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Direct MessagesDate/Time: Fri, 19 Apr 2024 21:14:04 +0000
Odd historical daily chart data (high and low duplicated to next day)
View Count: 671
| [2020-07-16 23:39:46] |
| User790545 - Posts: 41 |
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Hello, I followed the instructions on https://www.sierrachart.com/index.php?page=doc/helpdetails12.html#h12.6 to get the next daily bar to line up with CME market open however I'm getting odd length bars right at market open that obviously don't coincide with the current intraday action until I click on "edit --> delete all data and download". It looks like the high and low of the previous day gets duplicated to the high and low of the current day. Pictures attached before and after deleting the data. Please advise. |
 M6BU20_FUT_CME [C-D][M] Daily #4 2020-07-16 before.png / V - Attached On 2020-07-16 23:36:44 UTC - Size: 36.14 KB - 256 views M6BU20_FUT_CME [C-D][M] Daily #4 2020-07-16 after.png / V - Attached On 2020-07-16 23:36:53 UTC - Size: 36.51 KB - 224 views |
| [2020-07-17 00:27:33] |
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Tell us the exact Values for the settings that you used that are specified in Section 12.6.
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 |
| [2020-07-17 02:15:35] |
| User790545 - Posts: 41 |
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Picture attached. This is the only setting I switched over for the symbols of interest.
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| 20200716 - Symbol settings.PNG / V - Attached On 2020-07-17 02:14:47 UTC - Size: 210.71 KB - 215 views |
| [2020-07-17 05:20:23] |
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Tell us the symbol (one symbol only). Tell us the exact time and time zone when you see the new chart bar appear and then also go to Window >> Current Quote Window and provide us the Open, High and Low values you see at that time.
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: 2020-07-17 05:20:29
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| [2020-07-17 05:36:05] |
| User790545 - Posts: 41 |
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Okay, we'll have to wait until tomorrow.
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| [2020-07-22 01:12:01] |
| User790545 - Posts: 41 |
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I wasn't around to see the next bar pop up but it'll do so either at 5p or 6P EST. At about 905p EST, I've attached a picture of the "current quote window" and the compact tool's output while hovering on the chart. As seen in the picture, the high low is duplicated with yesterday's high low.
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| 20200721 - SC MESU2020 Duplicate High Low.PNG / V - Attached On 2020-07-22 01:10:44 UTC - Size: 37.18 KB - 226 views |
| [2020-07-23 18:53:48] |
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We will monitor for this, this evening. We think we know why there might be an issue and what to do to resolve. We probably just have to ensure a new bar does not start until there is a new trade and the daily high/low values have reset. Although there really should not be an issue. 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 |
| [2020-07-23 19:22:13] |
| User790545 - Posts: 41 |
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Thanks. I saw it last night again on MES. Odd thing is, some of the other symbols I'm monitoring don't have the issue.
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| [2020-07-26 03:02:54] |
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We really did not consider the obvious here. The new trading day for all CME symbols is going to begin at 18:00. So the Intraday Session Times in the Symbol Settings need to correspond with that but they do not for MES. The Evening Start Time is 16:15. You will need to set the Evening Start Time to 18:00 in the Symbol Settings for that symbol and all symbols you are using the Start New Daily Bar at Session Start option with. 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 03:04:01
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| [2020-07-26 04:15:55] |
| User790545 - Posts: 41 |
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Ok, will try this (however it was odd because I had the problem on multiple symbols [M6A/M6B with pictures to prove it] that had the correct session time...pulled from symbol settings). How come the symbol settings for MES differ from MYM and MNQ with the Denali feed? From my notes, Denali symbol settings for MES start time actually lines up with the CQG feed (16:15). M2K has the same setting (16:15). Out of curiosity, where do these values come from? Denali symbol settings for MNQ and MYM session start times are 18:00, which is different from CQG and Denali MES but the same as TradingView. |
| [2020-08-02 21:15:16] |
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We have implemented a new Symbol Setting related to this and we are updating Symbol Settings files with the proper start time for daily bars based upon the symbol. Updating of Symbol Settings files will take a few more days. We are releasing version 2144 which has support for the new setting.
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: 2020-08-02 21:15:56
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| [2020-09-15 22:49:59] |
| User790545 - Posts: 41 |
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Hello, I upgraded to 2168, updated the symbol settings and am still getting the same session start time (9:30:00), session end time (16:14:59), evening start time (16:15:00) and evening end time (09:29:59) for MES and M2K. It seems like the daily high low duplication issue is not there anymore but the symbol session times are still the same.
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| [2020-09-16 20:02:45] |
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Yes those are the session times that Sierra Chart consistently uses for the CME stock index futures. If you want to change them, you can do that through Global Symbol Settings: Global Symbol Settings 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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