Login Page - Create Account

Support Board


Date/Time: Thu, 13 Feb 2025 17:13:56 +0000



Data from 2011-03-02 to 2019-09-11 missing when trying to load intraday 1-min OHLCV data

View Count: 561

[2020-12-09 19:26:31]
gambleditall - Posts: 16
Hello, I am trying to load intraday 1-min OHLCV data for the continuous contract for the ES-mini. I currently have Service Package 5 and I am not subscribed to any live data feed.

My settings are as follows:
Data/Trade Service Settings:
Service: SC Futures Order Routing/Data [trading]
Intraday Data Storage Time Unit: 1 Minute
Max Historical Intraday Days to Download:
Non-Tick Data: 3650
1-Tick Data: 3650

Chart >> Chart Settings >> Main Settings
Use Number of Days to Download: 3650

Chart >> Chart Settings >> Advanced Settings
Continuous Contract: Continuous Futures Contract - Date Rule Rollover

As stated in the title, when I load up the data, all data from 2011-03-02 to 2019-09-11 is missing. Attached are detailed screenshots that show my settings as well as demonstrate the chart with missing data.

I have also already tried performing the steps given here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart but it didn't help.
Date Time Of Last Edit: 2020-12-09 19:36:42
imageMissing_Data_1.png / V - Attached On 2020-12-09 19:23:45 UTC - Size: 177.26 KB - 211 views
imageMissing_Data_2.png / V - Attached On 2020-12-09 19:23:58 UTC - Size: 176.17 KB - 189 views
imageSettings.png / V - Attached On 2020-12-09 19:25:51 UTC - Size: 1.74 MB - 208 views
[2020-12-09 19:53:59]
Sierra Chart Engineering - Posts: 104368
You need to follow these instructions:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data

And increase the Number of Days to Load within Chart >> Chart Settings to what you require.:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#DaysToLoad
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: 2020-12-09 19:56:27
[2020-12-10 13:03:08]
gambleditall - Posts: 16
@Sierra Chart Engineering
I would like to ask a follow up. When I try to download data for more than 10 years for ES-mini futures, I get the following message: "ESZ20_FUT_CME[C][M] 1 min #1|Limiting the number of years to download data for to 10 years for the continuous futures chart. Reason: 10 years maximum for Intraday charts."

Is there a way to download more than 10 years data? I actually do not need to see it on the chart, I am trying to export it to a text file and use it for backtesting.

EDIT: I was able to solve this by setting a date range for the chart to get data past 10 years but the limitation does apply that you can only load up 10 years worth of data at 1 time and for ES mini you can only get data starting 2008-05-04.
Date Time Of Last Edit: 2020-12-10 13:07:53

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

Login

Login Page - Create Account