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Date/Time: Sat, 20 Apr 2024 13:44:59 +0000



russell chart

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[2013-07-05 04:29:57]
M5amhan - Posts: 468
this is the only symbol plotting a new daily bar and the previous one isnt correct, though it was correct and no new bar was printed before i made the update to 993. i went back to 992 and it is still like this.

http://www.sierrachart.com/image.php?l=1372998484887.png

[2013-07-05 05:18:56]
M5amhan - Posts: 468
now its doing this http://www.sierrachart.com/image.php?l=137300152695.png

[2013-07-05 13:57:17]
M5amhan - Posts: 468
it is the dollar as well: http://www.sierrachart.com/image.php?l=1373032608656.png

[2013-07-05 18:22:30]
Sierra Chart Engineering - Posts: 104368
Checking on this. We will let our data provider know what problems that we find.
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

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[2013-07-05 18:30:16]
Sierra Chart Engineering - Posts: 104368
Re-download the data by right clicking before missing bars with errors and select Delete and Download Data.

This looks like an exchange error, we see this with another data provider as well.
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

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[2013-07-05 18:35:45]
M5amhan - Posts: 468
i did delete and download just now, it didnt change. i think it is having to do with ICE exchange too since it is only the dollar and russell

http://www.sierrachart.com/image.php?l=1373049122952.png

[2013-07-05 18:41:23]
Sierra Chart Engineering - Posts: 104368
What is not correct about the chart that you provided? From our perspective we cannot tell. We did a visual comparison to another provider and we see the same result.
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:
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[2013-07-05 18:50:52]
M5amhan - Posts: 468
it looks like the high, low, and (pending) close are correct.. it is an incorrect open, the open on the incorrect bar is 999.9 and the only 60 minute bar i could find with that open is last night at 20:00 (8c) which is one hour after it opened

the correct open is 990.1 from wednesday at 7c (19:00)

Date Time Of Last Edit: 2013-07-05 18:52:23
[2013-07-05 18:54:56]
M5amhan - Posts: 468
but the dollar is plotting two bars, one for the 4th and 5th

those two bars need to be merged, the data is correct if you were using the OHLC between the two bars

the close for the bar on the 4th is using the wed 19:00 hourly bar's close
Date Time Of Last Edit: 2013-07-05 18:58:47
[2013-07-05 19:17:04]
Sierra Chart Engineering - Posts: 104368
These appear to be exchange data errors because we do see some of these with another data provider.
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:
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[2013-07-05 20:45:09]
Sierra Chart Engineering - Posts: 104368
We have reported the data errors to our data provider and we will see what is done.
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:
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[2013-07-05 21:17:13]
Sierra Chart Engineering - Posts: 104368


The values for the 4th will be available after production tonight, and the values for the 5th will also be adjusted based on the official exchange EOD message.

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:
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For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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[2013-07-06 19:27:40]
M5amhan - Posts: 468
your data provider is using the settlement close from the 3rd because ICE uses that price for the 4th since NYSE is closed

im sorry im not trying to make a fuss but i just need accurate data as normal. if they wont merge the 4th and 5th, as they always have done, i at least need the accurate close for the 4th. the simplest and most accurate solution would just be to delete july 4th and change july 5th open to 990.1 since the 5th has a higher high and lower low

i dont come to you guys with inaccurate information

please see these attached images: http://www.sierrachart.com/image.php?l=13731481713.png

this is how the charts should look:
TF = http://www.sierrachart.com/image.php?l=1373159951301.png O=990.1 H=1004.3 L=988.3 C=1003.1
DX = http://www.sierrachart.com/image.php?l=1373159996123.png O=83.36 H=84.930 L=83.335 C=84.689


Date Time Of Last Edit: 2013-07-07 01:23:43
imageTF.PNG / V - Attached On 2013-07-06 22:03:54 UTC - Size: 60.7 KB - 541 views
[2013-07-08 15:46:09]
User37971 - Posts: 19
..
[2013-07-08 18:37:23]
User37971 - Posts: 19
Hi

is now the daily chart for RJ is Ok , or isn't corecet? ?? what done with your data provider ???

thanks a lot?
[2013-07-08 21:18:46]
Sierra Chart Engineering - Posts: 104368
We will contact our data provider about this.
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
[2013-07-08 21:22:08]
M5amhan - Posts: 468
thank you

please ask them to look at may 28th on the russell (memorial day) as an example if needed.. or mini S&P for july 5th
[2013-07-08 23:30:22]
Sierra Chart Engineering - Posts: 104368
This is the response from the data provider:

I don't disagree with the users sentiments but I checked our prices against the exchange and they match the official published prices. Again I don't know why ICE doesn't make the 4th a holiday but our prices match those as posted by ICE, which has the same settle and hence so must we.

RJU13,2013-07-05,1000.9,1004.3,988.3,1003.1
RJU13,2013-07-04,990.1,1003.1,988.9,989.8
RJU13,2013-07-03,986.7,991.8,977.8,989.8
Once again, we do not control 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
Date Time Of Last Edit: 2013-07-08 23:31:18
[2013-07-09 00:57:54]
M5amhan - Posts: 468
would you please pass on these 2 images better explaining the situation? this holiday is no different from any holiday ever before

this is obviously a human error because the system always does this correctly and there is proof in these images. i could go through every holiday in the past year if needed but i think this is enough

what the system did automatically before they added july 4th is correct, that is how every other bar is made in the ICE exchange after looking further into this. CME does it differently.

edit: bottom line is july 4th should have never been re-added.. this is shown in the images
Date Time Of Last Edit: 2013-07-09 00:58:54
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[2013-07-09 01:28:26]
Sierra Chart Engineering - Posts: 104368
You cannot disagree that our data provider for the most recent holiday is providing data which corresponds to ICE data you are providing. So we do not see an issue here. So it seems as though you need to contact the ICE. They may have done it differently in the past, but now they are providing identical data to ICE which is correct.

Please contact ICE about this.
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
[2013-07-09 01:38:54]
M5amhan - Posts: 468
There is no problem with ICE. The problem is they are plotting a candle which is using a settlement from a prior days data that shouldnt be there in the first place. The problem is not about incorrect data it is about the data being there for the first time contrary to every other holiday.

You can clearly see that ICE is not doing anything different from the pictures I have provided. All that needs to be done is delete July 4th.

I can show you ICE used the same exact data entry technique for July 4th as they did with February 18th & May 27th if you want.

https://www.theice.com/marketdata/reports/ReportCenter.shtml#report/12
[2013-07-12 04:06:19]
Sierra Chart Engineering - Posts: 104368
They do not show this for July 4:

The selected commodity did not trade on the selected date(s), or the data is currently unavailable.

So it traded July 4 according to ICE
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
[2013-07-12 04:30:51]
M5amhan - Posts: 468
it doesn't show that for any other holiday either, but those bars never plot. because they arent suppose to.. they are plotting a candle which is using a settlement from a prior days data.

CME does this differently, they combine the 4th and 5th into one bar, since the 4th uses the same settlement as the 3rd (because there is no settlement price on half days), so I thought ICE did this as well since a holiday bar is never plotted on sierra, as it should be. but I later found out that only the day after (july 5th in this case) the holiday is plotted no matter what trades on the holiday. that is why july 4th should not be there and everything will be as it normally is and should be. as i understand it, they added july 4th manually anyway

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