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Date/Time: Mon, 29 Apr 2024 12:55:05 +0000



Write Bar and Study Data not updating last bar for historical charts

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[2020-04-27 12:59:04]
User291310 - Posts: 10
I am using Write Bar and Study Data to file for $VIX daily historical.

For some reason, I am not getting the last bar daily close OHLC values saved in the file even though it shows on the chart. For example, on Monday I am still getting Thursday's close data. Same problem applies for other symbols that use SC Historical data.

I have tried everything that is documented here: Historical Chart Prices
particularly changing start New Daily Bar At Session start to yes which still doesn't resolve the issue.

If I use Edit >> Export Bar and Study Data to Text File, it works fine and outputs all the data that is showing on the chart.

Can you kindly provide a solution to this problem please as I am completely stuck?
[2020-04-27 21:15:05]
Sierra Chart Engineering - Posts: 104368
What you are describing is normal behavior for this study. Refer to the documentation here, in particular the 4th paragraph from the top that describes this:
Write Bar and Study Data To File
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:
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[2020-04-28 06:38:10]
User291310 - Posts: 10
Hi, yes I did read that part of documentation as well. I think I must have not made myself clear enough.

As per documentation, a new bar should be saved at evening end date settings of the global symbol settings. In case of historical data coming from sierra historical servers, this is not happening for some reason. For example today is Tuesday, I would expect to have Monday's OHLC data written at 23:59:59 but this is not happening. Today (Tuesday) not even Friday's bar was written automatically at 23:59:59. I had to refresh the chart manually in order to get OHLC of 2 days ago which doesn't sound right as I need to have the OHLC available of previous day's close.

Could this be a data issue in that you are not automatically refreshing historical charts with data coming from your historical servers?

Why isn't Monday's bar marked as complete because it's past the symbol's Evening End Time?

I need a way to have the $VIX data by end of day. For other contracts it seems to be saving by Evening End Time but not for historical data coming from your servers.

I would appreciate your guidance as I am completely stuck on this.
Date Time Of Last Edit: 2020-04-28 06:40:34
[2020-04-29 23:54:28]
Sierra Chart Engineering - Posts: 104368
The documentation does not say this.

Please read it again:
Write Bar and Study Data To File

You will need to modify the study to meet your requirements. We did some updates to the page to explain what you need to do for 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: 2020-04-29 23:54:44
[2020-05-01 08:27:01]
User291310 - Posts: 10
Thanks for your reply.

1) Can you kindly answer why some contracts are working fine ie, observing the evening session end time (e.g.) ES and writing on close of market and others like $VIX aren't? Is it because $VIX is coming from sierra chart historical servers?

2) The documentation says that the last bar isn't written until next open which is what I am currently trying to resolve. This is not actually true because for some contracts it is working and for others it isn't so I would appreciate if you can shed some light on this. Why can't you always save at session time end? It doesn't make sense for me to do this manually using the edit menu as you are suggesting. I am not asking for much for data to be available at market close. Can I pay for this to be done please?

Thank you for your help.
[2020-05-05 12:55:47]
Sierra Chart Engineering - Posts: 104368
We definitely cannot provide any further help and very last bar in the chart is not written with the Write_Bar_and_Study_Data_To_File study and we cannot accept what you are saying.
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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