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Date/Time: Thu, 09 Apr 2020 20:19:34 +0000



Continuous Futures Contract issue

[2014-01-07 02:17:08]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
Hello SC Support

v1072
CTS T4
6E

1. an intraday chart 180 days
2. Continuous Futures Contract set to Date Rule Rollover
3. save all and exit SC
4. start SC and load that chartbook or open that chart again

SC starts to download the historical data as it has no data at all.
HD Request * does the job again /looks like it requests the data from the historical server but not from *.scid/
[2014-01-07 03:06:02]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
We see the problem. We are solving this now.
Sierra Chart Support - Engineering Level

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[2014-01-07 03:14:55]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
Actually further testing shows that this problem was already resolved.

Can you confirm what version you are running. And when you select Chart >>Reload and Recalculate, do you notice the historical Intraday data gets downloaded again for at least one of the contracts?
Sierra Chart Support - Engineering Level

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[2014-01-07 03:38:55]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

ver 1072

yes. it still starts to download the hist data again when the chart was opened again

Can you confirm what version you are running. And when you select Chart >>Reload and Recalculate, do you notice the historical Intraday data gets downloaded again for at least one of the contracts?

yes it is. I opened a chartbook and then I did Chart >>Reload and Recalculate

the log and the chartbook are attached
also it was sent for analysis

Private File
Private File
[2014-01-07 09:59:45]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
We found the problem. This has to do with when downloading historical data from the CTS T4 system. This is going to be resolved in our next release.
Sierra Chart Support - Engineering Level

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[2014-01-07 10:36:35]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

Is there an eta?

ty
Date Time Of Last Edit: 2014-01-07 10:36:54
[2014-01-07 10:40:21]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
About 8 hours. We cannot to a release now because we have to finish some other development.

Please see this posting:
https://www.sierrachart.com/SupportBoard.php?ThreadID=4926

You should be able to temporarily solve this.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2014-01-07 10:40:34
[2014-01-07 12:00:11]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

You should be able to temporarily solve this

Nope. It doesn't help.

Also I was asking you not for myself only.

We are waiting for the fix.

TY.
[2014-01-07 18:24:17]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
Version 1073 has been released.

We apologize for the delay. If you still have difficulty, let us know. But our testing shows that this should work properly now for CTS T4.


However, there are going to be cases, where a re-download could occur where there is insufficient data obtained from the particular data or trading service. We do not expect this would be the case with CTS T4.

This could be the case when using Interactive Brokers and you are not using the Sierra Chart data feed. So there are some trading service data feeds, which are just not acceptable to be used with the Continuous Futures Contract feature in Sierra Chart.

If there does to continue to be a re-download problem, we will think about how to solve this. The reason this occurs is because Sierra Chart makes sure the necessary data for the chart is downloaded, and if not it will be downloaded.


Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2014-01-07 18:25:39
[2014-01-07 18:30:43]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
We have discovered a problem with CTS T4 data downloading that we need to resolve. 1073 has been pulled. Please wait.
Sierra Chart Support - Engineering Level

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[2014-01-07 18:59:24]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
Version 1074 has now been released. Everything is good now with CTS T4 data downloading.
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[2014-01-07 19:20:16]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

v1074

I can confirm the issue is still there.

Why SC removes the data from previous_contract.scid again and again?

I'm not a programmer to pour forth advices but this looks strange.

Date Time Of Last Edit: 2014-01-07 21:48:57
[2014-01-07 22:18:51]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
We are going to do more testing now.
Sierra Chart Support - Engineering Level

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[2014-01-08 03:05:16]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
Install version 1075 and let us know if you have this problem. There were some additional changes made relating to historical data downloading from CTS T4.

After the changes we made, we cannot duplicate the issue. Although we could not duplicate it earlier either.
Sierra Chart Support - Engineering Level

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[2014-01-08 03:15:58]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

I've tested v 1075 already.

Now SC doesn't remove the data from previous_contract.scid but it still downloads a previous_contract as the data is not presented

It makes the option unuseful. Is it not possible to check the latest record for the previous_contract.scid to prevent the fresh download.

Although we could not duplicate it earlier either.

Why? Are you using the live server for the tests?
Date Time Of Last Edit: 2014-01-08 03:16:36
[2014-01-08 03:31:47]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

FYI: Mirus has reverted to the pure Rithmic and they are trying to provide SC +T4 as the advanced solution for EUREX, ICE, using OCO and so on. Some reps starts to teach the customers how to use SC. At this moment of the time the unproper conditions for T4 using SC may really harm the reputation, imho.

With best regards.
Date Time Of Last Edit: 2014-01-08 03:42:49
[2014-01-08 03:45:32]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
We are aware of what Mirus is doing and we have also contacted Cunningham Trading Systems about their historical data request model and have suggested critical improvements. The way it works, is not efficient.

We do take this issue seriously, and we have made changes to further improve historical data downloading from CTS T4 and correct issues which could cause data to be re-downloaded. We are doing testing on the live server.

Could you please do the following:
1. Clear the Sierra Chart message log using the Clear Log button.
2. Go to the Continuous Futures Contract chart that is causing data to be downloaded and select Chart >> Reload on the menu.

3. After all of the data downloading is done provide us a copy of the Message Log.
Sierra Chart Support - Engineering Level

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[2014-01-08 03:58:03]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

Yes. Sure.

Attached.
Private File
[2014-01-08 04:47:20]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
This log indicates you do not have the latest changes. Could you update again with Help >> Download Prerelease.
Sierra Chart Support - Engineering Level

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[2014-01-08 04:58:32]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

v1075 nonCLR was updated a moment ago Help --> Download Latest NonCLR Version

The issue is still there.

What should I do next?



Date Time Of Last Edit: 2014-01-08 04:58:46
[2014-01-08 05:52:27]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
OK, we think we see why this can still be a problem. Need some time to think through this. Should not take too long.
Sierra Chart Support - Engineering Level

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[2014-01-08 07:10:07]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
Please update again with Help >> Download Prerelease. We have implemented a temporary patch for this until we work out the details.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2014-01-08 07:10:41
[2014-01-08 08:31:35]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

I did as you said. I've updated.
Then I've opened that Chartbook9.cht and ... it downloads the data twice.

btw. how could I stop the download process?

I'll try to open a new chart and I'll let you know the result.

Thank you.
[2014-01-08 08:48:25]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

I've opened a new ticker using a new chartbook and everything looks fine.


[2014-01-08 08:54:55]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

In order to solve the problem using an old chartbook I've deleted 6E*.scid and I've opened the chartbook.

This solves the issue. I'll provide the info to other traders.

Thank you for the Perfect Support!
[2014-01-08 09:04:37]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
There will be two downloads per symbol. Once for a minute data to get more history, which will solve the original problem, and then the second time will be Tick data. This only occurs if the Intraday Data Storage Time Unit is set to 1 Tick.

This is called a multistage download. This has long been supported with CTS T4 but was not with our new FIX interface but should have been. The only difference now is that it always does it even if there is a request for less than 30 days of tick data.

What we are working on is preventing this from happening unless there is a request for more than 30 days of tick data.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2014-01-08 09:05:04
[2014-01-08 09:18:44]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

Thank you for the explanation.

You are working really hard. Will SC Team be OK, I worry ?
This policy is hard enough to have a free time.

With best regards.
[2014-01-08 23:47:32]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
We have to apologize, the patch we put in has caused unexpected problems, and historical data may not even be working properly now with CTS. We are working on all of this now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2014-01-09 06:18:16]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
Just about two more hours before we get out a new release with everything working perfect.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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[2014-01-09 06:19:50]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

It would be good.

TY.
[2014-01-09 06:36:37]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
And, we talked with CTS and they are going to implement some changes to make the process of downloading historical data more efficient for us.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2014-01-09 09:20:07]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
15 minutes away. We have completely rebuilt the multistage download code and all works perfect now. We are releasing 1076.

Will be recommending all CTS T4 users to update to this version.

This is not related to this thread, but there are further CTS FIX integration improvements we will be making in the next couple of days.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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[2014-01-09 09:46:42]
Sierra Chart Engineering - Posts: 83330 | Ending Date: 2020-06-09
1076 is released.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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[2014-01-09 10:04:24]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

wow! looks like now it works a lot faster.

Thank you very much.
[2014-01-10 00:32:37]
ganz - Posts: 965 | Ending Date: 2019-04-28 [Expired]
SC Support

there are further CTS FIX integration improvements we will be making in the next couple of days.

this is not the request but just the question:

is there any intention to add:

-- server side OCO trailing stop?

-- server side auto OCO?

Thank you.

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