Login Page - Create Account

Support Board


Date/Time: Sun, 05 May 2024 13:50:28 +0000



Switched Data Provider, Daily Chart Is Now Confusing and Different

View Count: 1091

[2019-08-01 21:41:23]
User585019 - Posts: 27
Hello,

Today I switched from DTN/IQ Feed as my provider to Rithmic. Most of my chart drawings and analysis levels were fine after the transition, but my daily chart is so different, and I cannot figure out why. I deleted and downloaded the data multiple times. I've tried adding days and reviewing the settings for my chart. Yet it's all so different. What do I need to check?


The studies I'm using are the same for the chart, just different data providers, and the studies yield very different results. Here is an image from DTN which had been my data provider up until today.
http://www.sierrachart.com/image.php?Image=1564695261392.png


Here is the same chart now with Rithmic. I just changed the symbol. You'll see where the Yearly vwap, both last year and this year so far, have very different levels, most notably last year's extended value area.

http://www.sierrachart.com/image.php?Image=1564695574340.png


Hopefully it's an easy fix. Look forward to hearing back. So far, I haven't noticed big differences on the intraday charts, but if there is a common error that shows up, or advice you have about switching data providers, please let me know.

Thanks in advance.
[2019-08-02 05:04:26]
Sierra Chart Engineering - Posts: 104368
You need to set that chart that you are using with Rithmic to 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
Date Time Of Last Edit: 2019-08-02 05:06:20
[2019-08-02 15:41:52]
User585019 - Posts: 27
I did set that to Continuous Contract (based on Volume Rollover). However, checking with a few other traders in my group, their levels are still different than mine, but all the same amongst themselves. Here are the comparisons again.

http://www.sierrachart.com/image.php?Image=1564760440692.png


I don't know if you can check this, but my chart is also only show "CV" in the upper right, even though my settings are for "CBV" Continuous Contract Based on Rollover. I've even saved the new settings and shut down Sierra and restarted it to see if that makes a difference in addition to deleting and downloading data.


On this topic, when I change the settings, I delete and download data for the chart, with the idea to "reset" the chart with the new data. For Rithmic, I have to "Select All" contracts that come up on a list for me. I notice that some of these contracts go beyond the date settings for the chart. Does this make a difference?
[2019-08-03 12:16:45]
Sierra Chart Engineering - Posts: 104368
That chart is not back adjusting the contracts. Make sure you set the Continuous Contract option in the Chart Settings to one of the back adjusted options:
Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options

It clearly is not set to one of them.

I notice that some of these contracts go beyond the date settings for the chart. Does this make a difference?
No.
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: 2019-08-03 12:18:39

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account