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Direct MessagesDate/Time: Sun, 28 Apr 2024 21:22:40 +0000
Continuous contract issues
View Count: 1345
| [2015-05-01 21:30:52] |
| MMX - Posts: 119 |
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Just uploaded from v1220 to v1250 and have been trying to straighten up the mess that's covered in the continuous contract sticky. I'm with CTS and I want to have volume based rollover weekly contracts going back at least 10 years for 5 contracts; YM,ES,TF,NQ,ZB. The sticky instructions did straighten up the mismatched pricing for the YM and ES but I can only get them to display 5 years, this is with 7500 in the days to load box. How can I get these 2 to load at least 10 years? I've tried everything with the other 3, I did exactly the same thing that worked for YM and ES but wouldn't work for TF,NQ,ZB. I've tried every combination of multipliers and nothing works. I can get these 3 to properly display a weekly chart by using this style of symbol, F.US.TFEM15, but I have concerns about intraday updating with those symbols. Also, that style of symbol only loads up 5 years as well.
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| [2015-05-01 22:24:20] |
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There definitely should not be a problem with these charts after re-downloading the data following the instructions given. Can you briefly explain the specific steps you followed to re-download the data for one of these charts so we can determine if the proper procedure was followed. In case the problem has to do with encountering the historical data download limit, restart Sierra Chart because we increased the limit temporarily on your account. 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 |
| [2015-05-01 23:07:14] |
| MMX - Posts: 119 |
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In the Chart Settings window, in the Symbol box, I'm using this symbol, NQ.20150600.CME_Eq, and the Current Quote Symbol box directly below it is blank (and this entry is identical to the 2 that are working, YM and ES). Historical is the chart type selected, 7500 in the days to load box, and volume based rollover is selected. I then go to Edit/Delete All Data and Download, select no for the 1st pop-up box, then click yes for all of the following boxes, it starts on NQH10 and that's all that I do. The resulting chart looks like the typical chart in need of a multiplier adjustment. Prior to upgrading, I would enter NQM15 in the top box and NQ.20150600.CME_Eq in the bottom box and I could go back a lot more than 5 years, probably to the beginning of the contract. Is this 5 year thing because we're now required to use an intraday symbol for the top box instead of NQM15? |
| [2015-05-01 23:24:43] |
| MMX - Posts: 119 |
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After doing the above steps and the NQ.20150600.CME_Eq download is complete, the Real Time multiplier is .01 and the Historical multiplier is .01
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| [2015-05-02 01:42:17] |
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Restart Sierra Chart and try again. You should not have a problem with this. Once the data is re-downloaded, the data will have the correct multipliers applied we have verified that. We realize the 5 year limitation is because you are on service package 3, but we temporarily have given you an evaluation of package 5 which will increase the limit. 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: 2015-05-02 01:42:29
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| [2015-05-02 20:31:00] |
| MMX - Posts: 119 |
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Restarting Sierra Chart didn't help and shutting down the computer didn't help either. Just out of curiosity I brought up the continuous weekly for Crude, Gold and the Euro. Initially, all 3 had mismatched prices, I applied the above described process, once done, Crude and the Euro displayed properly and Gold still had the same mismatched pricing. The same chart was used for all three so any internal settings would've been identical for all three. Creating a brand new chart and running the same process didn't change anything, still mismatched prices. Are these symbols, F.US.TFEM15 (June Russell), F.US.USAM15 (June 30 Yr), and F.US.ENQM15 (June NASDAQ), are these Sierra's symbols or are they CTS's symbols? All of these symbols display the continuous weekly properly. How current/accurate are the intraday quotes for these symbols? The Dow and the S&P are still displaying properly, I just need the Russell, NASDAQ, and 30 year to do the same. |
| [2015-05-02 21:47:51] |
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We suspect the problem with the mismatch prices is further back in time. We need to understand if this is the case. Post an image of one of those charts showing the incorrect prices, following these instructions here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image Symbols in the format like: F.US.USAM15 belong to CQG. If you see any of these listed in Global Settings >> Symbol Settings, press the Full Reset button to clear them out. They should not be there. 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 |
| [2015-05-02 21:48:34] |
| MMX - Posts: 119 |
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I have a second copy of Sierra Chart on my computer, and on it I am able to get the Russell and the 30 year to display properly, and the NASDAQ would probably display properly if I could create a NQ chart. Every time I try the window just comes up totally blank, even after deleting the 1kb NQ files in the data folder that were created on these failed attempts.
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| [2015-05-02 21:49:49] |
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In response to post #8, it sounds like you have hit the daily limit for the number of historical data downloads.
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 |
| [2015-05-02 23:19:05] |
| MMX - Posts: 119 |
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Here's the image of the 30 Year. http://www.sierrachart.com/image.php?l=1430606197931.png Up until yesterday I had no idea the look back period was limited to 5 years. FWIW, I did enjoy comparing the 2008 collapse in Crude to the 2014 collapse (good thing I looked at it in Dec), but the small enjoyment IS NOT worth a 48% increase in my monthly bill. Personally, I think it was real chickensh** for you to limit things to 5 years, even if it is something that might affect me only once every year or two. Just a paying customer here giving you some feedback, you all do want feedback, right? In all of the years I've been with Sierra I've never hit the download limit, I knew one was in place to limit excessive downloads, but it never affected me. Has that number been recently lowered as well? What is the limit? |
| [2015-05-03 00:24:28] |
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This simply is not making sense because if you are re-downloading the data the data should be correct. We do not see a problem: http://www.sierrachart.com/image.php?l=1430612288494.png We will contact you on Monday to look into the problem. We tried calling now but the connection was not good. Because we have increased the download limit per day on your account, to 1600 you really should not have hit the limit with the few symbols you are working with. Your account now also has access to 10 year Continuous Futures Contract charts. One of the main reasons for the limit, is because there are a lot of download requests to create continuous futures contract charts, and if we allow too many requests per symbol, it can cause the user to hit the daily limit too soon just because they use an excessive number of years. In our experience, users sometimes will use very large numbers like 30 years which makes a lot of unnecessary requests and cause them to hit the daily download limit for no reason. We have to pay for these queries from a third-party database. They are not free. Nevertheless, we will look into increasing the limits. We know the limits are not a perfect solution, but generally they are not a problem. Also thinking about this some more, if you are using another copy of Sierra Chart, that has its own new limit for the day. Which would double the number of queries. So we are not even sure the limit has anything to do with this. In so many cases, when there are problems like these and we contact the user and we re-download the data ourselves following the proper procedure, the problem is gone. We can look into this tomorrow as well. 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: 2015-05-03 00:27:48
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| [2015-05-03 16:51:55] |
| MMX - Posts: 119 |
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All Continuous Weekly contracts are now displaying properly for the time period I care about. I just copied the properly performing files of TF, NQ, and ZB from the second copy of Sierra and pasted them into the Data folder of the first copy of Sierra. The "multiplier distortion" is still there, but instead of starting in Oct 2014 it's now located at the end of 2009 for the TF and ZB and Mar 2012 for NQ. All 3 of these charts were downloaded with 2000 in the Days To Load box, and NQ chose to stop in 2012 rather than 2009, which is fine with me, I'm only displaying 2 years of data in all of my weekly charts anyway. It was not a limit problem that was causing yesterday's totally blank NQ chart, it was choosing the wrong Edit command. All day yesterday and this morning as well I was using the Edit/Delete All Data And Download command in my attempts to get NQ to populate the chart, ending in failure every time. Then I tried Edit/Download Data - Historical Chart and it populated instantly. There is a good thing that came out of this, because of your posting about limits I did some reading yesterday in Sierra Help and learned that I need to delete about 90% of my Data folder (it's embarrassingly huge) and I'm going to stop loading up 3 or 4 Chartbooks that have 30 to 40 charts each (long story) at start-up. Thanks |
| [2015-05-03 19:23:00] |
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Let us know if you would like us to contact you using remote assistance to help you with this: The "multiplier distortion" is still there, but instead of starting in Oct 2014 it's now located at the end of 2009 for the TF and ZB and Mar 2012 for NQ.
It was not a limit problem that was causing yesterday's totally blank NQ chart, it was choosing the wrong Edit command. All day yesterday and this morning as well I was using the Edit/Delete All Data And Download command in my attempts to get NQ to populate the chart, ending in failure every time. Then I tried Edit/Download Data - Historical Chart and it populated instantly. 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 |
| [2015-05-03 22:01:04] |
| MMX - Posts: 119 |
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I just now went to my second copy of Sierra, deleted all of the NQ files, created a new NQ file, put 2000 in the Days To Load box (just like I did this morning) and now the NQ weekly is exactly like the other 4, starting in Dec 09. I appreciate the remote assistance offer but there's really no point in it. Two weeks from now when the package 5 trial runs out (I'm going to stay with package 3), the 5 year limit is going to have my weekly charts beginning in May 2010, this is 6 months past the Dec 09 mismatched pricing point of TF, NQ, and ZB. I also updated my Personal Information with the correct phone number. |
| [2015-05-05 16:50:01] |
| MMX - Posts: 119 |
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I found that the YM#, ES# or ZB# symbols are still working and there isn't any limits coming into play. Are these symbols going to continue to be available in the future? When you open up a # file for 10 years back, is that 1 download or is it 40 downloads as it would be with a Sierra continuous chart? Is the # symbol going to be subjected to the 5 year limit? It certainly isn't now. Is there any advantage to using a Sierra continuous chart over the old standby # chart?
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| [2015-05-05 17:46:14] |
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The symbols with a # at the end, are still supported and there is only one download for them. The rollover points in the charts they use a # are not what you would expect and that is why they are not documented and we do not encourage their use. 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 |
| [2015-05-05 17:56:21] |
| MMX - Posts: 119 |
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Well good. I'm going to continue with my Sierra continuous charts with the 5 yr limit and anytime I'm curious about something beyond the 5 years I'll just bring up the # chart. Thanks.
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