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Direct MessagesDate/Time: Sun, 05 May 2024 10:55:56 +0000
Incorrect Data for Treasury Notes Futures (ZN)
View Count: 902
| [2015-02-28 00:28:33] |
| kleros - Posts: 21 |
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I subscribe to the SC real-time data feed. On my ZN futures charts there is an incorrect price gap as of 12AM EST on 2/27/15. The bar closes at a price of 128 11.5/32 as of 11:59:59PM and opens at 127 22/32 as of 12:00:00AM. I have the chart settings at "Continuous Futures - Date Rule Rollover." I have also used "Delete and Download All Data" but the problem is not fixed. Please help. |
| [2015-03-02 08:18:12] |
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Follow the procedure here and re-download the data for the March and June 2015 contracts: http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-03-05 21:58:59] |
| kleros - Posts: 21 |
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I tried the procedure described but there is still a gap. What can I do now? I have deleted all ZN related files and the gap is still present.
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| [2015-03-05 23:33:32] |
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We are checking this on our side.
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-03-05 23:43:56] |
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Why is this incorrect? We see the same values. When we set the rollover to back adjust, then these are the calculations: ZNM15 [CB] 30 Min #3: ZNH15 Open price on 2015-02-27 is 128.2344. | 2015-03-05 18:41:37 ZNM15 [CB] 30 Min #3: ZNM15 Open price on 2015-02-27 is 127.5781. | 2015-03-05 18:41:37 ZNM15 [CB] 30 Min #3: ZNH15 price difference to ZNM15 is -0.65630001. | 2015-03-05 18:41:37 ZNM15 [CB] 30 Min #3: Back adjust amount for symbol ZNH15 is -0.65630001. | 2015-03-05 18:41:37 So the gap you see is correct. If you do not want to see the gap, then set the Continuous Contract option to date rollover back adjusted. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-03-05 23:44:57
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