Sierra Chart question

Discussion in 'Trading Software' started by bundlemaker, Sep 12, 2005.

  1. I'm new to SC and am working out my data collection regimen. I didn't trade today and opened up my workspace which has 2 eCBOT symbols (using IB feed) which rolled over).

    I now have two intraday data files for which I am changing the symbol name as per the SC support doc's. That should get me collecting correct and current data tomorrow.

    But, what about the data missing from today. Is there a way to erase the 9/11 data so I can log on with new symbol and backfill the chart correctly? I tried opening the data file but i'ts not simple ascii.

    Any comments from SC users on creating continuous contract would be appreciated.

  2. Banjo


  3. bundle maker

    I think you have 2 choices (1) either you never turned off your computer or (2) get some backfill data from the vendor or sierra chart web site. There is another cheap one which is i think it is not mentioned there.
  4. First, despite a few problems with ib backfill and interface issues with various versions of TWS, IB backfill gives you a great backfill for the last 7-45 days (most I've seen so far) of data.

    I create "continuous" contracts by the following process. One day before rollover (i trade very short term intraday so want the prior day to have the new contracts data so that there are no unnatural discontinuities) I copy the old file and rename it to the new filename. I also add the new filename to the intraday fileupdate list. This gives me a file that contains many prior contracts of data for backtesting purposes.

    For example HSI rolls over on the 2nd to last business day of each month. So HSI-200507-HKFE.mnd was copied to become HSI-200508-HKFE.mnd

    With backfill you perhaps dont even need to do that.

    With the latest splicing improvements you could do a "proper" continuous contract and use the 07 data up until the day you planned to trade 08 but adjust the 07 close from the prior day to match the 08 close of the prior day. In this case each time you started on a new contract you would add or subtract the difference on the close the day before u commenced trading.

    For short term trading I'm not sure I will do that ... but on the other hand it would give me "perfect" continuous contracts stretching months into the past.
  5. Thanks all for your help. I realize my question may have been a bit cryptic. What I want to do, essentially, is "delete" one day of data (the rollover day which is just a flat line) from the file. Then I could take this modified file, rename as Kiwi does, and just start loading in data on the current symbol.

    The bottom line is: can you edit the data files in SC?