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Date/Time: Tue, 06 Dec 2022 06:56:34 +0000



R2000 Mini Charts Problem

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[2014-06-12 13:29:08]
eagle - Posts: 92
Recently I've been having trouble with Russell 2000 Mini futures charts. Today I rolled over to September and I can't get a proper chart. It's hard to explain what is happening from what I'm seeing. For one thing, the back-adjusted continuous feature doesn't seem to be working at all.

I'm using AMP/TTNet with SC RT Data for CME only on Version 1146. I'm not subscribed to the Russell through SC RT.

Attached is a chartbook with one intraday TF chart. What other information do you need to help me with this?

Edited post and added an image of the chart as it displays on my computer.

Another edit: An R2000 TradeDOM is completely blank, not even any grid lines. When I change it back to the June contract, it is still blank.

Another edit: I don't seem to be getting any data for the YM September contract from SC RT feed.

Another edit: The YM September contract from SC RT feed seems to be working now.
Date Time Of Last Edit: 2014-06-12 14:21:47
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attachmentR2000Test.cht - Attached On 2014-06-12 13:40:40 UTC - Size: 19.64 KB - 275 views
imageR2000Test.png / V - Attached On 2014-06-12 13:40:48 UTC - Size: 15.48 KB - 288 views
[2014-06-12 14:34:19]
eagle - Posts: 92
Software version: 1146 | 2014-06-12 10:31:40
Usage end date: 2014-06-25 | 2014-06-12 10:31:40
Enabled for: Advanced Features. | 2014-06-12 10:31:40
Enabled for: Sierra Chart Historical Data Service. | 2014-06-12 10:31:40
Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2014-06-12 10:31:40
Enabled for: CME, CBOT, NYMEX, COMEX exchanges. | 2014-06-12 10:31:40
Enabled for: CBOE INDEXES exchange. | 2014-06-12 10:31:40
Received 1 data feed usernames. | 2014-06-12 10:31:40
Allow Support for Sierra Chart Data Feeds is enabled. | 2014-06-12 10:31:40
Active service: AMP/TTNet | 2014-06-12 10:31:40
Time Zone: -04:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2014-06-12 10:31:40
2014-06-12 10:31:40 Local computer clock time | 2014-06-12 10:31:40
2014-06-12 14:31:40 GMT time | 2014-06-12 10:31:40
2014-06-12 10:31:40 Time zone adjusted time | 2014-06-12 10:31:40
Time difference to server time: 2 seconds. | 2014-06-12 10:31:40
Program path: C:\SierraChart\ | 2014-06-12 10:31:40
Data Files path: C:\SierraChart\Data\ | 2014-06-12 10:31:40
OS Version Number: 5.1 | 2014-06-12 10:31:40

Checking for new symbol settings for tt | 2014-06-12 10:31:40
Symbol settings are up-to-date for tt | 2014-06-12 10:31:40
Skipping checking of large intraday data files because of weekday and option to only move out data only on weekends is enabled. | 2014-06-12 10:31:42

AMP/TTNet: Connecting. | 2014-06-12 10:31:51
Starting the Price Feed session. Connecting to 12.41.48.53 port 10501... | 2014-06-12 10:31:51
The network socket is connected. | 2014-06-12 10:31:51
TT FIX Data: Sending the Logon message. | 2014-06-12 10:31:51
TT FIX Price Feed session connected. | 2014-06-12 10:31:51
AMP/TTNet: Starting the Orders session. Connecting to 12.41.48.53 port 10500... | 2014-06-12 10:31:51
The network socket is connected. | 2014-06-12 10:31:51
TT FIX Trading: Sending the Logon message. | 2014-06-12 10:31:51
TT FIX Orders session connected. | 2014-06-12 10:31:52
AMP/TTNet: Connected. | 2014-06-12 10:31:52
TT Gateway Status: Price server for the CME-A exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Order server for the CME-A exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Fill server for the CME-A exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Price server for the CME exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Order server for the CME exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Fill server for the CME exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Price server for the Eurex-B exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Order server for the Eurex-B exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Fill server for the Eurex-B exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Price server for the Eurex-C exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Order server for the Eurex-C exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Fill server for the Eurex-C exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Price server for the ICE_IPE-A exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Order server for the ICE_IPE-A exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Fill server for the ICE_IPE-A exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Price server for the ICE_IPE exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Order server for the ICE_IPE exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Fill server for the ICE_IPE exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Price server for the TTSIM exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Order server for the TTSIM exchange is Open | 2014-06-12 10:31:52
TT Gateway Status: Fill server for the TTSIM exchange is Open | 2014-06-12 10:31:52
Date rule based rollover from R2000 Ind Mini-Jun14-ICE_IPE to next contract occurs at 2014-06-12 | 2014-06-12 10:32:32
Date rule based rollover from R2000 Ind Mini-Sep14-ICE_IPE to next contract occurs at 2014-09-11 | 2014-06-12 10:32:32
Checking Intraday data file for symbol R2000 Ind Mini-Jun14-ICE_IPE for the date range from 2014-03-13 to 2014-06-12 | 2014-06-12 10:32:32
Checking Daily data file for symbol RJM14 for the date range from 2014-03-13 to 2014-06-12 | 2014-06-12 10:32:32
Checking Intraday data file for symbol R2000 Ind Mini-Sep14-ICE_IPE for the date range from 2014-06-12 to 0 | 2014-06-12 10:32:32
Checking Daily data file for symbol RJU14 for the date range from 2014-06-12 to 0 | 2014-06-12 10:32:32
Symbols used for R2000 Ind Mini-Sep14-ICE_IPE continuous contract chart: | 2014-06-12 10:32:32
R2000 Ind Mini-Jun14-ICE_IPE | 2014-06-12 10:32:32
R2000 Ind Mini-Sep14-ICE_IPE | 2014-06-12 10:32:32
R2000 Ind Mini-Sep14-ICE_IPE [CB] 1 Min #1: Performing continuous futures contract back adjustment calculations. | 2014-06-12 10:32:32
R2000 Ind Mini-Sep14-ICE_IPE [CB] 1 Min #1: R2000 Ind Mini-Jun14-ICE_IPE Open price on 2014-06-12 is 1166.1. | 2014-06-12 10:32:32
R2000 Ind Mini-Sep14-ICE_IPE [CB] 1 Min #1: R2000 Ind Mini-Sep14-ICE_IPE Open price on 2014-06-12 is 1161.1. | 2014-06-12 10:32:32
R2000 Ind Mini-Sep14-ICE_IPE [CB] 1 Min #1: R2000 Ind Mini-Jun14-ICE_IPE price difference to R2000 Ind Mini-Sep14-ICE_IPE is -5. | 2014-06-12 10:32:32
R2000 Ind Mini-Sep14-ICE_IPE [CB] 1 Min #1: Back adjust amount for symbol R2000 Ind Mini-Jun14-ICE_IPE is -5. | 2014-06-12 10:32:32
AMP/TTNet - Starting real-time market data updates for: R2000 Ind Mini-Sep14-ICE_IPE. ID: 1 | 2014-06-12 10:32:33
Requesting market data for R2000 Ind Mini-Sep14-ICE_IPE. Depth levels: 1 | 2014-06-12 10:32:33
HD Request # 2 - Downloading Intraday chart data for R2000 Ind Mini-Sep14-ICE_IPE to the file R2000 Ind Mini-Sep14-ICE_IPE.scid. Service: ttamp | 2014-06-12 10:32:33
HD Request # 2 - Download start Date-Time: 2014-06-12 10:27:39.0 | 2014-06-12 10:32:33
HD Request # 2 - Using server: ttamp.sierracharts.com port 10149 | 2014-06-12 10:32:33
Resolved address ds3.sierracharts.com to IP 65.182.172.164 | 2014-06-12 10:32:33
The network socket is connected. | 2014-06-12 10:32:33
HD Request # 2 - Sending historical data logon request message. | 2014-06-12 10:32:33
HD Request # 2 - Requesting Intraday data. Start Date-Time: 2014-06-12 10:27:39. Record interval: 1 . Symbol: R2000 Ind Mini-Sep14-ICE_IPE | 2014-06-12 10:32:34
HD Request # 2 - Decompressing data. | 2014-06-12 10:32:34
HD Request # 2 - Receiving Intraday data for R2000 Ind Mini-Sep14-ICE_IPE starting at 2014-06-12 10:27:39 | 2014-06-12 10:32:34
HD Request # 2 - Timestamp of first Intraday data file record written: 2014-06-12 10:27:39 | 2014-06-12 10:32:34
Socket has been shutdown and closed. | 2014-06-12 10:32:34
The network socket for historical data has been closed. | 2014-06-12 10:32:34
HD Request # 2 - Received 108 records from 2014-06-12 10:27:39 to 2014-06-12 10:32:30 (4.9 minutes) and wrote 108 records for R2000 Ind Mini-Sep14-ICE_IPE | 2014-06-12 10:32:34
HD Request # 2 - Intraday download COMPLETE for R2000 Ind Mini-Sep14-ICE_IPE. Completion time: 1s | 2014-06-12 10:32:34
Real-time Intraday chart data file updates started for R2000 Ind Mini-Sep14-ICE_IPE | 2014-06-12 10:32:34


[2014-06-12 15:15:00]
eagle - Posts: 92
Now, no data is being received for YM September contract, and no depth of market info.

Edit: I just now disconnected from data feed and reconnected. That caused data to start flowing for YM September contract.
Date Time Of Last Edit: 2014-06-12 15:45:43
[2014-06-12 16:39:37]
Sierra Chart Engineering - Posts: 104293
We do not see any problem with the historical data for R2000 Ind Mini contracts on the server. However, continue to use the June contract since that is the most active. Refer to help topic 7 for the missing data problem:
http://www.sierrachart.com/index.php?l=doc/helpdetails7.html

Not sure why you would have a problem with the YM . Confirm that you see a [M] indicator after the symbol on the chart. We also recommend staying with the June contract for 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
Date Time Of Last Edit: 2014-06-12 16:41:31
[2014-06-12 17:25:34]
eagle - Posts: 92
I found the problem with the R2000 Ind Mini. I had set the global session start time at 18:00:00 a few days ago when I discovered that trading started at 6PM on Sundays (instead of 8PM like on other days). The session end time was also set at 18:00:00. The global session start and end times being the same caused my problem with the charts. So, I have now set the end time to 17:59:59 and the problem is solved.

Sorry about causing you extra work.

Yes, I have the "[M]" in the title bar of the September YM.

Thanks for the suggestion on rollover. Volume is really weak in the September contract. Maybe what I saw with the YM was caused by a lack of available data. Whatever it was, it's OK.

Thanks!

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