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Direct MessagesDate/Time: Sat, 20 Apr 2024 08:34:19 +0000
Recurring problem with December CL
View Count: 1670
| [2013-10-29 04:16:20] |
| Kwill721 - Posts: 24 |
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I have the Rithmic feed, and I'm not getting the intraday historical data for the symbol CLZ3-NYMEX. When I load the chart for this symbol, I get old, thin, price bar data from 2008, then it will start charting current data from the time I opened the chart, but it won't fill in any recent data before that. When I tried loading continuous intraday data, it's still leaving a gap from the current time to when the previous contract expired...it will show pricing through Oct. 18, and then jump to the present, leaving a gap of over a week now. I recalled having the same problem last year with CLZ2, the December contract for NYMEX Crude Oil (even found my posting of the same problem from a year ago). Contracts for the other months load all data just fine, and I'm currently charting the January contract...volume is thinner, but at least the price data appears to be accurate. |
| [2013-10-29 04:33:27] |
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We do not have control over this. This is going to be a Rithmic issue. To confirm, please post a copy of the Message Log, by following these steps: https://www.sierrachart.com/index.php?l=PostingInformation.php#log 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 |
| [2013-10-29 13:40:57] |
| Kwill721 - Posts: 24 |
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Symbols used for CLZ3-NYMEX continuous contract chart: | 2013-10-29 09:34:47 CLU3-NYMEX | 2013-10-29 09:34:47 CLV3-NYMEX | 2013-10-29 09:34:47 CLX3-NYMEX | 2013-10-29 09:34:47 CLZ3-NYMEX | 2013-10-29 09:34:47 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CLU3-NYMEX.scid | 2013-10-29 09:34:47 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CLV3-NYMEX.scid | 2013-10-29 09:34:48 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CLX3-NYMEX.scid | 2013-10-29 09:34:48 ContinuousIntradayDataLoader: Reached the end of CLZ3-NYMEX.scid at 2013-10-29 13:34:00. | 2013-10-29 09:34:49 Requesting market depth updates for: CLZ3-NYMEX if supported. | 2013-10-29 09:34:49 ContinuousIntradayDataLoader: No input data is available. | 2013-10-29 09:35:15 Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\CLZ3-NYMEX.scid | 2013-10-29 09:35:15 HD Request # 84 - Downloading Intraday chart data for CLZ3-NYMEX to the file CLZ3-NYMEX.scid. Service: rim | 2013-10-29 09:35:15 Rithmic GSP - Requesting historical Minute data. | 2013-10-29 09:35:15 HD Request # 84 - Receiving Intraday data for CLZ3-NYMEX starting at 2007-04-19 13:56:00 | 2013-10-29 09:35:15 HD Request # 84 - Timestamp of first Intraday data file record written: 2007-04-19 13:56:00 | 2013-10-29 09:35:15 HD Request # 84 - Received 726 records from 2007-04-19 13:56:00 to 2008-03-27 14:44:00 (343.0 days) and wrote 725 records for CLZ3-NYMEX | 2013-10-29 09:35:15 HD Request # 84 - Intraday download COMPLETE for CLZ3-NYMEX | 2013-10-29 09:35:15 Real-time intraday chart data file updates started for CLZ3-NYMEX | 2013-10-29 09:35:15 ContinuousIntradayDataLoader: Reached the end of CLZ3-NYMEX.scid at 2008-03-27 18:44:00. | 2013-10-29 09:35:15 |
| [2013-10-29 17:00:08] |
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This is a server side problem. You may want to contact Rithmic about this: http://www.rithmic.com/home.html You will want to let them know that you use the Rithmic 01 system. and requesting historical Minute data. 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 |
| [2013-10-30 22:14:45] |
| Kwill721 - Posts: 24 |
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Eric Aversa, Support@SierraChart.com "I only have access to the UAT environment which I do not think would show a problem. I am fairly confident this is not an issue on our side because Sierra Chart reliably requests and processes historical minute data from the server. If any data were filtered out related to timestamp issues, that would be logged. It is not. Is there a limit to the amount of data that the server will provide in one response? On 2013-10-30 8:56 AM, Eric Aversa wrote: I am not aware of a specific problem with CLZ3 NYMEX charts today. Can you provide an example? They appear to be working in R|Trader:" Here is a 10 minute chart for CLZ3 that I loaded this morning. Price data only extends back to 11:10 yesterday, Oct. 29, even though I have 30 days of data entered into the chart settings. http://www.sierrachart.com/image.php?l=1383170502296.png Using the same chart below, I've done the "Delete all data and download" command to refresh the data. Now look at it. This is the problem I've been having with the December CL contracts. It will now start charting current realtime data, with no recent fill in price data. http://www.sierrachart.com/image.php?l=1383170941858.png |
| [2013-10-30 23:11:47] |
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In order to eliminate confusion, for testing do not use the Continuous Futures Contract option. It only complicates things. We sent them further information about an hour ago about the problem. 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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