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Date/Time: Fri, 07 Aug 2020 08:59:23 +0000



Missing day on CL Daily chart

[2015-07-06 17:50:06]
bekitz3 - Posts: 83 | Ending Date: 2018-10-31 [Expired]
Friday - 7/3 is missing on the Crude Oil (CL) Daily Chart. Already tried a Edit > Delete All Data And Download and a Reload And Recalculate without success. Intraday data is there for 7/3.
[2015-07-06 17:55:57]
Sierra Chart Engineering - Posts: 88421 | Ending Date: 2021-04-05
Thank you. We are contacting our data provider about this. The problem we expect will be resolved by the end of the day today.
Sierra Chart Support - Engineering Level

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[2015-07-06 18:23:44]
User11942 - Posts: 298 | Ending Date: 2019-02-11 [Expired]
There shouldn't be a daily candle for Friday July 3rd b/c of no settlement was held that day and exchanges closed early due to a holiday in the US.
[2015-07-06 18:29:02]
Sierra Chart Engineering - Posts: 88421 | Ending Date: 2021-04-05
Yes, we can see this is the case.
Sierra Chart Support - Engineering Level

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[2015-07-06 19:53:45]
bekitz3 - Posts: 83 | Ending Date: 2018-10-31 [Expired]
Couple of comments:

1)
Exchanges closing early does not indicate the absence of a Daily bar. See Wed - 12/24/2014 & Fri - 11/28/2014.

2)
The US exchanges seem to be combining 2 calendar days/trading sessions into 1 Daily bar for most of the US holidays.

Some examples of this "double" Daily bar:
Fri 11/28/2014 includes Thur 11/27/2014 trading activity (Thanksgiving) - both a "double" bar & a shortened session

Fri 12/26/2014 includes Thur 12/25/2014 trading activity (Christmas)

Fri 1/2/2015 includes Thur 1/1/2015 trading activity (New Years)

Tues 1/20/2015 includes Mon 1/19/2015 trading activity (MLK)

Tues 2/17/2015 includes Mon 2/16/2015 trading activity (Prez day)

Tues 5/26/2015 includes Mon 5/25/2015 trading activity (Memorial Day)


Mon 7/6/2015 ??? (Independence Day)

It appears this is also a double session Daily bar which should include Fri 7/3/2015 trading activity which means all trading activity since 5pm (CST)-Thur 7/2.

The current Daily bar for today - 7/6 shows a high of 55.34 and a low of 52.41. The high should be 56.79 and the low is accurate as of this posting.

Either way, the data is incomplete.
[2015-07-06 20:03:28]
User11942 - Posts: 298 | Ending Date: 2019-02-11 [Expired]
Only a settlement procedure can explain a very existence of a daily bar at a certain day. If no settlement held on a certain date, then data for that trading day will be combined with data for the next trading day (where a settlement was held). Early close (trading halt) will usually indicate that settlement won't be held, if not stated otherwise by an exchange. That is valid for US exchanges.
Date Time Of Last Edit: 2015-07-06 20:05:37
[2015-07-06 20:23:54]
bekitz3 - Posts: 83 | Ending Date: 2018-10-31 [Expired]
Early close (trading halt) will usually indicate that settlement won't be held
Usually....but not always as mentioned in comment #1 with cited examples.


Most of this session combining occurs when trading activity occurs on the actual holiday date and that trading activity is lumped into the following session after the holiday. Since there was no trading activity on Sat-7/4/2015, I assumed we would have a situation similar to Christmas Eve -- Wed 12/24/2014.

Since that assumption was incorrect in this instance, then the Daily bar for today (7/6) should reflect/include the trading activity for 7/3.....which it does not.

So technically the title of this thread should be "Missing data on CL Daily chart"

Doesn't change the fact that the data is incomplete no matter how you slice it.
[2015-07-06 20:37:56]
User11942 - Posts: 298 | Ending Date: 2019-02-11 [Expired]
Okay, point is taken. I'm subscribed to exchanges emailings and the first thing I try to find once I receive a holiday trading calendar is whether a settlement will be held.
I can't comment on data I don't have access to. On my charts I can see 56.79 as a high for a combined session 07/03-07/06.
[2015-07-06 20:53:28]
bekitz3 - Posts: 83 | Ending Date: 2018-10-31 [Expired]
This is my Daily Chart as of this posting:

http://www.sierrachart.com/image.php?l=1436215940347.png


Data = AMP/TTNet
[2015-07-06 20:58:30]
bekitz3 - Posts: 83 | Ending Date: 2018-10-31 [Expired]
This is a 60 min intraday chart for this combined session (all bars to the right of vertical line) - 15:00 (PST) exchange open on Thur 7/2/2015

http://www.sierrachart.com/image.php?l=1436216265862.png
[2015-07-06 21:48:34]
Sierra Chart Engineering - Posts: 88421 | Ending Date: 2021-04-05
In regards to post #9, we are checking with our data provider about this. The high is not correct.
Sierra Chart Support - Engineering Level

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