Support Board
Date/Time: Sat, 01 Mar 2025 12:16:56 +0000
Futures Contract Rollover Data Loading Issues
View Count: 701
| [2021-09-24 19:17:04] |
| User873664 - Posts: 14 |
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When looking at a intraday chart of the MES as well as the ES futures contracts, the chart seems to not be loading correctly the data from the previous contracts. The first issue is some blocks of data seems to be missing. A specific case I can see of this is for F.US.EPZ21 symbol, using 'Continuous Futures Contract - Date Rule Rollover' or 'Continuous Futures Contract - Volume Based Rollover'. There is one candle at 2021-04-25 15:00 and then the next candle starts at 2021-06-09 13:30, causing a gap in the chart of 0.8% and a couple months missing. Second issue is not all data is loading. I selected 2000 days to load and the last data on the chart is 2021-03-10. |
| [2021-09-26 15:53:45] |
| John - SC Support - Posts: 38292 |
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What you are seeing are limitations of the CQG data with regards to historical data. To get the data you want, you would need to use the Denali Exchange Data Feed. Refer to the information at the following link, which also includes Setup Instructions: Denali Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-28 14:47:30] |
| User873664 - Posts: 14 |
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Thank you for your time. Is this possible for you to fix? If not, have you mentioned it to CQG? Should I contact CQG? If I do what should I tell them? |
| [2021-09-28 16:19:31] |
| John - SC Support - Posts: 38292 |
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There is not anything for us to fix. It is just a lack of data from them. And we have put our time and effort into our own data feed, therefore we always recommend using our data feed. Refer to the information starting 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 |
| [2021-09-28 16:51:06] |
| User873664 - Posts: 14 |
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CME with depth is currently 11$ per month with CQG + 0.1$ each way in/out. Am I correct that with denali it would be 10$ (denali sierra package) + 11$ (exchange) + 0.1$ in/out? This also includes denali historical data with tick accuracy for backtests on all past dates? |
| [2021-09-28 17:38:57] |
| John - SC Support - Posts: 38292 |
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It is $10 additional for the package that includes the Denali Feed and $10.40 for the exchange (CME with Market Depth). There are no other charges. Yes, this includes historical tick data back to 2011 and in 1 minute increments back to 2008. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-09-29 15:20:22] |
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The Sierra Chart Continuous Futures Contract chart feature cannot be used with CQG data. You would need to use the Denali Exchange Data Feed as has been explained.
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: 2021-09-29 15:20:37
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