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Date/Time: Fri, 29 Mar 2024 05:43:24 +0000



[Locked] - Incorrect pricing data for ES mini's

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[2018-06-22 20:32:03]
tfh6252 - Posts: 20
Going back six or more months in both Historical and intraday charts, exchange pricing using Rithmic data is incorrect, by four to six ticks. Current data is OK.
I've compared to Tradestation and talked to other traders using other services, and the discrepancy holds up.

See the attached charts. This issue seems to be recent. I'm running SC v.1767, and have deleted and reloaded data several times.

Thanks,
Tom Hervert

Historical chart:
http://www.sierrachart.com/image.php?Image=1529699365278.png

Intraday chart:
http://www.sierrachart.com/image.php?Image=1529699444717.png
[2018-06-22 20:57:55]
Sierra Chart Engineering - Posts: 104368
You can change the back adjustment calculations as needed. Refer to:

Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments

There is a standard and reliable method by which there are done. There is no right or wrong.
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
[2018-07-02 17:27:58]
tfh6252 - Posts: 20
I've followed all instructions provided, but no data adjustment has successfully occurred. The discrepancy still exists.

I also attempted adjustment per chart using the Edit << Adjust Data command. No change to the data resulted. As it stands, the following inaccuracy still exists:

ESH8: chart data reads 1.5 points high
ESM8: chart data reads .5 points high

This discrepancy is unacceptable for accurate historical data construction needed for proper analysis. Future rollover issues are likely if not addressed.

I'd appreciate any other suggestions you may have.

Tom Hervert
[2018-07-02 17:46:47]
Sierra Chart Engineering - Posts: 104368
These are the instructions:
Continuous Futures Contract Charts: Instructions for Entering Settings for Controlling Rollover Amount

Tell us specifically what you did. There should not be any problem with this.

In the section we linked to, there are two sets of steps. You need to follow the second one. The first section just explains some background details.
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: 2018-07-03 17:28:50
[2018-07-02 18:38:21]
Sierra Chart Engineering - Posts: 104368
Give us a chance to go over the specifics of what you need and we will give you the specific setting to enter.
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
[2018-07-03 16:18:28]
tfh6252 - Posts: 20
In Chart << chart settings << Advanced settings tab, I confirmed proper Continuous Contract setting as: Continuous Futures Contract-Date Rule Rollover, Back Adjusted.

Then, I followed the second set of steps, locating the ES?#-CME symbol. Clicked the Rollover Tab. The Default Rollover Rule selected is Number of Calendar Days Before Friday Count Within Contract Month (Method3). Checked the Continuous Contract Month Boxes: H, M, U & Z.

Entered Custom Continuous Contract Back Adjustment Amounts as follows:
ESH8=-1.5,ESM8=-.5 With a space on the second attempt: ESH8=-1.5, ESM8=-.5

None of these adjustments worked after Reload and Recalculate was selected. Also attempted the Edit << Adjust Data menu command as mentioned earlier.

After this, I deleted and redownloaded data. Still no adjustment change was noted. I've reloaded my charts several times, and attempted all of these steps on a second computer, with the same result.

Tom
[2018-07-03 16:28:33]
Sierra Chart Engineering - Posts: 104368
Okay we see the problem. You need to enter the following in the Custom Continuous Contract Back Adjustment Amounts box:

ESH8-CME=-1.5, ESM8-CME=-.5

Definitely do not use Edit >>Adjust Data . There is no mention of that in the documentation for this purpose.
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: 2018-07-03 17:27:29

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