 2021-06-11 04:03:42.783 ESU1 [CB] 15 Min #4 | Checking Daily data file for symbol ESU21 for the date range from 2021-06-10 to 2021-06-11. | 2021-06-11 04:03:42.785 ESU1 [CB] 15 Min #4 | Skipping Daily data download for symbol ESU21 since download was already done in last 24 hours. | 2021-06-11 04:03:42.786 ESU1 [CB] 15 Min #4 | Symbols used for continuous contract chart: | 2021-06-11 04:03:42.788 ESM21 | 2021-06-11 04:03:42.788 ESU21 | 2021-06-11 04:03:42.788 ESU1 [CB] 15 Min #4 | Performing continuous futures contract back adjustment calculations. | 2021-06-11 04:03:42.788 ESU1 [CB] 15 Min #4 | Error while getting daily open price with date 2021-06-13 from file. C:\SierraChart\SierraChartTransActMA\Data\ESM21.dly. Error: No Data for read. End of file. | 2021-06-11 04:03:42.791 ESU1 [CB] 15 Min #4 | Error while getting daily open price with date 0 from file. C:\SierraChart\SierraChartTransActMA\Data\ESU21.dly. Error: No Data for read. End of file. | 2021-06-11 04:03:42.791 ESU1 [CB] 15 Min #4 | ESM1 price difference to ESU1 is 0. | 2021-06-11 04:03:42.791 ESU1 [CB] 15 Min #4 | Back adjust amount for symbol ESM1 is 0. | 2021-06-11 04:03:42.791 Continuous Contract File: C:\SierraChart\SierraChartTransActMA\Data\ESM1.scid. Start: 00:00:00.000. End: 2021-06-09 17:59:59.999 | 2021-06-11 04:03:42.797 Continuous Contract File: C:\SierraChart\SierraChartTransActMA\Data\ESU1.scid. Start: 2021-06-09 18:00:00.000. End: 00:00:00.000 | 2021-06-11 04:03:47.008 Chart #4 has tagged chart #1 for full recalculation. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.061 Chart #4 has tagged chart #3 for full recalculation. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.061 Chart #4 has tagged chart #5 for full recalculation. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.061 Chart #4 has tagged chart #6 for full recalculation. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.061 ESU1 [CB] 15 Min #1 | Performing a full recalculation because it has been tagged. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.073 ESU1 [CB] 3 Min #5 | Performing a full recalculation because it has been tagged. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.081 ESU1 [CB] 60 Min #3 | Performing a full recalculation because it has been tagged. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.099 ESU1 [CB] Renko 4t #6 | Performing a full recalculation because it has been tagged. Chartbook: ES-KK.Cht | 2021-06-11 04:03:47.105 |