Login Page - Create Account

Support Board


Date/Time: Sun, 28 Apr 2024 04:00:29 +0000



Daily Net Change

View Count: 1865

[2018-05-14 20:53:48]
User374751 - Posts: 31
The daily net change is calculating based on yesterdays last trade price, not yesterdays settlement price. How can I change this? I want the daily net change to use yesterdays settlement price.
[2018-05-14 22:11:41]
Sierra Chart Engineering - Posts: 104368
We assume you are referring to the Quote Board. It does use the settlement price.

Refer to:
http://www.sierrachart.com/index.php?page=doc/GettingQuotes.html#FieldDescriptions

We see you are using Rithmic so we are not totally sure though in the case of Rithmic whether the settlement price is actually the settlement price or just the last trade price of the day.

We recommend using the Sierra Chart Exchange Data Feed to ensure the settlement price is being used:
Sierra Chart Exchange Data Feed


As an alternative you can just use a Historical Daily chart and view the Daily Price Change at the top which will definitively use the settlement price. Refer to:

http://www.sierrachart.com/index.php?page=doc/WorkingWithCharts.html#RegionDataLine
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: 2018-05-14 22:14:14
[2018-05-14 22:22:42]
User374751 - Posts: 31
I am referring to the Chart Header on an instance of an intraday chart. I changed the chart time frame to daily, and I receive the same result - a daily net change calculation based on the last trade price.
[2018-05-14 22:42:37]
Sierra Chart Engineering - Posts: 104368
When the chart is set to a Historical Daily chart look at the "Net Change" (Chg:) field instead.

You can add that through Global Settings >> Customize Chart Header.
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
[2018-05-14 23:29:46]
User374751 - Posts: 31
I added the "net change" field, instead of the "daily net change," and while I do receive a different result, I do not receive the desired result. Any other solution?
[2018-05-15 00:05:17]
Sierra Chart Engineering - Posts: 104368
That must be correct because if you look at the prior to last bar in the Historical Daily chart, the closing price is the official settlement price.

But since we are into the new trading day, you probably are just seeing the price change for Tuesday's trading.

Provide an image of the chart or Trade DOM, by following these instructions:
https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image
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
[2018-08-15 16:23:21]
User374751 - Posts: 31
The daily price change percent information continues to be wrong.

The daily price change percent is calculating based on yesterdays last trade price, not yesterdays settlement price.

No update has resolved the problem since I first reported it.

The daily price change percent is vital information and therefore imperative this information is correct.

Please resolve this problem as it persists 3 months after I reported it.

No matter the chart time frame or symbol, this information is not correct.

Again, please resolve this issue as soon as possible.
Date Time Of Last Edit: 2018-08-15 16:25:52
[2018-08-16 05:05:28]
Sierra Chart Engineering - Posts: 104368
You are using Rithmic and we are not doing any further development involving Rithmic . We definitively cannot provide any further help.

We can only recommend using the Sierra Chart Exchange Data Feed to resolve the issue:
Sierra Chart Exchange Data Feed

That data feed will use the official settlement.

We are also not really sure where you are seeing this Daily Price Change. If it is on a Quote Board, perhaps what you are saying is correct but on a Historical Daily chart it should be correct even if you are using Rithmic. And also, you never provided the information we previously requested. See our prior post. So we have little context as to what you are even referring to. We are only making guesses at this point.
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: 2018-08-16 05:08:20
[2018-08-16 14:48:37]
User374751 - Posts: 31
I have adequately described the issue. No picture is needed or useful.

I have completed all the necessary analysis to determine the source of the issue.

Again, the daily price change percent is calculating based on the previous session last traded price, not the previous session settlement price.

The last traded price of the previous session is a separate data point from the settlement price and is usually different from the settlement price.

A simple solution seems attainable.

Correct the system calculations.
Date Time Of Last Edit: 2018-08-16 17:16:25
[2018-08-16 17:57:16]
Sierra Chart Engineering - Posts: 104368
But where are you seeing this? Post an image of where you are seeing this daily price change.

We cannot help unless we see where you are seeing this and understand it. If it is in a chart, post an image of the chart following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image

And tell us the particular number you are seeing. For example, here is the daily price change for September crude oil:
http://www.sierrachart.com/image.php?Image=1534442562837.png

So as you can see, there is definitively not a problem to begin with when using the Sierra Chart Exchange Data Feed.

Also in regards to post #4 above, the name of that field is now called Bar Price Change in the Global Settings >>Customize Chart Header window. As we said, if this has to do with the Rithmic data we cannot resolve it due to technical reasons. Instead you will need to use the Sierra Chart Exchange Data Feed.
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: 2018-08-17 00:45:43
[2019-10-01 17:06:12]
User374751 - Posts: 31
Support Team,

I have previously contacted you concerning the display of the incorrect Daily Price Change Percent, of the Chart Header. The Daily Price Change Percent should display the result of the "Current Price minus the Previous Settlement Price."

After continuing to seek a resolution to this issue, I find it appropriate to contact you again.


I have reviewed the Sierra Chart documentation searching for applicable information. I reviewed the Global Symbol settings for the subject symbol "ES." Upon my review, I notice the "Historical Data Server" is not set. The "Historical Daily Data Source" is not set. The "Historical Intraday Data Source" is not set.

Could the reason for my issue stem from the lack of settings within the Global Symbol settings?
[2019-10-01 18:19:11]
Sierra Chart Engineering - Posts: 104368
These are completely unrelated to the Daily Price change as an actual value or percentage.

We recommend using this data feed to resolve the problem:
Denali Exchange Data Feed
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account