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Date/Time: Fri, 29 Mar 2024 06:16:00 +0000



NQ Rollover Tick Data Issue

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[2014-12-11 06:55:29]
ged - Posts: 233
I use Sierra Chart live data.

Per instruction, I rolled over tonight from NQ-201412-Globex to NQ-201503-Globex. No tick data is coming through for this symbol since 3 PM this afternoon (the data prior to that is backfilled I believe from NQ-201412-Globex).

I can change all of my charts to timed bars: 1m; 15m; 60m; etc, and data shows up. However, I have several charts set up for tick data, including my primary trading chart, and I would prefer not to have to change those to timed data.

Are you aware of this problem and is a fix coming soon?
[2014-12-11 07:04:09]
ged - Posts: 233
I think I see the problem: There is almost no volume on the contract rolled over to. Consequently, the 3 PM tick bar has never received enough data to advance to the next bar. The timed bars show up of course simply as time passes, regardless of amount of volume.

Is it necessary to rollover tonight? It seems it will be better to stay with NQ-201412-Globex a little longer.
[2014-12-11 07:11:06]
Sierra Chart Engineering - Posts: 104368
Yes, sounds like it would be best to wait to rollover until tomorrow.
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

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Date Time Of Last Edit: 2014-12-11 07:11:20

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