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Direct MessagesDate/Time: Sat, 20 Apr 2024 01:51:43 +0000
CTS historical data after 1107 update
View Count: 1185
| [2014-03-19 02:11:22] |
| dominikos - Posts: 106 |
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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.
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| [2014-03-19 02:37:06] |
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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 |
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It works in version 1109.
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| [2014-03-20 03:55:06] |
| dominikos - Posts: 106 |
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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] |
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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
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| [2014-03-22 13:19:32] |
| dominikos - Posts: 106 |
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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
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| [2014-03-24 08:14:34] |
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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: Notice: CTS Trading Service Symbols | Post: 27451 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 |
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