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Direct MessagesDate/Time: Sat, 27 Apr 2024 08:44:00 +0000
Missing Intraday Soybean Data
View Count: 759
| [2016-10-12 21:07:47] |
| skelcap - Posts: 139 |
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Looking at intraday data for CBT Soybeans. Using Interactive Brokers data, looking at the roll between ZS-201107-ECBOT.scid and ZS-201111-ECBOT.scid. Volume Based Rollover method gives roll date of 23-June-2011 but new contract data only goes back as far as 1-July-2011, leaving a 7 day gap. I tried checking against SC data which normally agrees but in this case I couldn't find any intraday or daily data at all for Soybeans, i.e. SX16.scid is empty. I also get an error message about "SX16 Date based rollover rule not defined for symbol. Unable to build continuous futures contract chart" even though I have Volume Based Rollover selected, so not sure what's wrong here. |
| [2016-10-13 04:00:25] |
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The corresponding Sierra Chart Historical Data Service symbol for this is ZSX16. The missing data has now been added. Re-download the data in the chart. Refer to: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart 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 |
| [2016-10-13 11:46:28] |
| skelcap - Posts: 139 |
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Thank you that works. In general, what is the relationship between IB and SC historical data?
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| [2016-10-13 16:53:20] |
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Refer to the What is Included section here: http://www.sierrachart.com/index.php?page=doc/InteractiveBrokers.php#Included 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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