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Date/Time: Wed, 18 Sep 2019 12:28:43 +0000



Osaka Nikkei 225 Mini

[2016-04-30 05:26:07]
User786647 - Posts: 3
Is there any chance Sierra Charts will supply historical data for this contract?
[2016-04-30 07:56:26]
Sierra Chart Engineering - Posts: 76349
Yes this is now provided when using CQG through AMP Futures.
Sierra Chart Support - Engineering Level

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[2016-05-01 05:50:33]
User786647 - Posts: 3
What about Interactive Brokers? I am with IB, not AMP.
[2016-05-01 07:32:06]
Sierra Chart Engineering - Posts: 76349
There is going to be some Historical Data available from Interactive Brokers for this market and Sierra Chart does provide historical Daily data for it.

The symbol is: N225-######-OSE.JPN-JPY-1000
Sierra Chart Support - Engineering Level

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[2016-05-04 05:19:43]
User786647 - Posts: 3
Would be great if Sierra would provide historical minute data at least. This contract is going to get quite popular in the future.
[2016-05-11 00:29:42]
Sierra Chart Engineering - Posts: 76349
Understood. We are looking into this possibility.
Sierra Chart Support - Engineering Level

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[2016-06-03 06:36:16]
User377232 - Posts: 17
HI,

Any update on this.

It is a very interesting product, especially for my timezone
[2016-06-03 06:43:40]
Sierra Chart Engineering - Posts: 76349
Osaka Nikkei 225 Mini is available through CQG. Contact your broker about this.
Sierra Chart Support - Engineering Level

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[2016-06-03 06:45:59]
User377232 - Posts: 17
No issues about it being available.
I just wanted clarity on how many days historical tick data and how many days historical minute data are available via SierraChart ?

I would much rather use SierraChart than Multicharts, which does have extended historical data for this symbol
[2016-06-03 06:50:09]
Sierra Chart Engineering - Posts: 76349
Historical tick data starts with the June 2016 futures contract for this symbol.
Sierra Chart Support - Engineering Level

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[2016-06-03 07:18:02]
Sierra Chart Engineering - Posts: 76349
We also briefly talked with CQG about this and they are going to be providing more historical data. When the availability will be, do not know. Hopefully within a couple of months.

Not sure where multi-charts is getting the data from.
Sierra Chart Support - Engineering Level

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[2016-06-03 07:19:56]
User377232 - Posts: 17
Thanks for the update.

I will use the export feature in Multicharts to get any tick or minute data prior to 10 March 2016 and learn on the job how to bring that into SierraChart so I can do some profiling and stats in the meantime.

Thank you for the prompt response
[2016-06-11 15:30:47]
User150371 - Posts: 69
I can still only get Daily/Weekly data for this contract from Sierra historical data. For anything less, eg a 5-min chart, I get a Download Failed. I've tried both June and July contracts. Has historical tick data not yet been made available ?
[2016-06-12 02:03:00]
Sierra Chart Engineering - Posts: 76349
In response to post #13, we see you are using AMP/TTNet. Ask your broker to change your account to use CQG so you can access data for this market and also trade it.
Sierra Chart Support - Engineering Level

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[2016-06-13 19:00:18]
User150371 - Posts: 69
OK, from CQG. But I thought that( from posts #6 and #10) SC was planning to provide its own historical tick or minute data(not just daily) for this symbol. Perhaps I misunderstood.
[2016-06-13 19:05:07]
Sierra Chart Engineering - Posts: 76349
The only way to access the data though is to actually use CQG. Otherwise, it simply is not accessible any other way.
Sierra Chart Support - Engineering Level

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[2016-06-16 02:11:08]
User377232 - Posts: 17
I have a question about the historical daily data that is available for MJNK through SierraChart.

I am not sure about the accuracy of this data.

For example, let's look at 15 June 2016 (Japan time).

The historical data shows a low of 15640 for MJNKU16 but I see the correct low as 15695 made at 1019am Tokyo time.

That is a discrepancy of 55 points or 11 ticks.

For that reason I am using the intraday data to work out YH and YL and only using the historical data as a rough measure of what has happened.

Can you clarify what the data is please and how it relates to the intraday data available through CQG.
That would help enormously
Thanks
[2016-06-16 03:35:20]
Sierra Chart Engineering - Posts: 76349
This is the data that we see:

2016-06-15 00:00:00.000 Bar Begin Time
Region 1
NPN16 Daily #34 ()
Price Chg: 125
Open: 15740
High: 15990
Low: 15660
Last: 15920
Volume: 70943
OpenInt: 0
OHLC Avg: 15828
HLC Avg: 15857
HL Avg: 15825
Bid Vol: 0
Ask Vol: 0

Your chart may not be up to date. Update with Edit >> Download Data for All Historical Charts.

We get the data from Barchart.com. To our knowledge it is correct and we cannot comment on it further.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2016-06-16 03:35:52
[2016-06-16 03:44:19]
User377232 - Posts: 17
You have answered my question but it raises another bigger question.

You are using the N monthly contract - ie July, which has a volume of 71K

Can I ask why you are not using the U contract - ie the September quarter rather than the monthly contract.
September quarter futures (ie NPU16) had a volume of 808K, which is over ten times greater than the monthly contract.

I don't know what the exact differences would be for each of the values you have shown in Post #18, but I can say that the quarterly futures contract is much more heavily traded than the monthly futures contract.

Can I ask why you don't use the quarterly futures value as you do with other index futures like the ES ?

Thanks
[2016-06-16 03:55:09]
Sierra Chart Engineering - Posts: 76349
We did not pay close enough attention to the particular contract month so we just picked the nearest one which was active. For the September contract we see a low of 15640 just like you do for the historical daily data.
Sierra Chart Support - Engineering Level

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[2016-06-17 00:12:02]
i960 - Posts: 360
SC, this particular index is really an HMUZ expiration index. It's different in that it offers additional months before/after the quarterly (like SPI), but everyone really trades HMUZ. This is what I use:


<continuous-contract-months>HMUZ</continuous-contract-months>
<rollover-method>Method3</rollover-method>
<rollover-input-1>1</rollover-input-1>
<rollover-input-2>2</rollover-input-2>

For both N225, N225M, TOPX, and mini-TOPX.
Date Time Of Last Edit: 2016-06-17 00:14:37
[2016-10-17 01:54:02]
User13668 - Posts: 229
Is it SC or CQG who are responsible for the disemenation of the data used in creating an Historical Daily Chart for the Nikkei 225 mini?

The problem seems to be that whoever supplies/creates the official daily data is not updating it until after midnight USA ET time, by then the next day Tokyo cash session is 4 hours underway.

The official end of day for this instrument according to the exchange is that it is closed for trading (of any sort) from 4.00pm to 4.15pm Toyko time (which currentley is 3am to 3.15am USA ET).

This leads to the last completed day being left out of a Historical Daily chart until after midnight USA time which means Studies that rely on the Historical Daily chart eg Daily Pivots, Y-H/L/Settle etc are wrong.

Before I post charts or go into more detail I wanted to know if this is something CQG are causing or is it something to do with some configuration in the SC Historical data servers?
[2016-10-17 02:22:40]
Sierra Chart Engineering - Posts: 76349
It is Sierra Chart who is providing the historical daily data.

After the official end of day for that symbol, go to the chart an select Edit >>Download Data-Historical Chart. Does it then update?

Also the data comes from Barchart.com. If downloading the data does not help, then it is simply a stupid limitation which is imposed by the exchange for reasons which are outside the scope of our support.
Sierra Chart Support - Engineering Level

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[2016-10-17 02:35:27]
User13668 - Posts: 229
No it does not update.

I have tried the Edit>>Download steps.

i have tried changing Global Time Zone etc and that makes no difference.

I have attached a Daily chart grabbed 3 hours ago ie approx 19:30 USA ET.

You can see it has a bar for 17 October which is updating realtime. This bar correctly started forming from 16:30pm Toyko time on Friday afternoon (being the start of their new trading day, extending right through Monday until 4pm approx Toyko time).

But you will note there is NO bar for the 14th - being Friday trading starting at 4.30pm on Thursday.

So you are saying it is an Japan Exchange issue - not a BarChart issue?

Edit: I have also now attached the exchange official Daily Report from Friday 14th. If you go to the PDF file properties it was created at 12.20am Saturday 15th Toyko time. So it seems strange why this data is still not avialble to Bar Chart/SC.
Date Time Of Last Edit: 2016-10-17 02:46:34
imageF.US.MJNKZ16 [CB] Daily #15 2016-10-16 19_27_54.389.png / V - Attached On 2016-10-17 02:35:17 UTC - Size: 69.8 KB - 175 views
attachmentn08(3).pdf - Attached On 2016-10-17 02:46:27 UTC - Size: 154.54 KB - 199 views
[2016-10-17 02:47:56]
User13668 - Posts: 229
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: 229
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: 65
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: 76349
We are contacting Barchart about this now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-10-17 16:23:15]
Sierra Chart Engineering - Posts: 76349
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-10-17 17:16:15]
User13668 - Posts: 229
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: 76349
OK we understand. We are sending them all of this information.
Sierra Chart Support - Engineering Level

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[2016-10-25 03:59:25]
User13668 - Posts: 229
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 - 202 views
[2016-10-25 04:08:07]
Sierra Chart Engineering - Posts: 76349
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:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettingsSteps

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. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2016-10-29 08:33:33]
Sierra Chart Engineering - Posts: 76349
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:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettingsSteps


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. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2016-10-29 08:34:14
[2016-10-30 20:34:23]
User13668 - Posts: 229
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 - 156 views
[2016-10-30 21:08:38]
Sierra Chart Engineering - Posts: 76349
There are two problems here. We are resolving one of them now. Just give us about a day.
Sierra Chart Support - Engineering Level

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[2016-11-01 05:11:43]
Sierra Chart Engineering - Posts: 76349
All issues now resolved.
Sierra Chart Support - Engineering Level

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[2016-11-17 05:30:53]
User13668 - Posts: 229
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: 76349
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

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[2016-11-18 03:17:49]
Sierra Chart Engineering - Posts: 76349
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

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[2019-06-04 02:54:21]
joshtrader - Posts: 325
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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