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Direct MessagesDate/Time: Sun, 05 May 2024 06:08:33 +0000
Bund Rollover to June 21 continuous contract
View Count: 1240
| [2021-03-05 08:17:53] |
| User634298 - Posts: 15 |
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Hi, I use the Continuous Futures Contract - Volume Based Rollover, Back adjusted setting and I see a gap between the data from the March contract and the new June contract, essentially it hasn't adjusted the prior values and is not continuous. I tried deleting a re-downloading data and I tried with unticking "Use Custom Symbol Settings Values" but can't get it fixed. Can you please help out? Thanks and apologies if I've missed something in the manuals.
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 Bund June Rollover Continuous.PNG / V - Attached On 2021-03-05 08:17:22 UTC - Size: 753.36 KB - 223 views |
| [2021-03-05 11:49:30] |
| adam84 - Posts: 2 |
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Hi, I'm also having this issue. Look forward to a response. Regards
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| [2021-03-05 13:34:03] |
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We do see this problem. It is because there is no historical Daily data available yet for EUREX from our data provider for March 5, 2021. We have to think about a solution to this. However, the problem will clear up by the end of the day. At that time reload the chart with Chart >> Reload and Recalculate. 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 |
| [2021-03-06 00:19:55] |
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Update to the latest revision of the latest prerelease following the instructions here: Software Download: Fast Update 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 |
| [2021-03-06 14:39:06] |
| User634298 - Posts: 15 |
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I am now seeing large wicks on the daily as in the attached image.
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| FGBL rollover.PNG / V - Attached On 2021-03-06 14:38:59 UTC - Size: 87.19 KB - 207 views |
| [2021-03-06 16:43:53] |
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This is not what we see: http://www.sierrachart.com/image.php?Image=1615048992167.png Remove all studies from that chart. And re-download the data: 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 |
| [2021-03-07 08:22:26] |
| User634298 - Posts: 15 |
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Thanks, I did that but still see the same thing as in my snapshot
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| [2021-03-07 13:03:59] |
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Be sure to re-download all the data for all contract months following 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: 2021-03-07 13:22:23
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| [2021-03-07 19:11:41] |
| User634298 - Posts: 15 |
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Did that and still no luck. Tried to switch to Date Rule Rollover, backadjusted and seems to have worked. Will try tomorrow again with EUREX open and let you know if Volume-Based still gives me the large wicks in data. Thanks
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| [2021-03-08 07:05:35] |
| User634298 - Posts: 15 |
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With the Date rule rollover, backadj. I have a gap and the data didn't adjust. With the volume-based, backadj. I still see the large wicks with the data even after re-downloading the data for all contract months. Any idea what else I can try? Thanks
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| [2021-03-08 10:42:38] |
| Sierra_Chart Engineering - Posts: 14224 |
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This is not making sense. There just should not be any problem at all if you re-download all the data. Can you provide us an image of the chart after removing all the studies from the chart. Instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-03-08 10:42:54
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| [2021-03-08 11:03:42] |
| User634298 - Posts: 15 |
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http://www.sierrachart.com/image.php?Image=1615201379292.png
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| [2021-03-10 19:34:21] |
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We apologize for the delay. There simply is no explanation for this. Delete all of the Intraday data files for that futures market following these instructions: Chart Data and Chart Data Files: Deleting a Chart Data 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: Sierra Chart Teton Futures Order Routing |
| [2021-03-11 06:52:44] |
| User634298 - Posts: 15 |
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Thanks. I actually saved all charts in the chartbook as single templates and reloaded all charts into a new chartbook and don't see those wicks anymore
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