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Direct MessagesDate/Time: Sat, 18 May 2024 03:01:21 +0000
1 day chart not aggregating properly
View Count: 769
| [2021-04-29 03:51:45] |
| joshtrader - Posts: 442 |
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I purchased and loaded Mini Nikkei futures trade data from JPX. I converted the data to this CSV format: Symbol,Date,Time,Open,High,Low,Close,Volume F.US.MJNKH21,2020-12-30,07:30:01.046,27515,27515,27515,27515,393 The times are in UTC, and the formats are valid according to your spec. When I view the data using 5 minutes per bar (RTH or ETH), it looks great (see attachment). When I view the data as 1 day (1440 minutes), using RTH only, it looks great (see attachment). When I view the data as 1 day (1440 minutes), using ETH, it is very wrong (see attachment). Any ideas? I have manually examined the data and it appears to be fine. Date Time Of Last Edit: 2021-04-29 03:52:40
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 mjnk_5m.png / V - Attached On 2021-04-29 03:51:11 UTC - Size: 43.22 KB - 181 views mjnk_1d_rth.png / V - Attached On 2021-04-29 03:51:23 UTC - Size: 29.14 KB - 199 views mjnk_1d_eth.png / V - Attached On 2021-04-29 03:51:28 UTC - Size: 28.57 KB - 204 views |
| [2021-04-29 03:52:12] |
| joshtrader - Posts: 442 |
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Because I couldn't attach an additional file, here are the settings for the chart (attached).
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| mjnk_settings.png / V - Attached On 2021-04-29 03:52:08 UTC - Size: 104.39 KB - 183 views |
| [2021-04-29 14:26:07] |
| John - SC Support - Posts: 31704 |
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This is due to your data provider having a lack of historical data. The only solution is to use the Denali Exchange Data Feed. Refer to the information on this page, including the Setup Instructions: Denali Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-29 15:19:19] |
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We do not provide help with CQG data. We will not provide any further help here.
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: 2021-04-29 15:19:25
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| [2021-04-29 16:19:52] |
| joshtrader - Posts: 442 |
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It's not CQG data. It was imported from a CSV.
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| [2021-04-29 17:03:36] |
| John - SC Support - Posts: 31704 |
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When you import the data, you need to make sure you are Disconnected from the data feed. Otherwise, the data feed is going to try and fill in the data. Refer to the following: Exporting and Importing Intraday Data Files: Import and Load For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-29 18:15:27] |
| joshtrader - Posts: 442 |
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Thank you John. I did disconnect prior to importing. After importing, I think the feed automatically reconnected. I will re-import and try again. By the way, to import tick data which has a single transaction price, when I import to SC, I should be using this transaction price as the O, H, L, and C, correct?
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| [2021-04-29 18:54:10] |
| John - SC Support - Posts: 31704 |
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Yes, that would be correct.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-05-03 01:20:26] |
| joshtrader - Posts: 442 |
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I wanted to follow-up here for anyone who happens to load Nikkei CSV data from JPX. They have a very odd notation in their format which is "Make_Date" which refers to the business day. This is not the date the trade was transacted, but the business day, which goes from midnight to midnight. In short, you will see the time on the tick data roll over to midnight, but the dates do not change. I was incorrectly assigning "transaction date" to "make date" but you must use additional logic to get the actual date of the transaction. Annoying, but after doing this, the problem mentioned above goes away. This can be closed, and thanks for the help John and other SC support members. For further reference see https://www.jpx.co.jp/english/derivatives/rules/night-session/index.html
Date Time Of Last Edit: 2021-05-03 01:21:14
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