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Date/Time: Fri, 26 Apr 2024 03:36:43 +0000



Osaka Nikkei 225 Mini

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[2016-10-17 02:47:56]
User13668 - Posts: 291
Above post #24 has been edited
[2016-10-17 03:01:31]
NumbersBars - Posts: 141
@User13668

Not sure if I understand your problem correctly. Just curious why did you use the start time of evening session as start of new trading day? Shouldn't it be Tokyo time 845am to 1515 RTH session, and 1630 to 0530 (evening session)?

just for reference.

http://www.jpx.co.jp/english/derivatives/next-jgate/trading-hours/index.html

Here is the jpx link for settlement price
http://port.jpx.co.jp/jpx/template/quote.cgi?F=tmp/e_future_daytime
[2016-10-17 03:10:50]
User13668 - Posts: 291
Reply to post #26 - now I do not know what you mean, because a SC Historical Daily chart does not use session times. The data you see on an HC is controlled by whoeever disseminates that data.

But in addition the official Japan Exchange Trading Day for Nikkei Futures is best illustrated in this diagram of theirs (scroll down to first diagram):
http://www.jpx.co.jp/english/derivatives/rules/night-session/index.html

So Trading Day is 4.15pm to 4.0pm the next day.

The official statistics (as shown in post #24 attachment) reflect this time period.
[2016-10-17 04:12:22]
Japhro - Posts: 120
If you want longer term historical candle charts, try using the JPY denominated NIY Nikkei contract from CME, though session times are different, and you wont have the gaps that MJNK has. If you want long term order flow, that won't help of course
[2016-10-17 07:47:00]
Sierra Chart Engineering - Posts: 104368
We are contacting Barchart 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:
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[2016-10-17 16:23:15]
Sierra Chart Engineering - Posts: 104368
This is from our data provider about this:

Because of license restrictions we are not able to supply Osaka/JPX or SIMEX data until open of next day, which means we can not get this data during our Friday production, and have to run a special Sunday production to pick it up.


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
[2016-10-17 17:16:15]
User13668 - Posts: 291
Hmmmm

But right now (1pm USA ET Monday) there is still no daily data for Friday 14th in the HC (yes I ave tried Edit>>Download Data HC).

Right now the last meaningful bar in the HC is 13th and now a current bar is forming for the 18th as Tokyo Exchange (JPX) is now in the 18th trading day.

So at this point the HC is now missing the 14th and 17th Daily Chart data.

It really makes the HC feed useless.

So have BarChart actually done the Sunday production they refer to?

When they say their licence only allows them to supply this data after next day open, specificaly for the JPX, what do they mean by 'next day open' as the Futures Trading Day for JPX starts at 4.15pm the previous day eg Tuedsay trading day starts at 4.15pm on Monday. Or are they meaning the opening of the day session which is 8.45am Toyko time?

If you don't want to spend more time on this, can you give me a contact at BarChart so I can understand this better.
[2016-10-17 17:59:53]
Sierra Chart Engineering - Posts: 104368
OK we understand. We are sending them all of this information.
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
[2016-10-25 03:59:25]
User13668 - Posts: 291
Re post #32

Did you here back from them?

Same problem this week, although to be fair they have put through Monday Daily update - but Friday 21st is still missing. How do they (barChart) get in that position?

I am interested in their answer as to what "open of next day" means as per post #30 ie is this the open of extended trading hours (the full trading day open) or is it the open of the Toyko day session?

Right now it is Tuesday 1pm in Toyko, their day session has been going 4 hours and the full trading day for Tuesday started 21.5 hours ago, yet there is still no Daily data from Friday posted.

Daily chart attached.

Thanks
imageF.US.MJNKZ16 [CB] Daily #15 2016-10-24 23_51_30.446.png / V - Attached On 2016-10-25 03:59:01 UTC - Size: 68.89 KB - 598 views
[2016-10-25 04:08:07]
Sierra Chart Engineering - Posts: 104368
Update to Prerelease 1477:
https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate

You need to have the prerelease.

Update the Symbol Settings as explained here:
Global Symbol Settings: Update Symbol Settings

Download the data with Edit >> Download Data-Historical Chart. The problem should now be resolved.

However, the change has a dependency now on CQG historical data so you have to contact your broker to authorize your account for that. If there is an extra cost and they are not willing to do that, let us know and we can change back to the way it was before and see if Barchart can do a better job with 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
[2016-10-29 08:33:33]
Sierra Chart Engineering - Posts: 104368
We now have implemented a better solution to this. Update to the latest prerelease following these instructions:
https://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate

Also, update the Symbol Settings as explained here:
Global Symbol Settings: Update Symbol Settings


You should now receive the current historical daily data at all times.

There is no need to use the CQG historical data service so the broker does not have activate 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
Date Time Of Last Edit: 2016-10-29 08:34:14
[2016-10-30 20:34:23]
User13668 - Posts: 291
re post #35

Unfortunately I cannot get it to work - I do appreciate the effort you are exerting to resolve this.

So I am now running v1479 and I followed the steps in your post.

But the historical daily chart still looks like it did when I followed the previous instructions in post #34 - see attached.

The screen grab shows there is no data for Friday the 28th.

In addition I cannot undertand why it only shows a couple of months of data instead of the whole historical file which chart settings says goes back to 16 July 2013.

I have tried Edit > Delete All Data and Download > 'No'

Right now the markets are not open although I do have a 'green' connection status to the CQG server - so not sure if the markets being closed has any impact.
imageSC Nikkei.JPG / V - Attached On 2016-10-30 20:33:41 UTC - Size: 169.18 KB - 534 views
[2016-10-30 21:08:38]
Sierra Chart Engineering - Posts: 104368
There are two problems here. We are resolving one of them now. Just give us about a day.
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
[2016-11-01 05:11:43]
Sierra Chart Engineering - Posts: 104368
All issues now resolved.
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
[2016-11-17 05:30:53]
User13668 - Posts: 291
Re post #38.

Daily Historical Data

Regrettably I am still having problems with this.

I am missing data for a day each week in Oct and Nov. And there is no data for this week at all except for the bar forming today for 17th November trading in Tokyo.

Could you post a chart from your end that shows what you have as the daily bars for all of Oct and Nov to date.

I think I am beginning to see what the issue maybe: For Oct/Nov there is no data for any Fridays. So now my thinking is that with Tokyo so far ahead of USA ET is there something that is collapsing Friday's Tokyo trading into Thursday's daily bar (USA ET)? This would be the case for each day of the week with the Monday bar either missing a day altogether or consolidating Mon/Tues Tokyo trading into one Monday USA ET Historical daily bar.

Further supporting my suspicion about it being something to do with time zones is that there was a holiday in Tokyo on 3rd November so we would expect there to be NO bar for this date. Instead there is a bar on my chart for 3 November, BUT tellingly no bar for the 2nd November.

I have done the usual Edit >> [delete/reload data etc]. I also believe I reset the Symbols correctly when you first moved from BarChart data to CQG data and then to your own solution.
[2016-11-17 05:49:06]
Sierra Chart Engineering - Posts: 104368
And there is no data for this week at all except for the bar forming today for 17th November trading in Tokyo.
Try downloading the data now. You will get the missing data. Continue to monitor and let us know if there is a problem again.

We will look into the other issue later on.
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
[2016-11-18 03:17:49]
Sierra Chart Engineering - Posts: 104368
For Oct/Nov there is no data for any Fridays.
This is now resolved but the additional day you will see is now a Sunday. This is what is provided by CQG..

We cannot do any better than this.

Re-download the data in the chart to get the Sunday days.
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
[2019-06-04 02:54:21]
joshtrader - Posts: 439
I use Interactive Brokers and I see top of the book, but no depth, and I am not getting any historical data. Am I doing something wrong? (Nikkei 225 Mini N225M@OSE.JPN)

Also, any thought to actually offering the OSE as part of the Sierra market data feed?
Date Time Of Last Edit: 2019-06-04 03:01:42

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