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Direct MessagesDate/Time: Tue, 30 Apr 2024 08:29:06 +0000
Continuous SI-201703-NYMEX-USD-5000 contract has missing days on daily but not on intraday
View Count: 1188
| [2017-01-16 22:55:19] |
| Sporken - Posts: 82 |
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Hi, I just realised that my Silver continuous contracts all appear to be missing quite a lot of days in October and November. This appears to be related to the Continuous contract settings. It looks ok on intraday charts with continuous contracts. I've attached a series of screenshots showing my daily charts for each of the different "Continuous Contract" selections. You'll notice a large gap on the charts around Oct/Nov. I've also included a zoom in of the time in question. I'm not sure if this is relevant but If you look around 9-6 on the intraday data you can see an area of scattered bars which coincides with the subsequent problems. For the Continuous volume based back adjusted rollover. (the one I normally use) I see missing data from Tue 2016-09-28 until Mon 2016-11-27. Which is 2 calendar months. I hope this isn't my mistake again. I checked it with a fresh newly created chart window. Thanks again for your help with sc.EarliestUpdateSubgraphDataArrayIndex - I did google that before asking the question but at midnight to 3am I somehow failed to find it on any of the search results and spend several hours fiddling around with various settings uncertain of how to use it. It was only after reading your reply that I finally realised that I was using it correctly but my bug was because I was failing to zero a section of the subgraph values) -Jason |
 Silver Continuous None.jpg / V - Attached On 2017-01-16 22:37:55 UTC - Size: 527.77 KB - 211 views Silver Continuous Date Rule.jpg / V - Attached On 2017-01-16 22:37:59 UTC - Size: 572.24 KB - 226 views Silver Continuous Volume based.jpg / V - Attached On 2017-01-16 22:38:02 UTC - Size: 576.06 KB - 203 views Silver Continuous Date rule back adjusted.jpg / V - Attached On 2017-01-16 22:38:06 UTC - Size: 573.35 KB - 211 views Silver Continuous Volume based back adjusted.jpg / V - Attached On 2017-01-16 22:38:09 UTC - Size: 575.58 KB - 214 views Silver intraday volume based back adjusted - showing dates .jpg / V - Attached On 2017-01-16 22:38:16 UTC - Size: 626.52 KB - 217 views zoomin of fresh chart with continuous volume based back adju.jpg / V - Attached On 2017-01-16 22:51:33 UTC - Size: 224.19 KB - 235 views |
| [2017-01-17 03:35:07] |
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Understand that we are very busy and we do not need all of these details. Just one chart image and a short description. You just need to follow through the instructions here: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading Here is an example of the chart: http://www.sierrachart.com/image.php?Image=1484624064513.png 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 |
| [2017-01-17 08:05:20] |
| Sporken - Posts: 82 |
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Ok so I did a full reset on my symbols, the GlobalSymbolSettings.xml changed from 4.26MB to 826kb I go to the daily chart and select "Delete all data and download", Chart->"Reload and Recalculate" It makes no difference. So I create a "new" chart by clicking "Find Symbol", locating the March contract and selecting "New Daily chart" I then open chart settings and select Volume based roll over. I choose Candlesticks. I get chart attached. One of the problems I find with Sierra is that there are a lot of setting on many pages and menus and it can be very difficult to remember what settings have been changed. In Visual Studio it shows the edited project properties in bold. It also has a page for "All Options". Its tabulated into a standardised format and each item has a help box at the bottom with a single line explanation of what it does. I wonder if something like this would be good for Sierra. A button on the menu bar which would "Highlight differences with defaults" would tint UI elements that are not default. "Highlight changed settings" would tint things edited since the window was opened (or since it was loaded or something). Sometimes it's easy to accidentally change something. Or to change something and then get distracted and not know what was changed. I honestly have no idea which of my settings are non-standard any more. I've attached a mock-up of the idea to let you see what I'm talking about. It might be 'easy' for you to change background colours of UI elements that are different from a default.xml or from some other reference (I'm not sure how your UI is built) I know you're busy with other developments but I make it as a suggestion. I think Visual Studio does a great job of showing a huge number of settings whilst making it easy to see what's been changed. I have no idea why my chart looks different from yours. Clearly I have changed my default background colour to white. Date Time Of Last Edit: 2017-01-17 08:08:46
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| try again.jpg / V - Attached On 2017-01-17 07:32:45 UTC - Size: 236 KB - 192 views highlighting changes example.jpg / V - Attached On 2017-01-17 08:02:41 UTC - Size: 310.27 KB - 189 views |
| [2017-01-17 08:38:01] |
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This is not precisely what the documentation says to do: I go to the daily chart and select "Delete all data and download", Chart->"Reload and Recalculate" Read the documentation: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading It tells you exactly what to do to solve the problem in steps 5 through 7. 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 |
| [2017-01-17 09:06:05] |
| Sporken - Posts: 82 |
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sigh. yes that fixed it. I have no idea why my data was corrupted/missing. It seems sensible now to presume that the same corruption has occurred in other files, I was lucky to spot it in this instance. The only 'safe' step now is to delete all of my .scid and .dly files since that is the only way I know to be certain that all of my data is 'fresh'. That's 1997 files in this case. I have no way of knowing if this will reoccur and why it happened in this instance. Anyway, thanks for your help Date Time Of Last Edit: 2017-01-17 09:07:01
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| [2017-01-17 11:57:44] |
| Sporken - Posts: 82 |
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I wondered if "File->Date and Trade services Settings->Data File Management-> Compress to "2 seconds" was responsible since it seemed like the only thing that should be writing to the disk files after they're downloaded. I decided to run a test. Delete everything again, select SI-201703-NYMEX-USD-5000 again and let it download from SCdata. Now compress the files. Refresh charts. No change. Load NKD-201703-GLOBEX again. Compress files again. Refresh charts. No change. Save all, Close Sierra, restart. Still no change. Both NKD and SI are fine. So it appears that it's not the "Intraday data file management" that has caused this. I would like to know how I got broken files, are there any other areas of the code that write to the scid and dly files? Have you any theories on what might have broken these files? |
| [2017-01-17 17:38:26] |
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The only 'safe' step now is to delete all of my .scid and .dly files since that is the only way I know to be certain that all of my data is 'fresh'. That's 1997 files in this case.
We do not recommend you do this. It should not be necessary. What you experienced is simply a missing data problem. Sometimes historical data downloads fail for various reasons and when they do, in the case of Continuous Futures Contract charts, depending upon what specific data is missing there may not be a retry. It is not unusual for this condition to occur. When you see missing data just simply download the missing data according to the instructions given. 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: 2017-01-17 17:39:14
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