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Direct MessagesDate/Time: Wed, 24 Apr 2024 14:11:39 +0000
HKFE Historical daily data issue since 19 November
View Count: 609
| [2020-11-27 19:44:20] |
| User13668 - Posts: 291 |
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Historical Daily data on HKFE (at least for HSI and HHI) will not download since 19 November - see attached screen shot for SC error message that flashes up when I try to download data using Edit > Download Data - Historical Data. Intraday data is fine and I can trade just fine so it is nothing to do with me not being authorised for that exchange. I am running SC v2092 with CQG data via AMP as broker and as I mentioned everything is fine up to and including 19 November for Historical and there are no issue at all with Intraday or trading. |
 SC HKFE.PNG / V - Attached On 2020-11-27 19:42:36 UTC - Size: 106.73 KB - 166 views |
| [2020-11-28 07:46:07] |
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This daily data for this exchange is now only going to be available from CQG. Not from the Sierra Chart Historical Data Service. Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings After that select this menu command: Edit Menu: Edit >> Download Data For All Historical Charts 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: 2020-11-28 07:47:50
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| [2020-11-28 19:08:17] |
| User13668 - Posts: 291 |
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Unfortunately that has made no difference - although the error message when attempting the download no longer appears. Is it possible it is something to do with it being the weekend and perhaps CQG historical data servers are down during the weekend (I do have a green connection status to CQG though)? EDIT: actually there does appear to be a problem with Intraday data as well. But only for the 20th and 23rd of November where there is way too low volume and huge gaps between price bars. This is about the date of rolling from November to December contract. The price patterns make it look as though on these two dates only the last couple of days of November contract are included, but not December data for those 2 days or vice versa ( I am using Volume adjusted continuous contract). I have deleted and downloaded data and it makes no difference. It seems interesting that the 19th was also the last date for daily historical data as per op in this thread. Date Time Of Last Edit: 2020-11-28 23:13:42
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| [2020-11-29 20:02:28] |
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This means the data is now coming from CQG: although the error message when attempting the download no longer appears.
We do not provide any support for CQG data. We did look carefully at the historical data handling with CQG in relation to this issue and we did not identify any problem. So we do not see how we can help with it. Although do update to the very latest version of Sierra Chart to have the latest CQG historical data support: Software Download: Fast Update Since CQG only provides data for current futures contracts you cannot use the Continuous Futures Contract feature in Sierra Chart reliably with CQG. It is going to be unreliable and unsupported. 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: 2020-11-29 20:04:11
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| [2020-12-04 20:05:17] |
| User13668 - Posts: 291 |
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Downloaded the latest version (2206) and followed your steps above to reset the CQG symbols and data. But still no luck. There is no Historical Daily Data for HKFE contracts after 19 November?? This is the case even if I turn off Continuous Contracts and again follow your steps above. I thought I saw a post from SC yesterday in another thread saying something about you were now going to maintain CQG Historical daily data at least initially post January 2021, but now I cannot find that post. |
| [2020-12-05 11:29:21] |
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It later occurred to us, that you really should and can subscribe to the Sierra Chart Exchange Data Feed for reliable HKFE data since we do offer that exchange directly: Sierra Chart Exchange Data Feed And activate the Hong Kong Futures Exchange. You will then have complete and reliable historical data. We cannot help with CQG data. Let us know if you will be using our data feed because we need to make a change to support the historical daily data from the HKFE from our data feeds, when using CQG. Our data provider for this particular exchange, Barchart, will not provide this HKFE historical daily data without being enabled for the Sierra Chart Exchange Data Feed. 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: 2020-12-05 11:36:03
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| [2021-01-02 22:22:29] |
| User13668 - Posts: 291 |
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Hi SC, I know you dont provide support for CQG Historical data anymore. But I still struggle to understand why I get no Daily Historical data for the HKFE symbols since 19 November. I am with AMP as a broker and I get Eurex Daily Historical data so I know I am authorised for CQG historical data. So given, you no longer provide the support can you please give me the contact details of the most relevant person at CQG I can contact to understand why Daily Historical data for HKFE is not flowing into my SC when Eurex equivalent data does. (If you dont wish to put the contact details in a public forum you can email me instead) Thanks |
| [2021-01-04 03:03:41] |
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We need to first identify exactly what the technical problem is. Follow the instructions below. Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Fully re-download the data in the chart by going to the chart and selecting "Edit >>Delete All Data and Download". After about 20 seconds provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog 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: 2021-01-04 03:04:01
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| [2021-01-04 16:53:00] |
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We can now provide you the Hong Kong futures exchange data from our own historical data services if you activate one of the Sierra Chart data feeds but you do not need to activate the exchange fee. Refer to: Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG | Post: 246142 This is supported for historical Daily data right now and will be supported historical Intraday data later in the week. 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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