Support Board
Date/Time: Thu, 27 Feb 2025 06:19:35 +0000
Continuous Futures Contract not working properly
View Count: 1296
| [2021-06-01 18:31:38] |
| like2trade - Posts: 117 |
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Hi, I have the DENALI datafeed. When I select a Continuous Futures Contract for Comex Gold for a Date Range from 1974 to current, Sierra only creates a chart with data back to December 1990. When I look in the C:\SierraChart\data folder, I notice that Sierra chart has downloaded historical files for the Comex Gold back to GCZ90.dly, which is the old symbol format. When I use the new Denali symbol format I can find files back to GCQ74-COMEX.dly. It looks like the Continuous Futures Contract needs to be updated to retrieve historical files with the new symbol format. Thank you. |
| [2021-06-01 18:59:54] |
| John - SC Support - Posts: 38222 |
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It sounds like you are looking at an Intraday chart, for which, apparently you are able to get the data back to 1990. The .dly files are the Daily files, so if you change to a daily (or higher timeframe) chart, then that is the historical data and it sounds like you can get back to 1974 with that. Officially, the CME data only goes back to 2008. But there can be individual symbols that have additional data, such as Gold that you have seen. Refer to the following for the official version of how far back data is available: Sierra Chart Historical Data Service: What is Included For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-01 19:57:40] |
| like2trade - Posts: 117 |
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I am using a Historical Chart for symbol GCQ21-COMEX. Try it yourself. Enter a date range of 1974-01-01 to 2021-06-01, then under "Advanced Settings" select "Continuous Futures Contract - Date Rule Rollover." You will find that the oldest data will be back to 1990. Then when you look under c:\SierraChart\data, you will find that SierraChart has downloaded historical charts for GCQ21-COMEX in the format GCZ90.dly instead of GCZ90-COMEX.dly. It appears that for the format GCZ90.dly, historical files are only available back to 1990. But, if you try to open historical files for the format GCZ74-COMEX.dly, then historical files are available all the way back to 1974. If the Continuous Futures Contract utilizes the new symbol format instead of the old symbol format to download historical data, then more historical data is available. Thank you. Date Time Of Last Edit: 2021-06-01 19:59:19
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| [2021-06-01 20:57:54] |
| John - SC Support - Posts: 38222 |
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It is not incorrectly downloading the daily data, it just downloading them in the format without the exchange information appended. This way, there are not additional files that are dependent on the service that is selected. Also, we are able to get Daily data back to February 1, 1989 as part of the Continuous Contract for the GCQ21-COMEX symbol. But when we try to open a file for 1974 it fails to open. For example, if we try to open a Daily chart for the symbol GCZ74-COMEX, we get an error stating that a historical data file is not available for that symbol. If you are getting something else, then we would like to see a screenshot of what you have, as it is not making sense to us. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-01 22:58:15] |
| like2trade - Posts: 117 |
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Hi John, I apologize for asking you to check GCZ74-COMEX.dly, because there is no data for that particular file. There is data however for every contract after that. I have attached links below for the following symbols: GCG75-COMEX.dly GCJ75-COMEX.dly I also managed to download the same data for the old symbol format without the "-COMEX". Since that is the case, why is this older data not included in the Continuous Futures Contract. I have attached links below for the following symbols: GCG75.dly GCJ75.dly I stopped there, but I would imagine there are files after the last date I downloaded. According to the link you provided above: Sierra Chart Historical Data Service: What is Included It states: "For US commodity futures, the data is as far back as 1970, or a later date if trading began later for the symbol." Thank you. http://www.sierrachart.com/image.php?Image=16225879747.png http://www.sierrachart.com/image.php?Image=162258803085.png http://www.sierrachart.com/image.php?Image=1622588075912.png http://www.sierrachart.com/image.php?Image=1622588117896.png Date Time Of Last Edit: 2021-06-01 23:04:22
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 GCG75[M] Daily #44 2021-06-01 15_35_23.453.png / V - Attached On 2021-06-01 22:50:51 UTC - Size: 10.61 KB - 207 views |
| [2021-06-02 13:59:24] |
| John - SC Support - Posts: 38222 |
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We will have to look into this a bit deeper and get back to you.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-02 22:41:21] |
| Sierra_Chart Engineering - Posts: 18578 |
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I apologize for asking you to check GCZ74-COMEX.dly, because there is no data for that particular file. There is data however for every contract after that. I have attached links below for the following symbols: We have no control over what data is available or not available going back this far. You may want to retry the download.Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-06-02 22:41:37
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| [2021-06-02 23:05:23] |
| like2trade - Posts: 117 |
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Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". Hi, I have just done this, but when it re-downloads the Continuous Futures Contract data, it will only download as far as 1989 even though there is data available to 1975. Thank you. |
| [2021-06-09 02:06:05] |
| like2trade - Posts: 117 |
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We will have to look into this a bit deeper and get back to you.
Has there been any progress on this? Thank you. |
| [2021-06-09 18:01:13] |
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We have to increase the limit for the number of years back for continuous futures contract charts. We will do that.
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: 2021-06-09 18:01:31
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| [2021-06-09 18:10:43] |
| like2trade - Posts: 117 |
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We have to increase the limit for the number of years back for continuous futures contract charts. We will do that.
Do you have an estimate for when this will be completed? Thank you. |
| [2021-06-13 04:44:34] |
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This is now done. It has been increased to 50 years. Restart Sierra Chart. Follow the instructions here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract 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 Date Time Of Last Edit: 2021-06-13 04:44:43
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| [2021-06-14 03:53:47] |
| like2trade - Posts: 117 |
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This is now done. It has been increased to 50 years. Restart Sierra Chart.
It is working perfectly, thank you very much. Is it possible to increase the time period from 50 years to 60 years? The reason for this is that with every year that goes by, 1 years data from the 1970s will be dropped. Making this change now will avoid future maintenance. There is no data past 50 years anyway, it will just insure that the 1970s data won't be dropped. Thank you. |
| [2021-06-16 23:51:58] |
| like2trade - Posts: 117 |
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This is now no longer working. It has gone back to the way it worked before any changes were made. The oldest data retrieved for historical chart GCQ21-COMEX is 1990, instead of 1975. Thank you. |
| [2021-06-18 01:33:19] |
| like2trade - Posts: 117 |
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I have included a link below of sample Continuous Historical Chart of GCQ21-COMEX showing that the oldest data only goes back to 1990 instead of 1975. This was working fine just a few days ago. Thank you. http://www.sierrachart.com/image.php?Image=1623980060208.png Date Time Of Last Edit: 2021-06-18 01:34:41
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| [2021-06-18 02:47:31] |
| Sierra_Chart Engineering - Posts: 18578 |
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We are checking on this. We do not see a change, but we made sure that the number of months is at 600 and we released that again. Also make sure you are running the latest Sierra Chart version. It is possible, and we would have to double check this, that older versions may be putting a limit on the number of years downloaded. To try re-downloading the data again, follow these instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-06-18 02:52:38
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| [2021-06-18 03:18:31] |
| like2trade - Posts: 117 |
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I was on version 2268. I upgraded to version 2270 and everything is working perfectly now. Would you please increase the number of months to 700? Comex Silver has data all the way back to 1971, and soon as a result of the 600 month parameter, 1971 will be dropped and each year ongoing another year will be dropped. Thank you very much. |
| [2021-06-18 07:05:17] |
| Sierra_Chart Engineering - Posts: 18578 |
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Is it possible to increase the time period from 50 years to 60 years? Yes we will do this.
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, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-06-18 17:24:24] |
| like2trade - Posts: 117 |
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Yes we will do this.
It is working great. Thank you very much. |
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