Support Board
Date/Time: Sun, 15 Jun 2025 15:56:22 +0000
SPX_CGI DATA CONSISTENTLY WRONG/MISSING
View Count: 270
| [2025-05-23 18:46:33] |
| 14N1 Trader - Posts: 3 |
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This is becoming an on going issue for the SPX_CGI data. It did cost me some pain the 1st time, however time I caught it today. 1st time the data was missing on the 30 min as well so I got tricked, today data was not missing on 30, and I caught it before applying capital. Figured I would make a thread to address it and ask if there is anything I can do to correct/prevent the issue or is this a data provider issue (not my doing). The last error date was 5.13 and the previous day 5.12 was missing (daily chart) + missing from, the 30 min. Today 5.23 daily represented as a doji with an opening price of 5840, that is incorrect it is a big green candle that gapped lower with an opening price of 5779. This is not the doji that opened in yesterdays range as shown here (image included) These instances are on the daily chart sometimes intraday. Needless to say very dangerous. Running i7 with 32gb Ram and a gtx 4070. 5 chart books open with 2-5 charts on each. For instance; 1.Market internals chartbook tick, adr, trin, vix + 1 chart qqq (2 screens) 2. Mesm25 profile, vix 2nd screen mesm25 candle chart 3. equities candles 1 screen daily, 1 screen 30 min 4. Market view: screen 1 quotebook + time and sales, screen 2 3 charts 2 candles daily, 30 min, market profile all linked to quote and t&s, 5. SPX trader screen 1 esm25 market profile, screen2 spx_cgi candle, vix candle, qqq candle. I hope this is clearly explained. Is this me causing issues with my setup functionality or is this a data issue (unpreventable by me/not my fault). please advise thanks. |
 SPX_Daily_Screenshot 2025-05-23 142423.png / V - Attached On 2025-05-23 18:25:55 UTC - Size: 98.89 KB - 89 views |
| [2025-05-23 19:10:04] |
| John - SC Support - Posts: 40422 |
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We do not understand what you trying to state is the problem. Attached is an image of the Daily Chart that we see for SPX_CGI. This matches to the daily chart that you show in your image. We also downloaded the daily data for the past few months from the CBOE website and compared it to the daily data in the our chart and it is exactly the same. So there is nothing wrong with the data from our perspective. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| Screenshot 2025-05-23 140856.png / V - Attached On 2025-05-23 19:09:08 UTC - Size: 30.72 KB - 85 views |
| [2025-05-25 02:46:52] |
| 14N1 Trader - Posts: 3 |
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The image I uploaded is NOT a correct representation of 5.23.25 SPX price action and if you compared it to CBOE data it most certainly would NOT match. It should be pretty straight forward if you compare the image uploaded in my 1st post to the image uploaded in my 2nd post (revised chart 2nd image). You will see the 5.23.25 spx_cgi daily candle (1st image) is mis-representing price action as a doji with and opening price of 5840. Here in my response, I have uploaded the (revised) spx_cgi chart being displayed on sierra with the 5.23.25 daily candle showing a gap lower with a 5781 opening price. The latter image included in this response post is represented correctly and thus would match CBOE historical data. So yes, it has since been revised. The method you used of comparing CBOE historical data to the revised chart would not provide you with an accurate description of what is persisting to happen during live trading. The chart is not left displaying mispriced data it gets revised. While this revision is expected/appreciated, the questions I presented were in reference to the root cause of the data malfunction, if it is preventable by the user's settings, or if it is a data feed issue from the supplier. Furthermore, these discrepancies are happening during market hours, not post market just to be clear. And just to revisit the 5.13 instance both daily and intraday charts were affected. Friday 5.23.25 the intraday smaller time frame charts were correct, and the daily chart was malfunctioning. I took the liberty of listing the chartbook windows and described my computers specs in order to examine the possibility this is being caused by user overloading the platform. If what you see in terms of specs and chartbook descriptions is acceptable, can you please advise on what is going on here with the candles mispricing the index repeatedly during live trading. Thanks |
| SPX_Daily_Screenshot_fixed.png / V - Attached On 2025-05-25 02:00:51 UTC - Size: 64.47 KB - 81 views |
| [2025-05-25 03:21:59] |
| Sierra_Chart Engineering - Posts: 19918 |
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In that SPX_CGI Historical Daily chart, make sure this Chart Setting is set to Yes: Chart Settings: Allow Real-Time Updating of Historical Chart (Chart >> Chart Settings >> Chart Data >> Chart Data menu) We also see on our servers there was not consistent rules resetting the daily session data for CBOE index symbols. They now will reset 1 minute before midnight, US Eastern time. This should resolve the problem assuming the chart is set to Eastern Time which it should be: Time Zone Setting: Using Different Time Zone in Individual Charts 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2025-05-25 03:23:35
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