Login Page - Create Account

Support Board


Date/Time: Thu, 18 Apr 2024 01:19:56 +0000



Extremely frustrated Daytime only sessions

View Count: 1443

[2014-09-25 02:32:26]
User68474 - Posts: 195
I use Rithmic as data feed. I want to create daily bar chart of SPZ4 of only data from the pit session hours from 09:30 a.m. EST to 16:14:59 EST. I use "Intraday Chart Only" Bar Period=1-0-0 and "Session Times" Start Time: 09:30:00 and End Time: 16:14:59/Apply/OK. Chart is blank. What am I missing.?
[2014-09-25 04:32:53]
Sierra Chart Engineering - Posts: 104368
This would indicate either the time zone setting is not correct or there is no data during that time range in the chart data file.
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
[2014-09-26 03:06:53]
User68474 - Posts: 195
I can get the Daily bar if I leave Session Times Start: 00:00:00 and end 23:59:59 and use "Historical Chart". Can I not derive a "Day session Only" DAILY bar from the Historical Data which is obviously in the data file??
[2014-09-26 05:20:58]
Sierra Chart Engineering - Posts: 104368
It is hard for us to comment on this because we cannot see what you are seeing. This really is quite simple. What is the time range of data that you see in the file when you look at the time scale at the bottom of the chart?

The setting of Session Times is very simple and is documented here:
https://www.sierrachart.com/index.php?page=doc/doc_SessionTimes.php

And you can see exactly what you have within the chart data file when you set the session times to cover 24 hours, just by looking at the time scale at the bottom of 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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2014-09-26 20:24:48]
User68474 - Posts: 195
I know that this is very simple. I've done it before many times. I just tried it again EXACTLY as is documented:
1.) Opened a new SPZ4 chart by going to "Find Symbol". 2.) Open Intraday Chart, set to Day-Min-Sec of 1-0-0 (3.)Set Day Session Time to Start 09:30 EST (New York) and End at 16:14:59. BLANK chart.
This works for ES, but not for SP. Do you know of any other cases where Rithmic Data does not provide SP data??
[2014-09-26 20:36:03]
User68474 - Posts: 195
Another strange anomaly/quirk. Whenever I AM successful in creating a Day Session only chart, invariably the first attempt upon correctly adjusting the settings and clicking "Apply", the Session Times will default right back to 00:00:00 Start and 23:59:59 End. I then must repeat the adjustment of settings and on the second attempt the custom times will "stick" and my Day session Only Chart will appear. Any reason for this problem?
[2014-09-26 21:13:16]
User11942 - Posts: 298
1.) Opened a new SPZ4 chart by going to "Find Symbol". 2.) Open Intraday Chart, set to Day-Min-Sec of 1-0-0 (3.)Set Day Session Time to Start 09:30 EST (New York) and End at 16:14:59. BLANK chart.

That’s normal. SP data are only available outside RTH on Globex. During RTH, the contract available for Pit trading only (which isn’t included in standard CME Globex non-pro package). In other words, trading for SP is halted on Globex from 8:15 AM to 3:30 PM. To obtain data for combined SP contract (Pit + Globex = RTH + overnight) professional subscription is required. Hope it helps.
[2014-09-26 21:49:00]
User68474 - Posts: 195
I see. BTW...do you have an answer/reply to my other query:
"Another strange anomaly/quirk. Whenever I AM successful in creating a Day Session only chart, invariably the first attempt upon correctly adjusting the settings and clicking "Apply", the Session Times will default right back to 00:00:00 Start and 23:59:59 End. I then must repeat the adjustment of settings and on the second attempt the custom times will "stick" and my Day session Only Chart will appear. Any reason for this problem?"
[2014-09-26 21:54:53]
Sierra Chart Engineering - Posts: 104368
In response to post #5, we cannot comment on this because we cannot see what data you have in the chart.

You could post an image of the chart when it is set to 24 hour session times, so we can see.

In response to post #6, this would make sense if you are also changing the symbol of the chart at the same time. For more information about this and a solution, refer to this section here:
https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#SettingIntradaySessionTimes


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
[2014-09-27 02:09:34]
User68474 - Posts: 195
Let's get to the bottom of this, please. Can I, or can I not, create a simple DAILY/Day Session only, bar chart of SPZ4. If it IS possible, how do I do it?
Date Time Of Last Edit: 2014-09-27 21:16:07
[2014-09-27 21:15:48]
Sierra Chart Engineering - Posts: 104368
Try using the Sierra Chart Historical Data service:
https://www.sierrachart.com/index.php?page=doc/SierraChartHistoricalData.html

We have not performed a test so we do not know if the data you require is available or not.
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
[2014-09-29 09:48:27]
User11942 - Posts: 298
The bottom line. Although I did never use SC Historical data service for charting SP, it seems working. When using SC Historical data feed, historical RTH data for big SPX (SP symbol) are available. Simply start another instance of SC with Data/trade service "SC Historical data" (or switch to SC Historical data service in your current one), find SP symbol, choose Open Intraday chart. Once data downloaded, change bar period to 1-0-0, set session time you desire and enjoy your historical chart. But if you require RTH real-time data for that symbol, you going to need a professional subscription. See screenshot attached. Step-by-step instructions are in post #11.
imageBig_SPX_1.png / V - Attached On 2014-09-29 09:34:45 UTC - Size: 79.71 KB - 353 views
[2014-10-03 18:23:30]
User68474 - Posts: 195
Thank you, User 11942. I'll try that this weekend. I'm afraid that if I try it now, intraday, I might lose all my tick data from Rithmic. I never know what will happen with this whole setup. It scares me, frankly!
[2014-10-03 18:35:20]
Sierra Chart Engineering - Posts: 104368
I'm afraid that if I try it now, intraday, I might lose all my tick data from Rithmic.
No need to be concerned about this for 3 reasons. The symbols are different and they will not conflict with Rithmic symbols and the Rithmic data will not be overwritten and the Sierra Chart Historical Data Service contains high-quality tick by tick 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

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account