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Direct MessagesDate/Time: Thu, 25 Apr 2024 13:34:04 +0000
Price discrepancies
View Count: 1569
| [2013-08-27 16:40:50] |
| rascal - Posts: 9 |
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The following link shows a daily chart of ZB-201309-CME with a swing low that occurred on 8/22/2013 at a price of 129 28/32. http://www.sierrachart.com/image.php?l=1377616255367.png The next link shows a 60 min chart of the same symbol with the same swing low at a price of 130 3/32. http://www.sierrachart.com/image.php?l=137761670265.png Similar conditions exist on the ZN and ZF contracts, just different values, of course. "Delete All Data and Download" for each symbol made no difference. |
| [2013-08-27 16:50:00] |
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We see the correct low in the Intraday chart when we look at these symbols. Uncheck the Continuous Futures Contract option in Chart >> Chart Settings and see if that makes a difference. 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 |
| [2013-08-27 17:26:53] |
| rascal - Posts: 9 |
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Sorry that I failed to mention but it's the same with OR without the continuous contract option. I've also installed current version 1016 and restarted the platform. Here's another comparison of a swing high on 7/3/2013 with an even greater difference between the daily and the intraday. Daily: http://www.sierrachart.com/image.php?l=137762431227.png 60 min: http://www.sierrachart.com/image.php?l=1377624345696.png (Also tried changing the source for historical data from SC to Primary Service...same.) Date Time Of Last Edit: 2013-08-27 17:31:35
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| [2013-08-27 20:16:46] |
| joshtrader - Posts: 439 |
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Well the intraday low, using 8:20 to 15:00 NY time, was 130'30. A daily bar will almost always include the entire trading session (after all, it is part of the day too). And for that day, 128'28 was the low. So, no problem, you are seeing what you should be seeing. A daily bar has an OHLC, nothing more, and is encoded in plain text (you can see your SC data folder for confirmation of this). If you want to see a daily bar of only the ZB pit hours, you can set the chart to show only regular hours (no evening session enabled), and go to your chart settings for the intraday chart and change the bar period to "1-0-0" -- this will compose a single bar from the hours specified in the session times. Date Time Of Last Edit: 2013-08-27 20:19:57
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| [2013-08-27 23:42:17] |
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To be sure you are not missing any data in the Intraday charts, re-download the data with Edit >> Delete All Data and Download. Refer to this help topic: http://www.sierrachart.com/index.php?l=doc/helpdetails12.html We cannot provide further help with this. 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: 2013-08-27 23:44:57
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| [2013-08-28 03:36:44] |
| rascal - Posts: 9 |
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Thanks for the follow-up but all is good. I just didn't want to distract you with an obligatory thank you post but I really do appreciate your effort and explanation. I can work with anything that I know is logically consistent. The analysis that was provided helps immensely.
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