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Post From: Problem displaying ICE WTI chart (bad data for WIM15 contract)

[2015-04-18 23:51:32]
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i960 - Posts: 360
The XML for WTI is exactly the same as before I restarted SC and modification time on the file is from yesterday, so that shouldn't have anything to do with it.

<settings>
<service-code>ib</service-code>
<symbol>WTI-######-IPE</symbol>
<historical-chart-symbol>WI?##</historical-chart-symbol>
<use-pattern-matching-characters>true</use-pattern-matching-characters>
<contract-months>FGHJKMNQUVXZ</contract-months>
<description>Light Sweet Crude Oil Futures - IPE</description>
<category>Futures</category>
<value-format-code>2</value-format-code>
<tick-size>0.01</tick-size>
<currency-value-per-tick>10</currency-value-per-tick>
<error-filtering>true</error-filtering>
<time-zone>EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00</time-zone>
<intraday-start-time>09:00:00</intraday-start-time>
<intraday-stop-time>17:59:59</intraday-stop-time>
<intra-evening-start-time>18:00:00</intra-evening-start-time>
<intra-evening-stop-time>08:59:59</intra-evening-stop-time>
<default-order-quantity>1</default-order-quantity>
<rt-commission>4.8</rt-commission>
<rollover-method>Method5</rollover-method>
<rollover-input-1>4</rollover-input-1>
<rollover-input-2>25</rollover-input-2>
<sc-data-symbol>WI?##</sc-data-symbol>
<sc-data-srvcode>ice.eu</sc-data-srvcode>
</settings>

As far as I can tell there's nothing wrong with the above and doesn't have anything to do with this problem.


Restarting SC entirely and reopening the chartbook results in the issue being "fixed":

HD Request # 8 | Downloading Intraday chart data for WTI-201506-IPE to the file WTI-201506-IPE.scid. Service: ice.eu | 2015-04-18 16:35:39
HD Request # 8 | Download start Date-Time: 2015-03-19 16:35:39.0 | 2015-04-18 16:35:39
HD Request # 8 | Using server: scdf2.sierracharts.com port 10149 | 2015-04-18 16:35:39
Socket (0) | Resolved address ds7.sierracharts.com to IP 8.18.161.133 | 2015-04-18 16:35:39
Socket (8) | Connected. | 2015-04-18 16:35:40
HD Request # 8 | Sending historical data logon request message. | 2015-04-18 16:35:40
HD Request # 8 | Requesting Intraday data. Start Date-Time: 2015-03-19 16:35:39. Record interval: 0. Symbol: WIM15 | 2015-04-18 16:35:40
HD Request # 8 | Decompressing data. | 2015-04-18 16:35:40
HD Request # 8 | Receiving Intraday data for WTI-201506-IPE starting at 2015-03-19 17:04:09 | 2015-04-18 16:35:40
HD Request # 8 | Timestamp of first Intraday data file record written: 2015-03-19 17:04:09 | 2015-04-18 16:35:40
Socket (8) | Shutdown and closed. | 2015-04-18 16:35:40
The network socket for historical data has been closed. | 2015-04-18 16:35:40
HD Request # 8 | Received 64138 records from 2015-03-19 17:04:09 to 2015-04-17 14:29:24 (28.9 days) and wrote 64138 records for WTI-201506-IPE | 2015-04-18 16:35:40
HD Request # 8 | Intraday download COMPLETE for WTI-201506-IPE. Completion time: 1s. Unique request ID: 6 | 2015-04-18 16:35:40
Removed historical data download ID 6 | 2015-04-18 16:35:40
Real-time Intraday chart data file updates started for WTI-201506-IPE | 2015-04-18 16:35:40

But there is a bug here and it's very easy to replicate. If I delete and redownload the data for the current symbol only it will not redownload the current contract correctly:

Intraday data recording state for symbol WTI-201506-IPE is set to download pending. | 2015-04-18 16:37:25
HD Request # 9 | Downloading Intraday chart data for WTI-201506-IPE to the file WTI-201506-IPE.scid. Service: ice.eu | 2015-04-18 16:37:25
HD Request # 9 | Download start Date-Time: 2015-04-17 17:00:00.0 | 2015-04-18 16:37:25
HD Request # 9 | Using server: scdf1.sierracharts.com port 10149 | 2015-04-18 16:37:25
Mapping WTI-201504-IPE to WIJ15. Service code: ice.eu | 2015-04-18 16:37:25
HD Request # 10 | Downloading Historical Daily chart data for WTI-201504-IPE. Starting date: 2015-03-18. Service: ib | 2015-04-18 16:37:25
HD Request # 10 | Using user Barchart Historical data account. | 2015-04-18 16:37:25
HD Request # 10 | Requesting historical Daily data for WIJ15 starting at 2015-03-17 | 2015-04-18 16:37:25
Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2015-04-18 16:37:25
Socket (9) | Connected. | 2015-04-18 16:37:25
HD Request # 9 | Sending historical data logon request message. | 2015-04-18 16:37:25
HD Request # 10 | Receiving historical Daily data for WTI-201504-IPE starting at 2015-03-17 | 2015-04-18 16:37:25
Writing historical Daily data for WTI-201504-IPE to the file WTI-201504-IPE.dly | 2015-04-18 16:37:25
HD Request # 10 | Received 3 records from 2015-03-17 00:00:00 to 2015-03-19 00:00:00 (3.0 days) and wrote 2 records for WTI-201504-IPE | 2015-04-18 16:37:25
HD Request # 10 | Daily download COMPLETE for WTI-201504-IPE. Completion time: 0s. Unique request ID: 8 | 2015-04-18 16:37:25
Removed historical data download ID 8 | 2015-04-18 16:37:25

HD Request # 9 | Requesting Intraday data. Start Date-Time: 2015-04-17 17:00:00. Record interval: 0. Symbol: WIM15 | 2015-04-18 16:37:25
Socket (9) | Shutdown and closed. | 2015-04-18 16:37:25
The network socket for historical data has been closed. | 2015-04-18 16:37:25
HD Request # 9 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for WTI-201506-IPE | 2015-04-18 16:37:25
HD Request # 9 | Intraday download COMPLETE for WTI-201506-IPE. Completion time: 0s. Unique request ID: 7 | 2015-04-18 16:37:25
Removed historical data download ID 7 | 2015-04-18 16:37:25
Real-time Intraday chart data file updates started for WTI-201506-IPE | 2015-04-18 16:37:25

WTI-201506-IPE [CB] [M] 15 Min #5: Download is complete for all contract months in chart. Proceeding with data load. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: Performing continuous futures contract back adjustment calculations. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: WTI-201504-IPE Open price on 2015-03-19 is 44.55. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: WTI-201505-IPE Open price on 2015-03-19 is 46.61. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: WTI-201504-IPE price difference to WTI-201505-IPE is 2.0599999. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: WTI-201505-IPE Open price on 2015-04-17 is 56.55. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: WTI-201506-IPE Open price on 2015-04-17 is 57.92. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: WTI-201505-IPE price difference to WTI-201506-IPE is 1.37. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: Back adjust amount for symbol WTI-201504-IPE is 3.4299998. | 2015-04-18 16:37:25
WTI-201506-IPE [CB] [M] 15 Min #5: Back adjust amount for symbol WTI-201505-IPE is 1.37. | 2015-04-18 16:37:25
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\WTI-201506-IPE.scid | 2015-04-18 16:37:25

The *exact* same thing happens with CL so this is obviously related to rollover logic. This contract expires on the 21st and the rules are the same for both WTI and CL contracts: 4 days before 25th business calendar day.

Intraday data recording state for symbol CL-201506-NYMEX is set to download pending. | 2015-04-18 16:42:36
HD Request # 20 | Downloading Intraday chart data for CL-201506-NYMEX to the file CL-201506-NYMEX.scid. Service: nymex | 2015-04-18 16:42:37
HD Request # 20 | Download start Date-Time: 2015-04-17 17:00:00.0 | 2015-04-18 16:42:37
HD Request # 20 | Using server: scdf1.sierracharts.com port 10149 | 2015-04-18 16:42:37
Mapping CL-201503-NYMEX to CLH15. Service code: nymex | 2015-04-18 16:42:37
HD Request # 21 | Downloading Historical Daily chart data for CL-201503-NYMEX. Starting date: 2015-02-19. Service: ib | 2015-04-18 16:42:37
Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2015-04-18 16:42:37
HD Request # 21 | Using user Barchart Historical data account. | 2015-04-18 16:42:37
HD Request # 21 | Requesting historical Daily data for CLH15 starting at 2015-02-18 | 2015-04-18 16:42:37
Socket (15) | Connected. | 2015-04-18 16:42:37
HD Request # 20 | Sending historical data logon request message. | 2015-04-18 16:42:37
HD Request # 20 | Requesting Intraday data. Start Date-Time: 2015-04-17 17:00:00. Record interval: 0. Symbol: CLM15 | 2015-04-18 16:42:37
HD Request # 21 | Receiving historical Daily data for CL-201503-NYMEX starting at 2015-02-18 | 2015-04-18 16:42:37
Writing historical Daily data for CL-201503-NYMEX to the file CL-201503-NYMEX.dly | 2015-04-18 16:42:37
HD Request # 21 | Received 3 records from 2015-02-18 00:00:00 to 2015-02-20 00:00:00 (3.0 days) and wrote 2 records for CL-201503-NYMEX | 2015-04-18 16:42:37
HD Request # 21 | Daily download COMPLETE for CL-201503-NYMEX. Completion time: 0s. Unique request ID: 19 | 2015-04-18 16:42:37
Removed historical data download ID 19 | 2015-04-18 16:42:37

Socket (15) | Shutdown and closed. | 2015-04-18 16:42:37
The network socket for historical data has been closed. | 2015-04-18 16:42:37
HD Request # 20 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for CL-201506-NYMEX | 2015-04-18 16:42:37
HD Request # 20 | Intraday download COMPLETE for CL-201506-NYMEX. Completion time: 0s. Unique request ID: 18 | 2015-04-18 16:42:37
Removed historical data download ID 18 | 2015-04-18 16:42:37
Real-time Intraday chart data file updates started for CL-201506-NYMEX | 2015-04-18 16:42:37

CL-201506-NYMEX [CB] [M] 768 Volume #5: Download is complete for all contract months in chart. Proceeding with data load. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: Performing continuous futures contract back adjustment calculations. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201503-NYMEX Open price on 2015-02-19 is 50.55. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201504-NYMEX Open price on 2015-02-19 is 51.25. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201503-NYMEX price difference to CL-201504-NYMEX is 0.69999999. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201504-NYMEX Open price on 2015-03-19 is 44.6. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201505-NYMEX Open price on 2015-03-19 is 46.61. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201504-NYMEX price difference to CL-201505-NYMEX is 2.01. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201505-NYMEX Open price on 2015-04-17 is 56.56. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201506-NYMEX Open price on 2015-04-17 is 57.97. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: CL-201505-NYMEX price difference to CL-201506-NYMEX is 1.41. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: Back adjust amount for symbol CL-201503-NYMEX is 4.1199999. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: Back adjust amount for symbol CL-201504-NYMEX is 3.4200001. | 2015-04-18 16:42:37
CL-201506-NYMEX [CB] [M] 768 Volume #5: Back adjust amount for symbol CL-201505-NYMEX is 1.41. | 2015-04-18 16:42:37
Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CL-201506-NYMEX.scid | 2015-04-18 16:42:39

I literally have to quit SC, start it again and reopen the chartbook just to get it to do the right thing. Just pull up a CL chart and issue delete all data and download for the current symbol only and this will be reproduced.