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Weekend data and sessions, problems.

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[2015-11-30 21:09:22] #1 [Go To First Post]
User365411 - Posts: 173
On the FX exchange I want to have two sessions, daily and evening, as follows: based on 17 EST, a daily session 02-12 and an evening session 12-02(the daily correspond to 08-18 CET European) I'm using the "SC Forex Data (FXCM)" service. Unfortunately there are some problems: chart 1 - (no problems here) classic opening and closing for the FX, one continuous session 17-16.59, I highlighted with rectangles sessions corresponding to sessions I need, which are in charts 2 and 3 chart 2 - if I use two sessions and also load the weekend data, friday evening data remains (correct) but sunday preopen FXCM data remains too, and it's not correct chart 3 - same settings as in chart 2 but NOT load the weekend data, data on Friday disappear !!!! and, again, FXCM data remains .... Instead, what I want is that Friday session must have 2 sessions (usual regular daily session and shorter evening session), and NO FXCM preopen data at all when week restarts FXCM pre open data I think are totally useless, the best thing would be to completely eliminate them from the feed, the market at this time is only an interbank market, no retail can operate on those prices. Those data changes TPO profile and price distribution and there is no way to remove them from the partial sessions profiles. Can you resolve this problem? Thank you http://www.sierrachart.com/image.php?l=1448917579687.png Date Time Of Last Edit: 2015-11-30 21:13:01

[2015-12-01 04:30:10] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In the US Eastern time zone, so you want to see data after 5 PM on Friday? The basic problem is that the evening session for Friday is going to be considered Saturday so when you have Load Weekend Data disabled, that is not going to be displayed. Seems like we would have to add separate Load Saturday and Load Sunday options. But we need a little more time to look this over. 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

[2015-12-01 08:10:29] #3 [Go To First Post]
User365411 - Posts: 173
In the US Eastern time zone, so you want to see data after 5 PM on Friday? The basic problem is that the evening session for Friday is going to be considered Saturday so when you have Load Weekend Data disabled, that is not going to be displayed. Seems like we would have to add separate Load Saturday and Load Sunday options. But we need a little more time to look this over. Well.. I used EST time for a general purpose but if and when things will be resolved I will use the European GMT+1 time zone, but I think that should not change using session start/end time accordingly. Anyway , yes, i need to see data after 5PM EST on friday. But as I said this is not the real point, i can see those data in chart 2 and activate or deactivate loading or unloading weekend data. The big problem is relative the useless Sunday pre-open data, that can't be removed from the chart. The simplest way will be to delete data directly from the data feed, or an option to non load those preopen data, or don't load sunday data prior xx:xx time, or maybe better, start sunday data after xx:xx time. Thank you for your kindly attention. Date Time Of Last Edit: 2015-12-01 08:12:31

[2015-12-08 03:52:46] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In version 1336 you have the ability to control whether to load Saturday, Sunday, or both Saturday and Sunday data in the chart. This is set through Chart >> Chart Settings. So you should definitely be able to accomplish what you want. Although most likely you are going to need to use Session Times in the chart which correspond to a US time zone like US Eastern which you have set the Time Zone to anyway. You may have difficulty working with other time zones especially if you are trying to follow the 17:00 US Eastern time start. 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

[2015-12-08 07:19:19] #5 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Just to be clear, you certainly can get what you want working by using using US Eastern time Session Times in the chart and by loading Saturday data only. Otherwise, you may very well have problems and we will not help with 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

[2015-12-08 08:26:20] #6 [Go To First Post]
User365411 - Posts: 173
First of all I wanted to thank you for the quick support to my problem. I downloaded the new version and I tested but I can't get what is required, I tried both with timezone -5EST and + 1CET I am attaching the chartbook I used to do the sketch, scroll until November 29, what I want is the chart 2 without the preopen data marked in magenta Sunday data from 14:30 to 17:00 EST, that I don't want, unfortunately remain always visible whatever I select in the dropdown box.


weekenddata.cht - Attached On 2015-12-08 08:18:16 UTC - Size: 85.67 KB - 245 views

[2015-12-08 08:42:18] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
But if you set the Session Times to 17:00:00 to 16:59:59 without an evening session, just to keep it simple for the moment, and have the time zone set to US Eastern, and set Load Saturday Data, you should get what you want. 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: 2015-12-08 08:42:37

[2015-12-08 09:47:17] #8 [Go To First Post]
User365411 - Posts: 173
But if you set the Session Times to 17:00:00 to 16:59:59 without an evening session, just to keep it simple for the moment, and have the time zone set to US Eastern, and set Load Saturday Data, you should get what you want. Yes, it works as expected. And with +1CET too.

[2015-12-08 10:01:57] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
OK so the next question is, can you work with Session Times that start at 17:00:00? You can also use the Evening Start Time and use 17:00:00 for that. You can use a European time zone and use the equivalent times in the European time zone. The main point is that the Start Time cannot be earlier than the equivalent of 17:00 US Eastern time to avoid data before that on Sunday. 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

[2015-12-08 11:21:06] #10 [Go To First Post]
User365411 - Posts: 173
The main point is that the Start Time cannot be earlier than the equivalent of 17:00 US Eastern time to avoid data before that on Sunday. It is precisely the point, the first partial Sunday/Monday session when StartTime < 17:00 is forced to incorporate data that are not real exchanges data. Imagines the construction of a TPO_profile or VbP_profile, or a simple moving average, the error, however small as they are only 2.5 hours of data and no matter how the duration of that session is, it exists. Would be a useful option like "load only sunday data that start after 17:00 EST" or, again, delete data directly on your server. I had thought also to eliminate unnecessary data from the file .scid, but you can not do it on blocks, but only by a point forward or by single tick. And even so, do it for all currencies, and every week it would be absurd. And reloading data data all changes will be lost. I hope we can find a solution. Thank you Date Time Of Last Edit: 2015-12-08 11:26:51

[2015-12-08 17:51:02] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You can certainly accomplish what you want by following the recommended Session Times and not loading Sunday data. This is satisfactory for most of our users. Otherwise, we do not have a solution unless we were to ignore the data earlier than 17:00 Eastern time on Sunday from FXCM. However, they are transmitting this data and generally we do not like to ignore data. Inevitably if we do that, someone is going to complain about the data not being there. We would not add an option like this: load only sunday data that start after 17:00 EST 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: 2015-12-08 17:51:28

[2015-12-08 22:22:07] #12 [Go To First Post]
User365411 - Posts: 173
This is satisfactory for most of our users. Otherwise, we do not have a solution unless we were to ignore the data earlier than 17:00 Eastern time on Sunday from FXCM. However, they are transmitting this data and generally we do not like to ignore data. Inevitably if we do that, someone is going to complain about the data not being there. Ok, absolutely I understand your point of view. Thanks for the attempt made. I will try some other solution. However please take this into account in the future if you ever, for other reasons, to make changes on the subject. For example the fact of having only two sessions in current markets, today virtually open H24, begins to be limiting, it would take at least three sessions, if not four. An enhanced session management , as Ninja or Multicharts would be ideal but I understand that It would likely lead to a rewriting of much of the well tested software structure . In any case, think about it. Bye

[2015-12-09 07:20:46] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
What we would be willing to do is filter out the data before 16:00 US Eastern time from the FXCM feed from our server. We can have this done in about a week. 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

[2015-12-09 21:37:41] #14 [Go To First Post]
User365411 - Posts: 173
Thanks a lot for your effort, but I did not understand why 16? or you mean 17? Because even by filtering out Sunday data prior to 16 EST there would still be an error, even if only for one hour. But if it is the 16 EST, in your interest, better to do nothing. Or, likely, I did not understand what you are going to do.

[2015-12-10 01:28:56] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We will go ahead and set it to Sunday 17:00:00. We had a look at the volume before then and it is very low. This will be deployed in the next couple of days. Certainly before next weekend. 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: 2015-12-10 01:29:20

[2015-12-10 05:47:13] #16 [Go To First Post]
User365411 - Posts: 173
We will go ahead and set it to Sunday 17:00:00. We had a look at the volume before then and it is very low. This will be deployed in the next couple of days. Certainly before next weekend. Great! It would be perfect.

[2015-12-15 04:41:28] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This has been done and verified to work correctly. 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

[2015-12-15 09:15:17] #18 [Go To First Post]
User365411 - Posts: 173
This has been done and verified to work correctly. But the change has already been released? Because I downloaded the 1339 build and reloaded eurusd data from the fxcm server but nothing has changed, sunday preopen data are still present. Date Time Of Last Edit: 2015-12-15 09:18:19

[2015-12-15 10:15:04] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The change is effective for data beginning at 2015-12-13. It does not affect historical data before that. Filtering out the prior data could be done but it is not something we have the time for at the moment. 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

[2015-12-15 11:21:34] #20 [Go To First Post]
User365411 - Posts: 173
The change is effective for data beginning at 2015-12-13. It does not affect historical data before that. Filtering out the prior data could be done but it is not something we have the time for at the moment. Aaah ok, found it, I had not noticed the difference because I was looking at my example on November 29. And for my needs it is not necessary to filter even past data, may be enough so. Solved, great support here guys, thank you all.

[2015-12-15 17:42:21] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is good. 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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