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Direct MessagesDate/Time: Fri, 03 May 2024 18:25:44 +0000
Chart start time anomoly on Monday only
View Count: 836
| [2019-11-25 09:12:05] |
| User234172 - Posts: 44 |
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CQG, MJNK, 15 minute bars. Chart Start Time set to 08:45:02, which is 2 seconds after the rth market opens, exchange time On Monday only, despite the chart start time settings, a bar prints for time 08:45:00.000, it is only for 1 trade and only a few contracts. It is not a 15 minute bar per the chart settings. Then, the next bar starts at 08:45:02, per the chart settings. It is a 15 minute bar and is the correct first bar for the chart based on settings. This anomaly is even visible as a distinct volume profile when VbP Study is used. It sits between the Friday night VbP profile and the Monday rth session. See image which displays VbP and volume data for each session. - It is only visible on the chart once the rth 08:45:02 session starts. - MJNK does not have a Sunday evening session. - This anomaly is not part of the volume that happens in the 2 seconds after the rth market opens. |
 Annotation 2019-11-25 180547.png / V - Attached On 2019-11-25 09:06:05 UTC - Size: 21.11 KB - 252 views |
| [2019-11-25 13:29:31] |
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What you describe is 100% technically impossible. Provide us a screenshot of the Chart Settings window. Instructions to attach: 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 |
| [2019-11-25 23:56:32] |
| User234172 - Posts: 44 |
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Image attached. Yellow is the anomaly, maybe my error. Pink is the correct first bar. The suspected anomaly appears when "Use Evening Session" is selected. If "New Bar at Session Start" is not selected, then it goes away. The only custom setting used in the global setting is commissions. Everything else is default. |
Attachment Deleted. |
| [2019-11-28 04:08:41] |
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We will have to look into this, but allow up to 3 months. We are very busy.
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: 2019-11-28 04:08:56
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| [2020-04-27 06:40:24] |
| User745789 - Posts: 173 |
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I am encountering what may be a related problem. Every Monday morning for MJNK from CQG. No matter what Day Session start time I use. No matter what bar duration: 1, 5, 10 minutes, 1000 ticks, 5000 volume etc A first bar prints as though it is its own one-bar session that sits between Friday night session and Monday morning start. MJNK does not have a Sunday session. There is a 15 minute pre-market session for RTH (0845-0900) And time bars greater than 15 minutes produce a 1 tick bar with very small volume. See 16 minute bar image: the bar has a time stamp of 0830 Monday morning, which is out of trading hours. If I do not use Evening Session, this problem goes away. Vertical grid set to Session Start. You can see a grid line either side of the firs Monday morning session bar. One image shows 1 minute bars. The other shows 100,000 constant volume bars. It still happens if I select "Do Not Load Weekend Data". It interferes greatly with studies that count trading days (Volume by Price), even if they are set to ignore low volume days. Date Time Of Last Edit: 2020-04-27 07:07:40
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| 100000 volume.png / V - Attached On 2020-04-27 06:40:08 UTC - Size: 6.58 KB - 228 views 1minute.png / V - Attached On 2020-04-27 06:40:14 UTC - Size: 7.18 KB - 220 views 16 minute.png / V - Attached On 2020-04-27 07:07:36 UTC - Size: 6.71 KB - 208 views |
| [2020-04-29 23:52:16] |
| User745789 - Posts: 173 |
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This problem also happens when there is a mid-week holiday for the OSE in Japan, like there was this week.
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| [2020-04-29 23:59:56] |
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It is still going to be some time before we can allocate time to this.
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: 2020-07-26 02:54:24
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| [2020-05-05 02:20:06] |
| User745789 - Posts: 173 |
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Understood. Additional info: similar thing happens on Monday if I set ES with the attached session times, wrt UTC+9 time zone. Date Time Of Last Edit: 2020-05-05 02:21:32
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| settings.png / V - Attached On 2020-05-05 02:21:15 UTC - Size: 11.73 KB - 234 views |
| [2020-10-25 23:26:28] |
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We understand the reason for this issue, and we are now resolving it. As a temporary solution uncheck New Bar at Session Start. 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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