Date/Time: Sun, 07 Aug 2022 15:30:31 +0000
Historical numbers bars data
View Count: 718
|darkpool - Posts: 39|
I've tried looking for some documentation on this but haven't had any luck so far. Up until April I was using CTS. From April onwards I have been using Rithmic.
When I made the switch to Rithmic I created new Chartbooks with the correct Rithmic symbols etc.
I've just started using Sierra's numbers bars. Looking back over several months (prior to the switch to Rithmic) I have most of my data in the numbers bars. However I noticed a few gaps in March where there wasn't any data in the numbers bars, however my charts are fine. So I did a 'Delete and Download Data' from that point onwards.
The problem is that now I have no data on my numbers bars from that point forward. Not just the gaps in March, but nothing at all from that point forward. Again, my charts are fine. It's just the numbers bars.
I did a test to just re-download all data from last Friday 16th onwards. I thought this would at least populate the numbers bars from Friday, but nothing. Below is the log.
I initially thought maybe Rithmic doesn't provide this kind of historical data, but then why would the numbers bars from before March still be populated correctly? Has it got anything to do with the fact that I use to use CTS prior to April?
(Log is not relevant and has been removed)
Date Time Of Last Edit: 2014-05-19 08:57:10
Sierra Chart Engineering - Posts: 104213
I initially thought maybe Rithmic doesn't provide this kind of historical data,Yes this is correct.
For expired futures contracts, those are downloaded from the Sierra Chart Historical Data service which does provide historical bid volume and ask volume.
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:
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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