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Date/Time: Wed, 12 Aug 2020 15:02:24 +0000



Sierra Chart shows a price range for trades where volume is 1

[2015-07-12 03:30:35]
User534053 - Posts: 25 | Ending Date: 2016-07-15 [Expired]
Hi,

I'm looking at the data for CLQ5-NYMEX (with auto rollover) and specifically at the data for 10:30 AM EST on June 10, 2015. This was a point in time where several hundred trades were executed in less than a second. I'm using the Number of Trades per Bar chart with trades set to 1, but the candlesticks are showing a price range 61.27 to 61.62 for the whole set of trades, even though each trade has a volume of just 1 or 2. It seems like a single trade of a single contract should be executed at a specific price. Do you know why the chart is showing a price range instead of a single price?

Thanks,
Markus
[2015-07-12 03:51:51]
User534053 - Posts: 25 | Ending Date: 2016-07-15 [Expired]
After a little more digging, it looks like the problem is that the chart doesn't have tick data for CL on days before June 10th. Does the Sierra Chart data feed have a 30 day limit on tick data, or is there a setting that I need to change? I have the "max days to download" for 1-tick data set to 1000 days.
[2015-07-12 03:59:49]
User534053 - Posts: 25 | Ending Date: 2016-07-15 [Expired]
Ok, found the solution! You can mark this issue as resolved. This very helpful doc had the solution: http://www.sierrachart.com/index.php?page=doc/doc_HistoricalIntradayData.html

I had already tried deleting and re-downloading the data file, but my mistake was to click Yes when it asked if I only wanted to delete the specific contract I was looking at. I overlooked the fact that it wouldn't download the older contracts in the continuous series.

Thanks for the great software and data feed!
[2015-07-13 17:08:05]
Sierra Chart Engineering - Posts: 88536 | Ending Date: 2021-04-05
Here is the reference for re-downloading Continuous Futures Contract data:
https://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading
Sierra Chart Support - Engineering Level

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