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Direct MessagesDate/Time: Fri, 10 May 2024 03:58:10 +0000
ES Back Adjusted Data Issue
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| [2018-11-20 15:47:24] |
| distilledmatt - Posts: 10 |
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http://www.sierrachart.com/image.php?Image=1542728423785.png All other instruments (NQ,YM,bonds,etc) are back adjusted correctly for longer term charts. I've updated to latest software and delete and download all ES chart data multiple times, but I still get this data with prices that have never been traded. Current Z contract at bottom right from 9/14/2018 to current is in order, but the further you scroll back the further the prices go up on prior contracts as seen for the U contract between 6/11/2018 and 9/13/2018. My data feed is CQG Fix if there's a known issue. I checked with my broker, and they said I'd be best served to post here. Any ideas on how to fix? |
| [2018-11-20 18:35:19] |
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Go to Global Settings >> Symbol Settings. Locate the symbol pattern in the list and select that. Go to the Rollover tab and clear any setting in: Custom Continuous Contract Back Adjustment Amounts. After that follow these instructions here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract 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 Date Time Of Last Edit: 2018-11-20 18:35:43
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| [2018-11-20 20:55:20] |
| distilledmatt - Posts: 10 |
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Nothing in the rollover tab under Custom Continuous Contract Back Adjustment Amounts. I followed the instructions at the link provided, but the problem still isn't fixed. I checked under Message Log, and I'm guessing the calculated price difference would be okay if 275 became 2.75. It looks like there's a manual way to adjust these, but I've never had to do that before, and I'd rather not for the future. Here's a copy of the rollover part (I use volume based, back adjusted FWIW) of the Message Log: F.US.EPZ18 [CBV] 1 Day #1 | Reloading chart. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Date rule based rollover from F.US.EPZ17 to next contract occurs at 2017-12-07. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Date rule based rollover from F.US.EPH18 to next contract occurs at 2018-03-08. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Date rule based rollover from F.US.EPM18 to next contract occurs at 2018-06-07. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Date rule based rollover from F.US.EPU18 to next contract occurs at 2018-09-13. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Date rule based rollover from F.US.EPZ18 to next contract occurs at 2018-12-13. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Checking Intraday data file for symbol F.US.EPZ17 for the date range from 2017-09-07 to 2017-12-07. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Checking Daily data file for symbol ESZ17 for the date range from 2017-09-07 to 2017-12-07. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Skipping checking Intraday data file for symbol F.US.EPH18 since download was already done in last 24 hours. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Checking Daily data file for symbol ESH18 for the date range from 2017-12-07 to 2018-03-08. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Skipping checking Intraday data file for symbol F.US.EPM18 since download was already done in last 24 hours. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Checking Daily data file for symbol ESM18 for the date range from 2018-03-08 to 2018-06-07. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Skipping checking Intraday data file for symbol F.US.EPU18 since download was already done in last 24 hours. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Checking Daily data file for symbol ESU18 for the date range from 2018-06-07 to 2018-09-13. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Skipping checking Intraday data file for symbol F.US.EPZ18 since download was already done in last 24 hours. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Checking Daily data file for symbol ESZ18 for the date range from 2018-09-13 to 2018-11-20. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Price data for daily data file ESZ18.dly. Date: 2018-09-13, Price: 291025. Date: 2018-11-20, Price: 264375 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Price data for daily data file ESU18.dly. Date: 2018-06-07, Price: 277600. Date: 2018-09-12, Price: 288850 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Price data for daily data file ESM18.dly. Date: 2018-03-08, Price: 274425. Date: 2018-06-06, Price: 277225 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Price data for daily data file ESH18.dly. Date: 2017-12-07, Price: 264225. Date: 2018-03-07, Price: 272325 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Price data for daily data file ESZ17.dly. Date: 2017-09-07, Price: 246475. Date: 2017-12-06, Price: 262925 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Symbols used for continuous contract chart: | 2018-11-20 15:46:09 ESZ17 | 2018-11-20 15:46:09 ESH18 | 2018-11-20 15:46:09 ESM18 | 2018-11-20 15:46:09 ESU18 | 2018-11-20 15:46:09 ESZ18 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Checking for volume based rollover dates. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Volume based rollover from F.US.EPZ17 to F.US.EPH18 occurs at 2017-12-08 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Volume based rollover from F.US.EPH18 to F.US.EPM18 occurs at 2018-03-12 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Volume based rollover from F.US.EPM18 to F.US.EPU18 occurs at 2018-06-11 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Volume based rollover from F.US.EPU18 to F.US.EPZ18 occurs at 2018-09-14 | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Performing continuous futures contract back adjustment calculations. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPZ17 Open price on 2017-12-08 is 263950. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPH18 Open price on 2017-12-08 is 264225. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPZ17 price difference to F.US.EPH18 is 275. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPH18 Open price on 2018-03-12 is 278400. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPM18 Open price on 2018-03-12 is 278875. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPH18 price difference to F.US.EPM18 is 475. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPM18 Open price on 2018-06-11 is 277100. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPU18 Open price on 2018-06-11 is 277675. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPM18 price difference to F.US.EPU18 is 575. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPU18 Open price on 2018-09-14 is 290475. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPZ18 Open price on 2018-09-14 is 290950. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | F.US.EPU18 price difference to F.US.EPZ18 is 475. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Back adjust amount for symbol F.US.EPZ17 is 1800. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Back adjust amount for symbol F.US.EPH18 is 1525. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Back adjust amount for symbol F.US.EPM18 is 1050. | 2018-11-20 15:46:09 F.US.EPZ18 [CBV] 1 Day #1 | Back adjust amount for symbol F.US.EPU18 is 475. | 2018-11-20 15:46:09 |
| [2018-11-21 02:07:42] |
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Either you did not follow the instructions or there is a problem with the Symbol Settings. Did you download data for all contract months by selecting all contract months? And did you do this in the main instance of Sierra Chart? And not a sub instance. We want you to perform a Full Reset of the Symbol Settings: https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#FullResetSymbolSettingsSteps 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 |
| [2018-11-21 14:39:18] |
| distilledmatt - Posts: 10 |
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I followed all steps for the main instance and the "effected" sub instance, and I made sure to select all months each time. Alas, I noticed the "Full Reset" while doing so, but decided it would be best to go back to you first. Fingers crossed!
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| [2018-11-21 17:30:54] |
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Okay, so after you did a Full Reset of the symbol settings and re-downloaded for all contract months, do you still see an issue with the back adjustments? First re-download the data in the main instance. 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: 2018-11-21 17:31:24
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| [2018-11-21 21:43:18] |
| distilledmatt - Posts: 10 |
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Success! Full Reset and then delete & dl all contracts worked. Had to do for main instance and then the effected instance. Thanks for the help!
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