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Date/Time: Thu, 18 Jul 2024 09:07:58 +0000



Missing data EUREX

View Count: 553

[2023-09-18 06:50:42]
User437588 - Posts: 56
Data is missing since Friday 13:00h to 22:00h.
In FDAX and FESX

I ask for examination.

https://www.sierrachart.com/image.php?Image=1695019767392.png
[2023-09-18 10:56:08]
Sierra_Chart Engineering - Posts: 15496
We are checking on this.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-18 11:22:35]
Sierra_Chart Engineering - Posts: 15496
We have thoroughly looked into this. We do not see any issue on the server.

We want you to follow the instructions here to download the missing data:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-09-18 11:22:48
[2023-09-18 12:02:19]
User120666 - Posts: 46
This info does not resolve the issue.

1) Please open a chart with symbol FDAXZ23-EUREX
2) Set the Continuous Contract to: Continuous Futures Contract - Date Rule Rollover

You will see that there is no data from 12pm until the 9pm close on Friday. If instead you do have data between 12pm and 9pm on Friday, with the above settings, please send a screenshot showing otherwise...

Here is a screenshot showing the above settings: https://www.sierrachart.com/image.php?Image=1695038716539.png
- all days showing full data (bottom time scale), except Friday which finishes at 12pm.
Date Time Of Last Edit: 2023-09-18 12:06:38
[2023-09-18 12:07:08]
Sierra_Chart Engineering - Posts: 15496
Ok so this is an issue with the continuous futures contract chart functionality.

The chart looks fine for us:
https://www.sierrachart.com/image.php?Image=1695038777512.png


Set this setting:
Continuous Futures Contract Charts: Continuous Futures Contract Rollover Options

Continuous Futures Contract - Volume Based Rollover
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-18 12:48:52]
User120666 - Posts: 46
But what is the long-term solution? Why has this happened this time rolling from September to December, when every other prior rollover has rolled fine on the usual (and correct) Date Rule Rollover settings? No changes have been made since we rolled from June to September (always set to Date Rule Rollover), so what's changed your end this time around?

A stock index future like FDAX should not have to be set to a Volume Based Rollover, so what is going to be done to get the data filled in properly on the normal Date Rule Rollover settings?

You say the chart looks fine for you, but the screenshot you sent is not a chart set to Date Rule Rollover. If you change it to Date Rule Rollover you will see data that finishes at 12pm on Friday: https://www.sierrachart.com/image.php?Image=1695038716539.png

Are you saying that even when you change it to Date Rule Rollover you have complete data showing for Friday?
[2023-09-18 17:19:29]
John - SC Support - Posts: 33104
The reason why you are "missing" data when you have a Date Rule Rollover is that there simply is no data after that time for the U contract on September 15, 2023. And the data then picks up again at the evening start for the following trading day for the Z contract.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-18 17:28:26]
User120666 - Posts: 46
But why has this never happened for any other rollover? I've been through several expiries/rollovers now using your Denali feed and every time using the Date Rule Rollover there is complete data for the expiry Friday.

You can check that yourself by looking back at every other expiry Friday (3rd Friday of March, June, September and December), and you'll see complete data for the FULL session, using the exact same 'Date Rule Rollover' settings from my earlier screenshot. Here is an example from the 16th June, which was the latest expiry/rollover before the one last week: https://www.sierrachart.com/image.php?Image=1695058306110.png - As you can see, using the same 'Date Rule Rollover' settings there is FULL data shown for that Friday, NOT a session that finishes at 12pm.

But here's the screenshot from earlier showing last week's expiry, which shows the exact same settings, yet no data after 12pm: https://www.sierrachart.com/image.php?Image=1695038716539.png

Again, a stock index future like FDAX should not have to be set to a Volume Based Rollover, so what is going to be done to get the data filled in properly on the normal Date Rule Rollover settings?
Date Time Of Last Edit: 2023-09-18 17:34:59
[2023-09-18 18:12:59]
John - SC Support - Posts: 33104
There is no missing data. There is nothing to fill in. There simply is no trading that occurred after that time for the U contract.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-09-18 18:24:28]
User120666 - Posts: 46
I'm not sure you're understanding what I'm saying? Did you actually read the prior message?

ALL settings are the same, but NO OTHER expiry has ever seen this issue with half a day's data on expiry Friday. I understand that the September contract expires at midday (ALL expiries occur at midday), but that's why I just sent you the screenshot showing how on that 3rd Friday in June, that contract ALSO expired at midday on that Friday, BUT ALL THE DATA FOR THE WHOLE SESSION IS STILL VISIBLE.

That is just one example - you can choose ANY expiry going back in history - but the point remains the same, which is that with the continuous contract displayed, ALL data will be visible... NEVER will there be half a day visible on a Friday (check for yourself on ANY OTHER expiry date), so why is there now only half a day visible last week on the expiry?

Again, as the screenshots show, this is the DECEMBER contract displayed (NOT September), on a continuous basis going backward.

So again, for the 3rd time of asking: A stock index future like FDAX should not have to be set to a Volume Based Rollover, so what is going to be done to get the data filled in properly on the normal Date Rule Rollover settings?
Date Time Of Last Edit: 2023-09-18 18:27:50
[2023-09-19 07:18:29]
User437588 - Posts: 56
Hello

So here is something wrong since last Friday with the data from 13:00Uhr . I had previously always since 2017 Continuons Future Con. Data Rule Roll Over, Back Adjusted. There were never any problems. Why now??? The Rollover Volume Based does not work, it is no longer correct the lines etc. is not correct even with a Anppasung by manage chart Drawing.
Can you please fix the error so that from tomorrow all data on Continuons Future Con. Data Rule Roll Over, Back Adjusted is set again. The arbeteiten goes so in no way.

Thanks a lot
[2023-09-19 10:10:23]
Sierra_Chart Engineering - Posts: 15496

Again, as the screenshots show, this is the DECEMBER contract displayed (NOT September), on a continuous basis going backward.
For the Friday where you see a partial day you are actually looking at the September contract . Not the December contract. This is why our documentation makes it abundantly clear to show the rollover dates:
Continuous Futures Contract Charts: Displaying Rollover Transition Times and Contract Months

The screenshots you are providing are not helpful and do not contain the information needed.

We will need to adjust the date based rollover rules to solve the problem. Do not post anything further. We have enough information. We are locking this thread.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-09-19 10:11:00
[2023-09-19 14:09:14]
Sierra_Chart Engineering - Posts: 15496
We are doing testing to see what is the appropriate rollover rule for EUREX index futures. This is what we see using a date-based rollover method using the current rollover method of zero days before the third Friday:
https://www.sierrachart.com/image.php?Image=1695132826863.png


We want you to update to the current version, 2549 or higher, of Sierra Chart if you see a different rollover date:
Software Download: Fast Update

If you still have a problem post an image following these instructions:
Provide an image of the chart or Trade DOM, by following these instructions:
https://www.sierrachart.com/index.php?page=doc/PostingInformation.php#Image


Be sure to follow the instructions. We do not need any other commentary.

We just need to see one chart image following the instructions above showing the rollover dates.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2023-09-19 16:43:09

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