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Date/Time: Sun, 28 Apr 2024 04:28:16 +0000



Continuous Futures Contract issue

View Count: 2589

[2014-01-07 02:17:08]
ganz - Posts: 1048
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: 104368
We see the problem. We are solving this now.
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
[2014-01-07 03:14:55]
Sierra Chart Engineering - Posts: 104368
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

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
[2014-01-07 03:38:55]
ganz - Posts: 1048
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: 104368
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

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
[2014-01-07 10:36:35]
ganz - Posts: 1048
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: 104368
About 8 hours. We cannot to a release now because we have to finish some other development.

Please see this posting:
Issue with New Continuous Futures Contract Feature for Some Services

You should be able to temporarily solve 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: 2014-01-07 10:40:34
[2014-01-07 12:00:11]
ganz - Posts: 1048
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: 104368
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

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: 2014-01-07 18:25:39
[2014-01-07 18:30:43]
Sierra Chart Engineering - Posts: 104368
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

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
[2014-01-07 18:59:24]
Sierra Chart Engineering - Posts: 104368
Version 1074 has now been released. Everything is good now with CTS T4 data downloading.
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
[2014-01-07 19:20:16]
ganz - Posts: 1048
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: 104368
We are going to do more testing now.
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
[2014-01-08 03:05:16]
Sierra Chart Engineering - Posts: 104368
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

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
[2014-01-08 03:15:58]
ganz - Posts: 1048
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: 1048
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: 104368
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

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
[2014-01-08 03:58:03]
ganz - Posts: 1048
SC Support

Yes. Sure.

Attached.
Private File
[2014-01-08 04:47:20]
Sierra Chart Engineering - Posts: 104368
This log indicates you do not have the latest changes. Could you update again with Help >> Download Prerelease.
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
[2014-01-08 04:58:32]
ganz - Posts: 1048
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: 104368
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

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
[2014-01-08 07:10:07]
Sierra Chart Engineering - Posts: 104368
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

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: 2014-01-08 07:10:41
[2014-01-08 08:31:35]
ganz - Posts: 1048
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: 1048
SC Support

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


[2014-01-08 08:54:55]
ganz - Posts: 1048
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!

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