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Direct MessagesDate/Time: Sat, 27 Apr 2024 02:31:21 +0000
Support request: Data issues with ES-202209-GLOBEX right now
View Count: 412
| [2022-06-13 22:33:30] |
| WheresMoney - Posts: 56 |
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On Denali feed. Charts were fine all day. On a continuous contract, the rollover was yesterday. Suddenly the chart has no data for today. Just open a chart for say 25 days, "Continuous Futures Contract - Date Rule Rollover". Data stops after 23:13 CST this sunday night, followed by starting at 15:15 CST today. So there is a gap. I did "delete and download" that did not help. Same issue in NQ too. Haven't checked other symbols yet. Kindly help thanks. Chart is fine if "Continuous Futures Contract" is not selected Froma a quick look at equities, rates, fx, metal etc. that I track, the issue of missing data is with ES & NQ only Date Time Of Last Edit: 2022-06-13 22:42:25
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| [2022-06-14 03:05:40] |
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Attach the chart that there is an issue with by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart We also need to know what the time zone is set to in Global Settings >>Time Zone Settings. 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: 2022-06-14 03:06:16
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| [2022-06-14 03:15:08] |
| WheresMoney - Posts: 56 |
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Here you go tz: Chicago (-6 CST/-5 CDT) Date Time Of Last Edit: 2022-06-14 03:33:18
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 scsupport.cht - Attached On 2022-06-14 03:14:46 UTC - Size: 2.93 KB - 99 views |
| [2022-06-14 13:27:03] |
| WheresMoney - Posts: 56 |
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Any feedback? My continuous contract charts are kinda useless right now because of the data gap and the contract roll
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| [2022-06-14 13:48:48] |
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We apologize for the delay. We will check this now.
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 |
| [2022-06-14 13:56:40] |
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We are not observing any missing data for June 13. : https://www.sierrachart.com/image.php?Image=1655214976544.png Re-download data for all contract months: 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: 2022-06-14 13:56:47
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| [2022-06-14 14:50:29] |
| WheresMoney - Posts: 56 |
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Edit >> Delete All Data And Download took care of it. Thanks.
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| [2022-06-15 07:40:02] |
| WheresMoney - Posts: 56 |
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The issue came up again, i.e. after changing the bar time period, which reloaded the chart, bars were missing between 8:30 - 15:00 cst for June 14th (not all bars but some). I did "Edit >> Delete All Data And Download" and the problem is fixed. I have a theory of what is going on. Did the roll date algorithm change recently? I remember reading something about it in one of the support board posts. I have moved on the ESU22 since monday, since U has a higher volume than M now (since monday). But in SC, according to the rollover rule "The rollover date for ES-202206-GLOBEX is Thursday, June 16, 2022." So what is happening is that at chart reload, it keeps moving the roll date forward. Right now, in my ES chart, sierra shows the roll is at the end of day of June 14th. Sep(U) already has more than double to volume of Jun(M). If the roll rule is left unchanged, I expect sierra to do this again on thursday. That is, on chart reload on thursday, it will move the roll point from eod 14th to eod 15th. Which curiously, causes missing bar issue as well, for which the only fix is "Edit >> Delete All Data And Download" So 2 issue here: A) Roll rule is wrong in a real world perspective as volume changes bigly before then. The rule now is 1 day before contract expiration day. Many brokerages would force liquidation before then, you know? B) Somehow this causes missing bars issue I set up a custom roll rule to deal with it, but I do think it should be changed by sierra Date Time Of Last Edit: 2022-06-15 07:41:50
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| [2022-06-15 09:51:07] |
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We looked into this closely and we are unable to reproduce the problem. When we opened your Chartbook this is what we saw: https://www.sierrachart.com/image.php?Image=1655286441671.png And then we change the chart bars to 5 minutes per bar and still did not see any missing bars for June 14: https://www.sierrachart.com/image.php?Image=165528664017.png We need the exact steps to reproduce. We want you to update the symbol settings: Follow the instructions here to update the Symbol Settings: Global Symbol Settings: Update Global Symbol Settings Disable use of Custom Symbol Settings Values. And at this point we would recommend using a volume-based rollover method: Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options We also see you are running an older version of Sierra Chart. Update to the current version: Software Download: Fast Update We cannot provide any support for the version you are running. 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: 2022-06-15 09:54:44
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| [2022-06-15 09:59:04] |
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We read what you wrote at post #8, and your theory about what the issue is, is correct. But we are thinking about how that problem could occur and why we were unable to reproduce. Definitely update to the current version use a volume-based rollover method and this should avoid the issue. 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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