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Date/Time: Fri, 29 Mar 2024 08:59:37 +0000



Missing data

View Count: 776

[2018-12-20 16:57:15]
mwnl - Posts: 29
I have loaded several years of data for CL to do a statistical analysis. I have a 60 minute chart set from 2300 to 2159.

There are several days with data missing and I am unable to determine why. For example on 25-August 2014 the first bar starts at 0200 instead of 2300.

I have tried to delete and redownload but it has had no effect.

Please can you hlep me identify the cause. in total there are 533 days that are incomplete.

Thanks
[2018-12-20 17:33:03]
Sierra Chart Engineering - Posts: 104368
What is the futures contract delivery month and year for:
For example on 25-August 2014 the first bar starts at 0200 instead of 2300.

Make sure you are using a Continuous Futures Contract chart:
Continuous Futures Contract Charts
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
[2018-12-20 17:40:03]
mwnl - Posts: 29
I am using continuous charts. With volume based rollover without back adjustment.
[2018-12-20 22:44:29]
Sierra Chart Engineering - Posts: 104368
Okay but what we need to know is the particular contract month and year where you see the mentioned missing data. To see how this can be determined, refer to:
Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months
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: 2018-12-20 22:44:56
[2018-12-21 21:55:28]
mwnl - Posts: 29
Hi there. I have checked my data, the first contract months affected are Oct-14, Aug-15, Nov-15. Thereafter every contract month until the preset includes several days with missing data.

I hope this is useful. Please let me know if you require more information from me.

Thanks
[2018-12-26 14:09:10]
mwnl - Posts: 29
Can I have an answer on this please.

Thanks
[2018-12-26 18:44:55]
Sierra Chart Engineering - Posts: 104368
We do not see any missing data for August 25, 2014 in the October CL 2014 contract which was the active contract at the time:
http://www.sierrachart.com/image.php?Image=1545849810412.png

Scroll to the chart where you see missing data and provide an image following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#Image

Make sure to follow all of those steps.
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: 2018-12-26 18:45:48
[2018-12-27 22:33:47]
mwnl - Posts: 29
Hi,
Please see the link to the image below.

http://www.sierrachart.com/image.php?Image=1545949954340.png


Thanks
[2018-12-27 22:45:11]
Sierra Chart Engineering - Posts: 104368
Specifically where is the missing data in that chart image?

We certainly do not observe any missing data on August 25, 2014.
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: 2018-12-27 22:45:18
[2018-12-27 22:53:37]
mwnl - Posts: 29
If you look closely you will see that the data for the 25th August starts at 0200. It should have started before that.
[2018-12-28 09:23:12]
Sierra Chart Engineering - Posts: 104368
Attach that chart following these instructions here:
Support Board Posting Information: Providing Chartbook with Only a Single Chart

And tell us what you have the global time zone set to:
Time Zone Setting: General Information
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: 2018-12-28 09:23:31
[2018-12-28 16:02:36]
mwnl - Posts: 29
Please see chart attached.

The global time zone is set to UTC (+0 UTC)
attachmentCL_60min.Cht - Attached On 2018-12-28 16:01:31 UTC - Size: 23.47 KB - 256 views
[2018-12-30 11:06:52]
mwnl - Posts: 29
Hi, Have you had an opportunity to review this yet? I need a resolution to this soon please.

Thanks
[2018-12-30 21:38:34]
Sierra Chart Engineering - Posts: 104368
First, it is incorrect to be using UTC for a market which has session times US central time. You must use a US time zone. There is no other possibility. Refer to:

Time Zone Setting: General Information

We take our time with these because we are quite busy and generally these are very unproductive for us to get involved with and they are time-consuming.

This is one of those cases. We have expended probably 30 minutes of time on this at a value of 100 an hour, and only telling what you are responsible for knowing and can determine by your own close examination and consultations with the exchange.

Very simply, there was little trading Sunday evening and Monday morning at that time. You do not see anything on Sunday because your session times and time zone are filtering out the Sunday trading which did occur.

And we compared the data that we have to IQ Feed, and they show the same thing. So there is no missing data. What you see is based upon the trading at the time.

The above is in reference to the October 2014 CL contract on August 25, 2014. As a matter of policy we will not look at any other contracts. Now whether the rollover Date-Time at that point in time is considered valid or not we do not know. It might not be but it is correct based upon the daily volume.
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: 2018-12-30 21:50:00

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