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Direct MessagesDate/Time: Sat, 20 Apr 2024 05:55:40 +0000
Corrupted data on futures contracts prior to June 2017
View Count: 1152
| [2017-12-08 14:10:12] |
| User401662 - Posts: 16 |
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Hello, I have a problem with the data of all futures contracts prior to June 2017. As you can see on the screenshot of the S&P500 e-mini contract of June 2016, there are gaps everywhere, sometimes as big as 4 ticks, which is impossible for such a heavy market. I don't have any gap on most recent contracts anyway. I cannot work with such data. Do I have to set up something to avoid these gaps? Or does the problem comes from the data provider itself (CQG)? Thanks for your help. |
 F.US.EPM16 2000 Trades #1 2017-12-08 12_52_51.426.png / V - Attached On 2017-12-08 14:09:31 UTC - Size: 75.97 KB - 257 views |
| [2017-12-08 18:04:34] |
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We do not see what you mean. But one thing is that historical data is going to be in 1 second units instead of tick by tick unless you use service package 5 which you are not. Refer to: CQG Trading Platform Service: What is Included To change your Sierra Chart Service Package, select "Help >> Account Control Panel" on the Sierra Chart program menu. On the displayed webpage, click on the "Set Service Package for Renewal" link.
Or go to this page: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation You will need to login if you are not currently logged in. In the "Available Services >> Choose Usage Time Service Package" frame, select the Service Package that you want to set your account to. Press the "Set" button. The remaining service usage time on your account will be adjusted based upon the cost of the package you are changing to. If the new package is a higher-priced package, then the usage time will be reduced due to the higher price. There is no charge for changing your Sierra Chart service package. Only your Sierra Chart account usage time ending date is adjusted. 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: 2017-12-08 18:05:47
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| [2017-12-08 19:08:51] |
| User401662 - Posts: 16 |
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Sorry for not being clear. In the screenshot in my first message, the first arrows points to a candlestick that opens four ticks above the close of the previous candlestick, which means there is a problem with the data (there is a gap between the two candlesticks, which can happen occasionally, but not 4 ticks and not so often, especially with the S&P 500 e-mini). This is only one example, and I pointed out several others with the other arrows. And it happens every day, with: - Tick and volume charts (I use mainly tick charts for trading) only. - Futures contracts prior to June 2017. F.US.EPZ17, F.US.EPU17 and F.US.EPM17 are fine, but F.US.EPH17 and prior contracts are not and I need to work on this data for the replay. I attached a screenshot of F.US.EPZ17 so you can see the difference with the first screenshot. I don't believe the service package is the issue, because both F.US.EPM17 and F.US.EPH17 are historical data, but the latter seems corrupted. I use CQG data. Do you see now what I mean? Do you see the difference between the two screenshots? |
| F.US.EPZ17 2000 Trades #1 2017-12-08 19_57_01.357.png / V - Attached On 2017-12-08 19:05:23 UTC - Size: 75.45 KB - 285 views Attachment Deleted. |
| [2017-12-08 23:12:19] |
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Listen to what we tell you. Change your service package to 5: To change your Sierra Chart Service Package, select "Help >> Account Control Panel" on the Sierra Chart program menu. On the displayed webpage, click on the "Set Service Package for Renewal" link.
Or go to this page: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation You will need to login if you are not currently logged in. In the "Available Services >> Choose Usage Time Service Package" frame, select the Service Package that you want to set your account to. Press the "Set" button. The remaining service usage time on your account will be adjusted based upon the cost of the package you are changing to. If the new package is a higher-priced package, then the usage time will be reduced due to the higher price. There is no charge for changing your Sierra Chart service package. Only your Sierra Chart account usage time ending date is adjusted. Follow the instructions here for tick by tick data configuration: Tick by Tick Data Configuration Your problem will be resolved. Also refer to: Number Of Trades, Volume or Range Bar Charts Do Not Match Setting or Are Not Accurate or Are Inconsistent 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: 2017-12-08 23:18:03
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| [2017-12-09 12:05:06] |
| User401662 - Posts: 16 |
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The problem is resolved with the service package 5. Thank you.
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