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Date/Time: Mon, 06 May 2024 11:26:43 +0000



GC Data Incorrect with SC/Rithmic v1169?

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[2014-08-04 02:55:24]
Futures Operator - Posts: 239
On Friday 8/1 the high on GCZ4 was 1284.4 per all my charts and the CME settlement. Today my intraday chart is showing the high was 1297.7 and daily chart is showing it was 1297.3, and delete/download data does not correct it, neither does downloading from SC Historical Data.

Log attached:

Software version: 1169 | 2014-08-03 22:48:16
Date Time Of Last Edit: 2014-08-04 03:40:20
[2014-08-04 03:39:55]
Sierra Chart Engineering - Posts: 104368
The Message Log is not relevant for this.

We show the high for the GC December contract as 1298.40 for August 1, 2014. Re-download the data following the instructions in help topic 2.2:
http://www.sierrachart.com/index.php?page=doc/helpdetails2.html#h2.2

And make sure you understand what futures contract you are looking at. In the case of a continuous Futures Contract chart make sure you have Chart >>Show Rollover Dates enabled and make sure you are looking at the December contract and not another one.

And we recommend disabling the Continuous Futures Contract option until the source of the problem is determined because you are complicating things for yourself and for us.
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: 2014-08-04 07:28:14
[2014-08-04 04:27:47]
Futures Operator - Posts: 239
Thanks for the quick/helpful response. I believe you've identified the problem.

It is due to the Continous contract showing the October contract for Friday 8/1 when loading today, where as on Friday it was (correctly) using the December contract. The problem seems to occur using both Date based and Volume based rollover, and deleting/re-downloading/re-calculating data does not help. This error is in the log:

"Unable to determine transition date based on volume from files: C:\SierraChart_NonCLR_LIVE\Data\GCV14.dly, C:\SierraChart_NonCLR_LIVE\Data\GCZ14.dly | 2014-08-04 00:24:56"
Date Time Of Last Edit: 2014-08-04 04:29:08
[2014-08-04 07:36:28]
Sierra Chart Engineering - Posts: 104368
The problem has been identified . The V contract is not an active month in gold an needs to be removed for Continuous Futures Contracts. This has been done for Rithmic. Update the symbol settings as explained here:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps

After that go to the chart and select Chart >> Reload and Recalculate.
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: 2014-08-04 07:37:21
[2014-08-04 12:58:31]
Futures Operator - Posts: 239
Back to normal now with Continuous, thanks for fixing quickly.

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