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Direct MessagesDate/Time: Mon, 29 Apr 2024 12:52:04 +0000
continuous futures contract back adjusted shows gap
View Count: 1415
| [2015-08-19 17:09:39] |
| dominikos - Posts: 106 |
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as shown in attached image, continues futures contract - volume based rollover; back adjusted for CL shows a gap on the rollover date. I tried to reload and recalculate but the gap remains. I use IB with SierraChart futures historical data.
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 gap.tiff - Attached On 2015-08-19 17:08:57 UTC - Size: 19.41 KB - 342 views Attachment Deleted. |
| [2015-08-19 17:32:42] |
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When providing an image of the chart, use the method described here: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image Re-download the data in the chart by following the instructions here: https://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 |
| [2015-08-19 20:55:33] |
| dominikos - Posts: 106 |
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'Delete all data and download' resolved the problem temporarily. When I changed chart symbol to ZB and then back to CL, the gap on CL showed up again.
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| [2015-08-19 21:58:34] |
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We see no reason if the proper re-download procedure was followed, that there should be a problem still. Can we call you at the number you have in your account information, to look at this using remote assistance? 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 |
| [2015-08-19 23:32:06] |
| dominikos - Posts: 106 |
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I ended up deleting all CL-* files in Data directory. Once reloaded, the contracts were rolled properly. Perhaps the problem was related to the fact that I tried using both SC Historical and IB contracts with different names?
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| [2015-08-20 00:27:51] |
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Yes could be something like that.
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 |
| [2015-08-20 01:05:49] |
| dominikos - Posts: 106 |
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Ok, you can give me a call. I was able to reproduce the problem. I start with no CL files in Data directory. Then I set my chart to five minutes of CL from either historical or IB, does not seem to matter, In days to load I specify 200. The data on the chart is loaded properly and contract adjustments are correct, no gap. Then, I go back to chart settings and set days to load to 2000. Once the data is reloaded, a gap shows up. The contract is set to October. I should also provide a disclaimer that I run SierraCharts 1282 on OS X using Wine. |
| [2015-08-20 01:48:48] |
| dominikos - Posts: 106 |
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I have another data point for you. If I delete all data files, start sierra chart and then load historical CL data for 200 days using 5 mins chart, the gap does not show up. As soon as I change period to 10 minutes, the gap shows up and won't go away till I delete all data and reload it.
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| [2015-08-20 04:18:39] |
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When you say this, this is a concern: from either historical or IB,
We do not know exactly what you are doing and this can likely cause a problem. When you are using Interactive Brokers, there is no need to be switching to the Sierra Chart Historical Data service or using Sierra Chart Historical Data Service symbols. Downloading from the Sierra Chart Historical Data Service happens automatically. You only need to enable: Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds Use only the symbols you see listed in File >> Find Symbol when using Interactive Brokers. Give us the exact symbol of your CL chart. 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 |
| [2015-08-20 22:25:32] |
| dominikos - Posts: 106 |
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That's how I have it configured and I tested with IB service. Just thought that proving issue with two different services will help. Anyhow, I use symbol: CL-201510-NYMEX. The first chart (5 minutes) shows no gap, when I change it to 1 minute, gap shows up. |
| [2015-08-21 02:09:31] |
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We apologize for not getting to this earlier. But if you have some time now we can call. Let us know.
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 |
| [2015-08-21 15:34:19] |
| dominikos - Posts: 106 |
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I was not available yesterday but I'm available most of the day today. I created an example that will fairly quickly demonstrate this issue. Feel free to give me a call.
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| [2015-08-24 18:43:26] |
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We have not forgotten about this. We will be calling today after the close. We apologize for the delay. We have been very busy lately.
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 |
| [2015-08-24 20:05:17] |
| dominikos - Posts: 106 |
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no worries, it's been quite interesting few days that's for sure. Can we plan for a call around 8 pm CST?
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| [2015-08-24 20:15:25] |
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Yes. We will call you around that time today.
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 |
| [2015-08-25 01:57:52] |
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User has been called. This was determined to be related to an error occurring on WINE with the Windows HTTP functions. We will have a new version out in one or two more days that does not use the Windows HTTP functions and instead uses Sierra Chart develop HTTP functionality which will avoid this problem altogether. 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 |
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