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Direct MessagesDate/Time: Tue, 07 May 2024 23:48:45 +0000
Compressed intraday data file issue
View Count: 989
| [2015-09-07 19:27:28] |
| Pawel_Szpak - Posts: 48 |
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I have gone to DTS - Data file management and compressed my intraday data files >180 days old from 1tick to 1 second. As a result, suddenly the intraday data has this junk "open" price for a whole number of days. See the attached price and note the dashed lines towards the bottom of the chart. This specific one is the 6E future. The open price for those days varies 0.0042 - 0.0033 - 0.0026. As you can see - it's for approximately 9 months (3 contract's worth), and the data before and after looks ok. What's happened here? The same rubbish has happened to my FGBL data for the same period, except that the "open" price is negative in that one (I have not attached a chart of FGBL). |
Attachment Deleted.  6EChart.jpg / V - Attached On 2015-09-07 19:27:08 UTC - Size: 138.73 KB - 313 views |
| [2015-09-07 19:48:45] |
| Pawel_Szpak - Posts: 48 |
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Incidentally, I have tried to "delete all data and download", but it doesn't seem to resolve this.
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| [2015-09-07 22:08:23] |
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Thank you for bringing this to our attention. This problem is now fixed and we will be releasing a new version later today. For now re-download the data for all contract months in that chart you posted, by following the instructions here: http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading It contains multiple contract months. After the compression of data, the problem is that the open price for the compressed data records is 0 because they previously contained bid and ask data, and this causes an obvious problem when back adjustments are performed. 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: 2015-09-07 22:09:47
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| [2015-11-23 18:37:49] |
| wat - Posts: 67 |
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Hello, I have a question that is related. If I have set compress data the attached files. It means that the symbol will tick data about 5.47 year ago (2000/365), and then I'll have a 1sec data? I understand this correctly? And how do I know that the data that I see in the chart no longer tick, but only 1sec.? Thank you for answer. |
| SC_older_data.png / V - Attached On 2015-11-23 18:31:15 UTC - Size: 9.22 KB - 252 views SC_historical_days_load.png / V - Attached On 2015-11-23 18:35:21 UTC - Size: 34.27 KB - 249 views |
| [2015-11-26 11:13:33] |
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It means that the symbol will tick data about 5.47 year ago (2000/365), and then I'll have a 1sec data?
Yes.And how do I know that the data that I see in the chart no longer tick, but only 1sec.?
This is explained here:https://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php#VerifyingTickByTickData 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 |
| [2015-11-26 16:30:07] |
| wat - Posts: 67 |
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Thank you for your time.
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