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Direct MessagesDate/Time: Sat, 27 Apr 2024 03:14:30 +0000
MJNK some daily volume missing from Historical Daily chart
View Count: 647
| [2020-06-02 02:31:53] |
| User13668 - Posts: 291 |
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I believe you obtain the daily historical data for this symbol from BarChart. As you can see in the attached Daily Chart - Region 3, that there are numerous days since the start of this calendar year where there is no daily volume (however Intraday charts are fine). Eg: 21 Jan, 19 Feb, 10 & 16 & 17 Mar. Coupled with numerous dates in Apr and May ie the problem seems to be getting worse. I have deleted all MJNK (Osaka exchange) data and reloaded with no difference. Any chance you can ask BarChart to check this on their end? Cheers http://www.sierrachart.com/image.php?Image=1591064980464.png |
| [2020-06-03 17:08:24] |
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Yes we will check on 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 |
| [2020-06-03 17:44:15] |
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The Historical Daily data does not come from Barchart, it comes from CQG and it looks as though at the time we are pulling it from CQG, the daily volume values are not given. There is another problem related to this we have discovered as well. 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: 2020-06-03 17:50:29
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| [2020-06-04 01:45:28] |
| User13668 - Posts: 291 |
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Mostly fixed (but not all, see below) - thanks. I am a little confused as you say Daily Historical comes from CQG, yet I was getting that BarChart symbol error (that lots of other threads have raised) when attempting to re download that MJNK daily data. Anyway, whatever you have done has got most of it, but see attached (Region 3) as Volume for 21 Jan and 19 Feb is still missing although Mar, Apr and May months are now complete. I have tried Edit>Download Data - Historical Charts but it did not fill those 2 gaps. Also as part of looking at this issue I noticed that ALL Daily Data (ie both price and volume) is missing for this symbol between 31 May 2019 and 13 June 2019 ie about 2 weeks. It is highlighted in the same attached chart in Region 2 where the Average Daily Range 15 (green line) creates an unrealistic blip due to the missing days. http://www.sierrachart.com/image.php?Image=1591234531816.png |
| [2020-06-05 23:42:32] |
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This is now resolved but really as of this point in time but we are not sure why some days have no volume. That would seem to be some CQG server issue but does not make sense and we cannot reproduce it when we re-download the data from their server. We were only able to fill in the volume data since March. All of the price data should now be available though but if not, not sure we can do anything about that. Follow the instructions here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data 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: 2020-06-05 23:43:11
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| [2020-07-01 21:38:58] |
| User13668 - Posts: 291 |
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Just thought I would point out June missing volume data before you lose the ability to correct it. The following dates in June have no volume on the Historical Daily chart: 8th, 9, 15, 16, 17, 23, 24 and 29th. Thanks |
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