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Direct MessagesDate/Time: Fri, 03 May 2024 00:43:01 +0000
wrong yesterday data with "volume based rollover back adjusted" after rollover
View Count: 1306
| [2016-09-09 14:31:43] |
| natanibz - Posts: 131 |
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Hello, after the rollover i have wrong yesterday data in intraday chart ( YM and NQ) if i use continuos futures contrant - volume based rollover back adjusted. But the data is correct if i use "date rule rollover buck adjusted" i have did edit > delete all data and download but the problem remains. Thanks |
| [2016-09-09 16:47:56] |
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Provide an image of the chart, by following these instructions: http://www.sierrachart.com/index.php?l=PostingInformation.php#Image 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 17:40:05] |
| natanibz - Posts: 131 |
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http://www.sierrachart.com/image.php?Image=1473442736431.png
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| [2016-09-09 18:28:00] |
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Refer to this page for how the back adjustments are done: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ControllingRolloverAmount Here is the actual data: YMZ16 [CBV] 10 Min #1 | Performing continuous futures contract back adjustment calculations. | 2016-09-09 14:18:13
YMZ16 [CBV] 10 Min #1 | YMU16 Open price on 2016-09-09 is 18455. | 2016-09-09 14:18:13 YMZ16 [CBV] 10 Min #1 | YMZ16 Open price on 2016-09-09 is 18351. | 2016-09-09 14:18:13 YMZ16 [CBV] 10 Min #1 | YMU16 price difference to YMZ16 is -104. | 2016-09-09 14:18:13 YMZ16 [CBV] 10 Min #1 | Back adjust amount for symbol YMU16 is -104. | 2016-09-09 14:18:13 What you are seeing is completely correct. One thing that will help is to adjust the Session Times to the actual session times for that particular futures contract. Refer to: http://www.sierrachart.com/index.php?page=doc/SessionTimes.php For the session times to be used in the rollover, you need the latest version.: http://www.sierrachart.com/index.php?page=doc/download.php#FastUpdate 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 |
| [2016-09-12 07:00:05] |
| natanibz - Posts: 131 |
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Hello, I'm sorry, but i don't understand how have i do to back adjust the data. Thanks |
| [2016-09-12 07:12:02] |
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There is nothing special to do. There is not a problem with how it all works. However, one thing that will help is to adjust the Session Times in the chart to the actual session times for that particular futures contract. Refer to: http://www.sierrachart.com/index.php?page=doc/SessionTimes.php 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 |
| [2016-09-12 07:46:03] |
| natanibz - Posts: 131 |
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But how can i adjust my chart (see post 3) ? Because it is not correct when i use continuos futures contrant - volume based rollover back adjusted. But the chart is correct if i use "date rule rollover buck adjusted" Thanks |
| [2016-09-12 08:09:14] |
| natanibz - Posts: 131 |
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date rule rollover buck adjusted http://www.sierrachart.com/image.php?Image=1473667703242.png |
| [2016-09-12 08:10:16] |
| natanibz - Posts: 131 |
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forward curve http://www.sierrachart.com/image.php?Image=1473667807727.png |
| [2016-09-12 08:10:53] |
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Select Chart >> Chart Settings. What are the Session Times currently set to? What is the Time Zone in Sierra Chart set to? 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 |
| [2016-09-12 08:11:00] |
| natanibz - Posts: 131 |
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volume based rollover back adjusted http://www.sierrachart.com/image.php?Image=1473667851962.png |
| [2016-09-12 08:13:45] |
| natanibz - Posts: 131 |
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start time: 00:00:00 end time: 23:59:59 time zone: Chicago(-6CST/-5CDT) Date Time Of Last Edit: 2016-09-12 08:14:35
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| [2016-09-12 08:21:46] |
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This is what we have been saying. You need to use the actual Session Times: start time: 16:15:00 end time: 16:14:59 You need to update Sierra Chart to the latest version with Help >> Download Current Version. 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 |
| [2016-09-12 09:11:36] |
| natanibz - Posts: 131 |
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Have i change the session times in "global symbol settings" for each symbol (like YM) and also enable "apply intraday session times to intraday chart"? and then it's not necessary to change the session times in each charts. Is it correct? Thanks |
| [2016-09-12 16:50:15] |
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After changing the Session Times in the Global Symbol Settings it is necessary to apply them to a chart: Global Symbol Settings: Update/Apply Symbol Settings to Charts This will not happen automatically. 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 |
| [2016-09-13 08:09:36] |
| natanibz - Posts: 131 |
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ok. It is better to use the actual Session Times (start time: 16:15:00; end time: 16:14:59) for each symbol in my SC ? Thanks |
| [2016-09-13 09:14:05] |
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This is something that you have to decide.
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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