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Osaka Nikkei 225 Mini

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[2016-04-30 05:26:07] #1 [Go To First Post]
topsteplocal - Posts: 45
Is there any chance Sierra Charts will supply historical data for this contract?

[2016-04-30 07:56:26] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes this is now provided when using CQG through AMP Futures. 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

[2016-05-01 05:50:33] #3 [Go To First Post]
topsteplocal - Posts: 45
What about Interactive Brokers? I am with IB, not AMP.

[2016-05-01 07:32:06] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2016-05-04 05:19:43] #5 [Go To First Post]
topsteplocal - Posts: 45
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] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Understood. We are looking into this possibility. 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

[2016-06-03 06:36:16] #7 [Go To First Post]
User377232 - Posts: 17
HI, Any update on this. It is a very interesting product, especially for my timezone

[2016-06-03 06:43:40] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Osaka Nikkei 225 Mini is available through CQG. Contact your broker 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

[2016-06-03 06:45:59] #9 [Go To First Post]
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] #10 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Historical tick data starts with the June 2016 futures contract for this symbol. 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

[2016-06-03 07:18:02] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2016-06-03 07:19:56] #12 [Go To First Post]
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] #13 [Go To First Post]
User150371 - Posts: 70
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] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2016-06-13 19:00:18] #15 [Go To First Post]
User150371 - Posts: 70
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] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2016-06-16 02:11:08] #17 [Go To First Post]
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] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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. 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: 2016-06-16 03:35:52

[2016-06-16 03:44:19] #19 [Go To First Post]
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] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2016-06-17 00:12:02] #21 [Go To First Post]
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] #22 [Go To First Post]
User13668 - Posts: 291
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] #23 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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 02:35:27] #24 [Go To First Post]
User13668 - Posts: 291
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


F.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 - 510 views n08(3).pdf - Attached On 2016-10-17 02:46:27 UTC - Size: 154.54 KB - 660 views

[2016-10-17 02:47:56] #25 [Go To First Post]
User13668 - Posts: 291
Above post #24 has been edited

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