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Date/Time: Sun, 12 May 2024 15:05:39 +0000



SC Historical data

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[2016-02-23 05:01:28]
User88 - Posts: 40
Hi SC team,

1. on SC Historical data, what is the closing price (EOD daily price) based on?
for e.g. on 2016-02-19 daily closing price for DYH16 was 9362.5
but using intraday data (SC Data), the last traded price was 9379.5

2. There have not been any price updates for futures contracts traded on SGX (SIMEX) Exchange since 2016-02-19

Thank you.
[2016-02-23 05:06:19]
Sierra Chart Engineering - Posts: 104368
1. Refer to:
Historical Chart Prices

2. This is expected as the data is end of day delayed. It will update sometime after the close today. You can use Edit >> Download Data-Historical Chart to make a data request but it does not necessarily mean that it will update now.
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
[2016-02-23 06:12:09]
User88 - Posts: 40
1. Thank you

2. Missing bars are Last Thursday (incomplete bar), Last Friday, & Yesterday Monday. So I think it might be a problem from the source.
[2016-02-23 08:37:53]
Sierra Chart Engineering - Posts: 104368
2. Give us one of the symbols that is not updating.
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
[2016-02-23 08:54:58]
User88 - Posts: 40
SVG16, SVH16 - MSCI Singapore
HNG16, HNH16 - SGX FTSE China A50
NHG16, NHH16 - SGX CNX Nifty
JXH16, JXM16 - SGX 10-Year JGB
[2016-02-23 09:36:41]
Sierra Chart Engineering - Posts: 104368
We checked both of the HN symbols and they are up-to-date to 2016-2-22:

http://www.sierrachart.com/image.php?l=1456220127766.png (HNH16)
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
[2016-02-25 07:22:05]
User88 - Posts: 40
Everything is updating normally now..

I notice that prices of MSCI Singapore futures (SV#??) are still using old tick size of 0.1.
From Nov last year, the tick size has been changed to 0.05.
Pls refer to this page: http://www.sgx.com/wps/portal/sgxweb/home/products/derivatives/financials/equity-index/sgx_simsci

It seems barchart has not updated their tick size:
http://www.barchart.com/commodityfutures/MSCI_Singapore_Index_Futures/SV?mode=D&view=
[2016-02-25 09:55:03]
Sierra Chart Engineering - Posts: 104368
The Symbol Settings for this symbol have now been updated.
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
[2016-03-02 00:45:59]
User88 - Posts: 40
1. It seems barchart has updated the tick size today. But, when I redownloaded historical data for SVH16 & SVJ16, the data was messed up. Pls see attached screenshot:
http://www.sierrachart.com/image.php?l=1456879186675.png
http://www.sierrachart.com/image.php?l=1456879213410.png

2. Data for SGX (SIMEX) is always 1 day late. for e.g. Wednesday data came in on Friday. For weekend, the delay is even longer.. it will stop updating until Thursday, and then data for Friday, and Monday will update on Tuesday.
Do you know whether the problem exists on exchange or barchart side?

Thanks
[2016-03-02 02:12:05]
Sierra Chart Engineering - Posts: 104368
1, 2. Both of these being forwarded to our data provider for resolution.
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
[2016-03-03 01:01:50]
User88 - Posts: 40
Symbol NPH16, NPM16 is not updating today. Last data is on 2016-03-01. Barchart has the latest data on 2016-03-02
http://www.barchart.com/commodityfutures//options/NPN16?mode=D&view=

The same thing is happening for symbol LXH16, LXM16
http://www.barchart.com/commodityfutures/Jse_Ftse_Top_40/LXH16?mode=D&view=

Apologize for keep posting about these data issues in this thread. I rely on SC Historical Data for my EOD analysis.
Thank you.
[2016-03-03 01:46:15]
Sierra Chart Engineering - Posts: 104368
Related to your other question, this is from our data provider:


SGX data is available around 7:30pm CT each night, the exchange has strict license requirements about updating before market open next day Singapore time.

For the question at post #11 we have sent this message to the data provider:

Does it make sense that we see the data for 2016-03-02 displayed here:
http://www.barchart.com/commodityfutures//options/NPN16?mode=D&view=

Yet when we query the EOD data through your API at this moment for the same symbol, that we only get until 2016-03-01?

Is this due to some kind of exchange requirement?

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
[2016-03-10 01:26:06]
User88 - Posts: 40
I'm posting here so that when other users search for the delay of SIMEX (SGX) update schedule, they can find the info here.

Below were my conversation with barchart support staff:
Barchart:
Our Simex updates are as followed. Monday - Thursday, the Simex prices will update around 8PM CT. The exception is Friday's prices where it will not update until Monday night due to Simex licensing restrictions.

Thank you for your reply.
I understand that SIMEX has licensing restriction for publishing data on the next day's market opening.
Simex starts the week by opening the market at 7.30pm Sunday (Central Time), so I think it should not be a problem to update Friday's price on Sunday evening (US time) because Asia has already opened.

It also seems to me that Simex doesn't enforce that licensing requirement strictly. If you look at this page:
http://www.premiumdata.net/products/datatools/updatetimes.php
Norgate is updating their Simex prices (Asia/Europe) at 17:30 New York time.

Barchart:
Unfortunately, 8pm CT update time and what Barchart currently has for Simex is the fastest update we can get for them.

[2016-03-10 02:55:18]
Sierra Chart Engineering - Posts: 104368
We are adding this information to the documentation.
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
[2016-03-11 00:53:41]
User88 - Posts: 40
Post #11 happened again.

Symbol NPM16, NPU16, TJM16, TJU16, LXH16, LXM16 has last data on 9 March, where barchart has got 10 march data
http://www.barchart.com/commodityfutures//options/NPN16?mode=D&view=
http://www.barchart.com/quotes/futures/TJM16
http://www.barchart.com/detailedquote/futures/LXH16
[2016-03-11 02:23:11]
Sierra Chart Engineering - Posts: 104368
We did tell them about this but we are not sure how well they understood it and at the moment, Sierra Chart is receiving data for March 10 for one of the symbols we tried.

To update the chart select Edit >> Download Data for All Historical Charts.
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: 2016-03-11 02:23:44
[2016-03-15 01:22:22]
User88 - Posts: 40
There is a missing bar (2016-03-11) for simex prices.
You can check this symbols: HNH16, HNJ16, SVH16, SVJ16
It happened last week as well, when monday's price was updated, friday's price was missing.
[2016-03-15 05:15:22]
Sierra Chart Engineering - Posts: 104368
We see March 11 now for those contracts. Select Edit >> Download Data for All Historical Charts to get the data.
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
[2016-03-29 03:22:20]
User88 - Posts: 40
There is missing bar (2016-03-25) for HNJ16, HNK16 (No holiday for FTSE China A50 on Good Friday)

I'm not sure which side is the problem coming from (barchart, or sierra). This happens consistently every week.
On Tuesday, Monday's price will be updated but Friday's price is missing.
We know from their reply that they won't update Friday's price until Tuesday (2 days late).

I look at barchart's page:
http://www.barchart.com/commodityfutures/SGX_FTSE_China_A50_Futures/HN?mode=D&view=
From the Change column, it seems they calculate correctly from Friday's price. But, I can't get friday's price from SC historical data.

This probably have something to do with their update schedule.
[2016-03-29 03:39:18]
Sierra Chart Engineering - Posts: 104368
As far as where the problem is, so long as you have done a download of historical Daily price data for the open charts in Sierra Chart, it is going to be on the Barchart side.

To do the download select: Edit >> Download Data For All Historical Charts

We are sending them your message now.
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: 2016-03-29 03:40:21
[2016-06-06 22:45:58]
User88 - Posts: 40
No historical data on 2016-06-03 for the following symbols:
NPM16
NPU16
TJM16
TJU16
TJZ16

I contacted barchart, and here was their reply:
I was able to download historical data on those symbols by using the Historcal Data tab under My Barchart. I have attached the data as well.

Private File
[2016-06-06 23:03:29]
Sierra Chart Engineering - Posts: 104368
We will let Barchart know about this now.
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
[2016-06-06 23:09:18]
Sierra Chart Engineering - Posts: 104368
Clearly this is an issue on the Barchart side and we have contacted them about it.
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: 2016-06-06 23:09:29
[2016-06-06 23:16:53]
Sierra Chart Engineering - Posts: 104368
From Barchart:

It will be corrected later on tonight. We missed this exchange last Friday.

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: 2016-06-06 23:17:29

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