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Direct MessagesDate/Time: Fri, 03 May 2024 06:40:09 +0000
rolled UST futures data looks wrong in "Cumulative Delta Bars -volume" study
View Count: 1120
| [2017-05-31 14:30:35] |
| User71961 - Posts: 144 |
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Today, ZNU7 (sept) become the front month contract (volume based rollover). Last week, it was ZNM7 (june) Looking at the ZN chart in SC that had not been restarted, and thus did not roll automatically, my ZN chart had not rolled from June-->Sept, so i clicked "delete and download data" in the middle of my chart (so about may 15th), and as a result, the cumulative delta bars-volume study is showing data from the sept contract from the point where i updated the data (cumulative delta volume bars are flat, indicating the back month contract that does not trade much was being used). This is wrong. The volume data should roll at the same time that the price data switches over (today). i'm using SC version: 1527 after seeing this, i tried closing and restarting SC, without saving changes, but that did not correct the issue. thoughts? can i delete all ZN data files and have SC recreate them? how would i do that? Date Time Of Last Edit: 2017-05-31 16:11:54
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| [2017-05-31 18:42:22] |
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(so about may 15th), and as a result, the cumulative delta bars-volume study is showing data from the sept contract from the point where i updated the data.
This is an impossibility.What you need to understand is for each bar in the chart, what particular contract month that is. Refer to: Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months You are also running an older version of Sierra Chart. That is not relevant to the issue but you should update. Refer to: Software Download: Fast Update 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: 2017-06-01 17:21:17
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| [2017-06-01 14:00:53] |
| User71961 - Posts: 144 |
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edit --> Delete All Data and Download fixed my issue. thanks
Date Time Of Last Edit: 2017-06-01 14:33:59
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| [2017-06-01 17:20:48] |
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Yes that is the procedure to follow as is documented. Refer to: http://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloading You would need to re-download the data for the June and September contracts. 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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