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Direct MessagesDate/Time: Tue, 07 May 2024 20:28:20 +0000
Weird price scale on ES daily
View Count: 997
| [2018-12-26 20:18:34] |
| User13668 - Posts: 291 |
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Attached daily historical chart shows significantly incorrect prices/price scale. Interestingly the price for the current contract since rollover looks to be right (ie for the last 8 days). But this continuous chart is showing price values ranging from +32,000 to -18,000. I have tried deleting all historical data and reloading, deleting the relevant files from the Data sub folder and re-setting the Global Symbol settings. None of them make any difference. The ES current price on the March contract is 2427.50. [v1853, CQG data] Thanks EDIT: it is happening on all symbols from CME via CQG that I track. Have CQG done something about the price multiplier or is my historical data coming from SC/Barchart and something re the price multiplier has changed there causing an mis match between historical prices and intra day data? Date Time Of Last Edit: 2018-12-26 20:58:18
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 F.US.EPH19 [CBV] Daily #8 2018-12-26 15_07_37.826.png / V - Attached On 2018-12-26 20:17:18 UTC - Size: 41.53 KB - 249 views |
| [2018-12-26 21:42:40] |
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Not sure what would be causing that. Open a new chart and then follow these instructions: 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 |
| [2018-12-27 11:42:10] |
| User13668 - Posts: 291 |
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In simple terms that makes no difference. I think the issue is to do with decimal places in the historical data versus the real time intra day data. So the historical chart for CQG symbol for Yen for current March 19 contract (NON continuous contract) shows correct data. (chart attached) Turn same chart into a continuous contract (volume back adjusted) and the data mis matches. ie the big problem. (chart attached) I have also attached the chart of the historical data just for the current Yen contract - this seems to suggest the data is out by several decimal places ie 9080.000 should be .009080. When I attempt to delete all this data and reload it for this chart I get a yellow banner message saying 'Symbol Settings not found for current service'. I have then saved a screen grab (not attached) of all the contracts making up the continuous contract (you see this when deleting and downloading data). I can see the historical data is made up of symbol J6***. Yet in Global Symbol settings it says there is no such contract. I am stuck. I don't follow every futures contract, but it is happening for the 6J (Yen), 6E (Euro), CL (Oil) and ES (S&P). But it is NOT happening with YM (Dow) or NQ (Nasdaq). This is even though the chart set ups are identical. |
| F.US.JY6H19 Daily #1 2018-12-27 06_11_31.174.png / V - Attached On 2018-12-27 11:40:08 UTC - Size: 34.77 KB - 260 views F.US.JY6H19 [CBV] Daily #1 2018-12-27 06_12_55.213.png / V - Attached On 2018-12-27 11:40:16 UTC - Size: 36.85 KB - 277 views J6H19 Daily #15 2018-12-27 06_14_53.413.png / V - Attached On 2018-12-27 11:40:24 UTC - Size: 34.12 KB - 274 views |
| [2018-12-27 20:06:05] |
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None of this is helpful. We just need to know that it did not resolve the problem and possibly one image of the chart. This is all. It sounds like the price multiplier in the Symbol Settings has been changed. We want to understand what the reason for the problem is. Provide the GlobalSymbolSettings.XML file from the Sierra Chart installation folder following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#AttachFile 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 20:11:05
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| [2018-12-27 20:36:11] |
| User13668 - Posts: 291 |
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Okay. Attached |
Private File |
| [2018-12-27 21:42:36] |
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We observed no problems at all using your symbol settings file: http://www.sierrachart.com/image.php?Image=1545946900159.png We also checked the ES futures daily chart as well. Once again follow these instructions here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data You might want to perform a Full Reset of the symbol settings but we are testing the settings you gave us and they work perfect. No problems. 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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