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Direct MessagesDate/Time: Wed, 01 May 2024 19:24:48 +0000
HSI and HHI.HK contracts do not work with volume based rollover correctly
View Count: 1765
| [2016-09-09 09:39:20] |
| i960 - Posts: 360 |
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There's some kind of bug here that's causing contracts to flip back and forth between series (I believe) resulting in the same span of days being used twice in succession. The green areas highlight where this is occurring. Literally time goes back when you move the cross-hair into those repeated timespans, meaning it could be 7/15 and then the next day it's 7/1. That isn't right regardless of the rollover method used. |
 HHI.HK-201609-HKFE-HKD-50 [CV] Daily #6 2016-09-09 02_36_.png / V - Attached On 2016-09-09 09:38:14 UTC - Size: 150.06 KB - 303 views |
| [2016-09-09 18:55:42] |
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Tell us what you are using for the Rollover rules for the symbol. There are none defined from our side.
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 |
| [2016-09-09 22:05:21] |
| i960 - Posts: 360 |
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Okay well no rollover rules on your side is a problem in it's own right, but I'm using the exchange defined rules: Number of business days before last business day of contract month: 1 (method11) Regardless of the rollover rule being used, why is time resetting or going backwards in any situation? It's like the rollover engine is being confused by the fact that volume goes back and forth between the contracts. Aside from that if you look at the chart and you see that both August and July have twice the width of any of the other months (and their days reset in the middle) and other months have scenarios where a contract rollover didn't even occur (e.g. May/Jun/July), it's clear there's something going on. This is not a hard to handle contract, it rolls monthly and on a very specific timeline. https://www.hkex.com.hk/eng/prod/drprod/hkifo/fut.htm https://www.hkex.com.hk/eng/prod/drprod/hshares/hhifut.htm https://www.hkex.com.hk/eng/prod/drprod/mhsifo/minif.htm https://www.hkex.com.hk/eng/prod/drprod/mchfut/mchfut.htm Considering SC just started offering real time data on this exchange we probably want to be making sure the contracts rollover correctly. Date Time Of Last Edit: 2016-09-09 22:07:14
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| [2016-09-11 23:04:27] |
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We will test this. Also, when a rollover is determined based on volume, the prior contract then gets ignored. So it does not make sense there is any alternating back and forth.
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: 2016-09-11 23:05:02
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| [2016-09-12 21:41:24] |
| i960 - Posts: 360 |
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We will test this. Also, when a rollover is determined based on volume, the prior contract then gets ignored. So it does not make sense there is any alternating back and forth.
Indeed, which leads me to believe there's a bug at play here. |
| [2016-09-13 01:26:02] |
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The reason for the problem has been determined and fixed. This will be out in the next release in a couple of 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 |
| [2016-09-15 22:13:21] |
| i960 - Posts: 360 |
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Is this in 1461 or after btw? I just updated to 1461 and still see the issue.
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| [2016-09-15 22:39:43] |
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Probably not. Look for version 1462.
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 |
| [2016-09-19 08:05:08] |
| i960 - Posts: 360 |
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As far as I can tell this is now resolved. It also fixes some other issues I noticed on entirely different charts. What was the actual problem?
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| [2016-09-19 08:21:52] |
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Only the volume in the month where the rollover should occur is examined. We will also be getting to your other postings about ICE later today. 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 |
| [2016-11-02 01:29:05] |
| User904847 - Posts: 6 |
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how to activate the hkef data? cant find the activate button, can i have the link?
Date Time Of Last Edit: 2016-11-02 01:29:23
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| [2016-11-02 01:36:34] |
| User904847 - Posts: 6 |
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but still cant find the hkef data? how come?
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| [2016-11-02 01:39:21] |
| User904847 - Posts: 6 |
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I only activate one exchange data, i checked many times and still cant find the any hkef colomn with activate button
Date Time Of Last Edit: 2016-11-02 02:27:30
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| [2016-11-02 02:40:50] |
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The Hong Kong futures data feed is for use by rcorderflow users only. Are you associated with them? Or do you not know who rcorderflow is.
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 |
| [2016-11-02 02:49:02] |
| i960 - Posts: 360 |
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Why is this limited to rcorderflow btw? It's generally useful data for those of who trade Asian session markets.
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| [2016-11-02 03:09:40] |
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The exchange is available to you since you are outside of Hong Kong , China, and Macau. You will see it listed.
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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