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Direct MessagesDate/Time: Mon, 29 Apr 2024 15:43:34 +0000
Rollover data issue
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| [2017-03-13 10:10:59] |
| User723043 - Posts: 11 |
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Hi all, on 03-16-2017, after the rollover from ESH7 to ESM7, I've noticed that the price levels in my charts were shifted down -3.50 pts. instead of the -3.00 official settlement reported in the CME site. Now, for instance, the all time high in ES on my charts (reached on 03-01-17) is 2397,50 instead of 2398,00. All the previous price action is now out of alignment for 0,50 pts. The same issue for NQ. The rollover has shifted data +3,25 pts instead of +4.00 pts.(official settlement reported in the CME site for the 03-16-2017). How can I solve this problem? Is there a possibility to reload/reset data to the right official CME's settlement values? Thx. |
| [2017-03-13 10:16:44] |
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There is no such thing as an official back adjustment amount if that is what you are referring to. It does not exist. Also the date of March 16, 2017 has not yet even occurred. Refer to this section here to make any adjustments that you want: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments 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: 2017-03-13 10:17:04
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| [2017-03-13 10:40:18] |
| User723043 - Posts: 11 |
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Ok for the date, is a typo; I meant 03-09-2017! Btw, is there the possibility to correct the data that I have mentioned? Can I choose to adjust the data according to the CME prices for the 03-09-2017? I hope I was clear enough now! Thx |
| [2017-03-13 11:03:01] |
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Refer to this section here to make any adjustments that you want: Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments 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 |
| [2017-03-13 12:34:27] |
| User59042 - Posts: 22 |
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Hello Sierra, I do adjust data on my own from -3.5pts to -3pts by following instructions ->Edit Data - historical chart -> rewrite open price to get -3pts spread. BUT it always comes back to those -3.5pts when I restart Sierra. I do changed it on ESM7-CME contract as well as ESM17 contract which appears to influenced real-time charts. I save those .txt reload charts and all is fine unless I run sierra the second day and have to do it all again. Any advice on this, please? Thank you |
| [2017-03-13 12:39:22] |
| User59042 - Posts: 22 |
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I am using Rithimic data and I see that despite ESM7-CME is daily historical chart and that remains OK after modification, the problem one is ESM17.dly which I don't know why is used to calculated intraday charts and that file is impossible to be saved with my change, after restart always adjust to -3.5pts default spread by Sierra.
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| [2017-03-13 17:44:01] |
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You will need to modify the ESM17 daily data file. BUT it always comes back to those -3.5pts when I restart Sierra.
The reason for this is given in the documentation linked to: If you are modifying the open prices for the last two dates in a Historical Daily data file, this will be a problem because those will be rewritten at least once a day. You will have to periodically update those open prices until they are no longer the most recent two days in the Historical Daily data file.
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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