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Direct MessagesDate/Time: Sun, 19 May 2024 10:07:12 +0000
Total Volume & Open Interest
View Count: 933
| [2021-06-07 15:17:24] |
| User875622 - Posts: 17 |
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I have been using the -T function behind a symbol to obtain total instrument volume and open interest and it was working - to a point. It has stopped working. I use this data. For example; I chart KEU21-CBOT in a chartbook and use KEU21-T in a separate chart in that chartbook to obtain Total Vol & OI for all monthly contracts for that instrument (KE). It has been working, until a few days ago; the last day I have that data for is 26 May'21. When I use Delete & Download it will go backwards in date to the date I select and remove the total contract numbers and replace them with the individual contact numbers every time I do delete and dl. If I use the front month (KEN21) it makes no difference. I also use this for ICE/US contracts CC and CT with the same result. And, by the way, the numbers supplied by Sierra for the ICE contracts don't match the exchange provided numbers. They are close, but are not the exchange supplied numbers - and this takes into account the time when ICE releases those numbers which is the next morning. What's the fix, please? How do I get those numbers back? Thanks |
| [2021-06-08 07:03:16] |
| Sierra_Chart Engineering - Posts: 14423 |
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We have looked into this and identified the problem. However, the use of -T really is not properly compatible with how Sierra Chart manages symbols now. It is out of date. In the next release, there will be this new setting that you will need to set to Yes: Global Settings >> Data/Trade Service Settings >> Common Settings >> Download Total Volume for All Contracts for Futures Daily Data In cases where you do not want to use it for some symbols, just install another installation of Sierra Chart and set it as you require: Using Multiple Data and Trading Services at the Same 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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-14 02:37:22] |
| User875622 - Posts: 17 |
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Will this apply to only daily data and not intraday? Under this new version will intraday charts show individual contract volume? When will this happen? I use total volume and total open interest in my analysis. Thanks. |
| [2021-06-14 17:21:41] |
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Yes it only applies to Historical Daily charts. This version is out now. Update to the latest prerelease: 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 |
| [2021-06-15 13:39:39] |
| User875622 - Posts: 17 |
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Updated to the pre-release and now some intraday charts are not updating. My service includes real time ICEUS daily and intraday data and those are fine. The delayed CBOT intraday is not updating. CBOT daily is updating. Intraday charts are not. KEU21-CBOT[M] not updating. version 2273 64 bit (37738M) |
| [2021-06-15 16:51:42] |
| John - SC Support - Posts: 31704 |
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Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Open a chart for the symbol you have an issue with. Tell us that symbol of the chart. Disconnect from the data feed with "File >> Disconnect". Connect to the data feed with "File >> Connect to Data Feed". After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
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