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Date/Time: Wed, 26 Feb 2025 18:03:15 +0000



Historic Daily Futures chart not automatically updating correctly

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[2021-05-20 09:52:25]
Trade Nice - Posts: 75
I have a Chartbook with Historic Daily charts for Futures symbols and the symbols do not update correctly when I open their chartbook and connect to the TWS. For example new data may come through for the current day but the prior day bar that was incomplete does not update with the final data for that day.
Other Historic chartbooks with Stock and Forex symbols do automatically update correctly on opening their respective charts and not connecting to the TWS.
The only way I can get the latest complete data is to use the command 'Edit > delete all data and download'
In experimenting in order to send you this message, I used the command 'Edit Data - Historical Chart' and deleted the last two days of data, but that deleted data still showed up on the chart even when I shut and reopened the chartbook and not connected to the TWS.
I have tried enabling and disabling 'Allow Real-Time Updating of Historical Chart' and it does not affect this issue
I am based in the UK but the computer clock is set to Chicago time.
[2021-05-20 13:53:33]
John - SC Support - Posts: 38206
What exactly do you mean when you state "not connected to the TWS"?

One of the primary things for you to be aware of is a change we made awhile ago to no longer supplement the historic data for IB and CQG. Therefore, if you are using IB, you will only get the historical data that they have available. Refer to the following:
Jan 1, 2021 Changes to Historical Data: Interactive Brokers, CQG
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-20 14:33:30]
Trade Nice - Posts: 75
This is the sentence i believe you are referring to...
"In experimenting in order to send you this message, I used the command 'Edit Data - Historical Chart' and deleted the last two days of data, but that deleted data still showed up on the chart even when I shut and reopened the chartbook and not connected to the TWS."
I meant that i was not logged into the TWS so the data on the chart that i was seeing and that i had deleted was not coming from the TWS. But this was not the issue i was trying to address, it was just something i saw as i experimented with the Historical data not updating correctly

If i understand your answer to my main point, are you saying that the issue i have is because Sierra no longer provides a way to get the correct Daily Historical Futures download from TWS or i guess any download from the TWS (IB's fault)?

I am getting the correct Stocks and Forex Historical daily data. so to resolve the issue, i should sign up to the Sierra Chart Historical data feed?
[2021-05-20 16:18:50]
John - SC Support - Posts: 38206
We wanted to know how you were not connected to the TWS since we were wondering if you had just selected File >> Disconnect, or if you actually changed your Current Service Selection to SC Data - All Services. If you changed the service, then that would explain the differences, as you would be getting the full historical data when you are connected to SC Data - All Services.

You are understanding our answer, with a small change, in that we no longer supplement the historical data. We used to collect and store the IB historical data and then serve that back out when people needed historical data for IB. Now, we just get the data from IB and whatever data is available is what is available. Typically, this is much less than what you would get with Sierra Chart's data feed.

In order to resolve the issue, you would need to sign up for the Sierra Chart Real-Time data, which will include the Historical Data. You can not just get the historical data by itself.

Refer to the information on the Sierra Chart Real-Time Data Feeds here:
Real-Time Exchange Data Feeds Available From Sierra Chart
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-20 19:04:58]
Trade Nice - Posts: 75
I know i need the 'Sierra Real time Data Feed' for real time but do i need it for Historic Daily data?

I want to just download the Historic Daily data for example for CME products each day and for the daily file update to happen each day automatically when i open the chartbook with the appropriate chart symbol

The link to the page below gives details of the Sierra Historic data service which sounds like its what i need

Sierra Chart Historical Data Service

As noted on the above page, I did change the 'Data/Trade Service Settings' to 'SC Data-All Services [data]' and the Historic Daily Data did download to Sierra? The last bar is dated the 20 Jume and so is not the complete trading day so will that bar update with the complete days OHLC when i open the chart tomorrow and then add the then latest current OHLC data up to date up to the point i open the chart?
Date Time Of Last Edit: 2021-05-20 19:14:49
[2021-05-20 19:44:04]
John - SC Support - Posts: 38206
You can do what you are stating if you do not mind switching your Service setting between Interactive Brokers and SC Data - All Services. You would have to be connected to SC Data - All Services in order to get the historical data.

Another option would be to have 2 Sierra Chart installations, one that is connected to IB and another one that is set to SC Data - All Services. Then each would update with the relevant historical data.

With regards to your question about the bar on May 20, the bar will update when it gets the rest of the information for the bar. It's hard for us to say exactly when that will happen, as it depends on what your service is set to at this time. Worst case, if you change your service to SC Data - All Services tomorrow morning, then it will fill it in with the Sierra Chart Historical Data.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-05-20 21:05:28]
Trade Nice - Posts: 75
Thank you

$GVZ, $OVX, $VVIX, volatility index symbols do not work on 'SC Data - All services [data]'. "Download failed...Error downloading historical data"

Volatility futures that I tried worked
Date Time Of Last Edit: 2021-05-20 21:06:14
[2021-05-20 21:09:07]
John - SC Support - Posts: 38206
That is because those indices are from the CBOE and they made a change a few months ago such that they do not supply any data unless it is paid for. So for you to get that data (even historical data of any variety) you would need to use the Sierra Chart Exchange Data Feed and activate the CBOE Indices exchange. Refer to the information here:
Sierra Chart Exchange Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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