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Direct MessagesDate/Time: Sat, 04 May 2024 03:25:33 +0000
DH (DJ Real Estate Index) Future : missing data
View Count: 833
| [2016-08-07 17:20:33] |
| User394428 - Posts: 5 |
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DHU16 [C] Weekly #2 | File DHU11.dly has a price inaccuracy at Date: 2011-09-14. Price: 2176.8 is significantly off compared to next contract open price of 196.6 | 2016-08-07 19:08:36 FYI, last trading day is up to 8:30 a.m. on the 3rd Friday of the contract month Rollover method 3, 1 calendar, 3 Friday count Date Time Of Last Edit: 2016-08-07 17:27:00
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dh.png| [2016-08-08 16:26:40] |
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We have now set up the rollover rules for that symbol. Regarding correcting the pricing for that symbol, there may not be anything we can do about that but we will try. 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 |
| [2016-08-08 16:31:43] |
| User394428 - Posts: 5 |
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My original request was about the missing data and not about the missing rollover rule! I just indicated the parameters I used for rollover as they weren't included in the symbol definition, to help you see the problem with you unreliable data... Date Time Of Last Edit: 2016-08-08 16:32:18
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| [2016-08-08 16:35:13] |
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There is not missing data but it does not look as though there is valid data for where there are horizontal lines in the chart. We probably cannot do anything about data that far back for this particular futures contract.
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 |
| [2016-08-08 16:38:39] |
| User394428 - Posts: 5 |
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May I suggest that you copy the reliable data from a major data provider such as Reuters, CSI...
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| [2016-08-08 16:43:33] |
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We have let our data provider know about this, and we will see what they can do.
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 |
| [2016-08-08 16:44:58] |
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This was the response from the data provider: I know, but that was the information published by the exchange. It's not a traded contract so a lot of the history is crap.
We apologize but we are not going to spend further time on this for a market that is hardly traded. We only have one user asking 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 |
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