Login Page - Create Account

Support Board


Date/Time: Fri, 07 Oct 2022 15:42:55 +0000



CTS historical data after 1107 update

View Count: 934

[2014-03-19 02:11:22]
dominikos - Posts: 106
I have updated to 1107 and switched to the new symbol definition for CL, CL.20140500.CME_NY. However, there is no history for this symbol, I don't get historical data beyond today.
[2014-03-19 02:37:06]
Sierra Chart Engineering - Posts: 104268
Should be OK. Reconnect to the data feed with the commands on the File menu.

Go to the chart and select Edit >>Delete All Data and Download.

If you are still missing data, then provide a copy of the Message Log, by following these instructions:
https://www.sierrachart.com/index.php?l=PostingInformation.php#log
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
[2014-03-20 02:36:25]
dominikos - Posts: 106
It works in version 1109.
[2014-03-20 03:55:06]
dominikos - Posts: 106
Actually, I was wrong, this is the log. My SC still shows only two days on the chart, 3/18 and 3/19.

Volume based rollover from CL.20140300.CME_NY to CL.20140400.CME_NY occurs at 2014-02-18 | 2014-03-19 22:52:47
Volume based rollover from CL.20140400.CME_NY to CL.20140500.CME_NY occurs at 2014-03-18 | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: Performing continuous futures contract back adjustment calculations. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140300.CME_NY Open price on 2014-02-18 is 100.32. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY Open price on 2014-02-18 is 100.12. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140300.CME_NY price difference to CL.20140400.CME_NY is -0.2. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY Open price on 2014-03-18 is 97.97. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140500.CME_NY Open price on 2014-03-18 is 97.46. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: CL.20140400.CME_NY price difference to CL.20140500.CME_NY is -0.50999999. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: Back adjust amount for symbol CL.20140300.CME_NY is -71. | 2014-03-19 22:52:47
CL.20140500.CME_NY [CBV] 5 Min #1: Back adjust amount for symbol CL.20140400.CME_NY is -51. | 2014-03-19 22:52:47
Socket closed. No error. | 2014-03-19 22:53:00
SSL shutdown indicates not able to send 'close notify'. | 2014-03-19 22:53:00
The SSL socket was shut down. | 2014-03-19 22:53:00
The SSL socket object has been freed. SSL state is now disconnected. | 2014-03-19 22:53:00
Socket has been shutdown and closed. | 2014-03-19 22:53:00
CTS FIX Historical Data: Socket connection was closed without any logout messages sent or received. | 2014-03-19 22:53:00
CTS FIX Historical Data: Disconnected. | 2014-03-19 22:53:00


Private File
[2014-03-20 06:56:12]
Sierra Chart Engineering - Posts: 104268
Reconnect to the data feed with the data feed connection commands on the File menu.

Follow the instructions in help topic 7.1 here:
https://www.sierrachart.com/index.php?l=doc/helpdetails7.html#RetryDownloadDataInChart

If you still do not get the data, then post a copy of the Message Log, by following these steps:
https://www.sierrachart.com/index.php?l=PostingInformation.php#log
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: 2014-03-20 06:56:49
[2014-03-22 13:19:32]
dominikos - Posts: 106
I have finally found an issue. The data is being downloaded properly, however, when I change in chart advanced settings: continuous contract from None to anything else, the first day on my chart that I can display will be 3/18. Otherwise I can see the past contract values. The contract that I currently use is: CL.20140500.CME_NY. 'Automatically Rollover Futures Symbol' checkbox seem to have no impact on this.

If this helps, I checked it with my 'production' setup which still has the old symbols from CTS, CL.CME_20140500_CLK4.CME_NY and the continuous contract, volume based rollover works fine for the same chart and goes back the expected number of days.
Date Time Of Last Edit: 2014-03-22 13:36:27
[2014-03-24 08:14:34]
Sierra Chart Engineering - Posts: 104268
In the case of the newer versions which use the new symbol format , expired futures contract data cannot be obtained. We have explained this here:
https://www.sierrachart.com/SupportBoard.php?PostID=27451#P27451

Please do not ask us when they will be supported. We do not know. This is a CTS issue and we are exceptionally disappointed with this problem with them.
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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account