Support Board
Date/Time: Fri, 22 Nov 2024 09:06:10 +0000
How to load data for older futures contract ? (Zen-fire)
View Count: 3030
| [2013-04-27 19:05:45] |
| KissGimp - Posts: 6 |
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Hello. I started examining SierraChart over NinjaTrader couple days before. Everything looks really good and I am starting to like it more than NT. However I have slight issue with loading older tick data (eg. ES instrument). I have demo access for Zen-Fire data provider. Now with NT I am used to notation "ES ## ##" which automatically gets correct data. In SC I open "Find Symbol" window, pick there ESZ2-CME which should be data for contract month December 2012. Then I click button "Open Intraday Chart". After while I get message "Symbol expired. Click for rollover". So I do that and get presented with window for rollover to symbol ESH3-CME (March 2013). Then there is another rollover from ESH3 to ESM3 (June 2013 - current). After confirming that, something is downloading and shows the chart. However going to some December date I can see there is really low volume, so I presume, it's just data for ESM3 contract month. Attaching some screenshots and log message from rollover. There is some error message, but I'm not sure what that means. As I said, using NT older data can be retrieved quite easily. Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\ESZ2-CME.scid | 2013-04-27 20:33:41 Starting updates for: ESZ2-CME | 2013-04-27 20:33:42 HD Request # 20 - Downloading Intraday chart data for ESZ2-CME to the file ESZ2-CME.scid. Service: rim | 2013-04-27 20:33:42 Compressing file: C:\SierraChart\Data\ESZ2-CME.scid. This may take a while... | 2013-04-27 20:33:42 HD Request # 20 - Requesting historical Minute data for ESZ2-CME | 2013-04-27 20:33:42 Zen-Fire Alert Message: The subscription to this instrument has been aborted. Dependent network services and/or data were not available.. no data Related symbol: ESZ2-CME | 2013-04-27 20:33:42 Historical Data Symbol Error: ESZ2-CME is unknown, unavailable, or improperly formatted. | 2013-04-27 20:33:42 HD Request # 20 - Error downloading historical Intraday data for ESZ2-CME. The server returned an error. | 2013-04-27 20:33:42 HD Request # 20 - Received 0 records and wrote 0 records for ESZ2-CME | 2013-04-27 20:33:42 HD Request # 20 - Intraday download COMPLETE for ESZ2-CME | 2013-04-27 20:33:42 Real-time intraday chart data file updates started for ESZ2-CME | 2013-04-27 20:33:42 Thanks for help |
 trading_find_symbol.PNG / V - Attached On 2013-04-27 18:48:09 UTC - Size: 15.32 KB - 634 views trading_rollover.PNG / V - Attached On 2013-04-27 18:50:19 UTC - Size: 9.62 KB - 642 views Attachment Deleted. trading_data_provider.PNG / V - Attached On 2013-04-27 19:04:57 UTC - Size: 18.75 KB - 641 views |
| [2013-04-28 00:23:19] |
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In the case of the Zen-Fire system Sierra Chart uses the historical data provided by that system and they do not have expired futures contracts. We do not provide at this time alternative historical data for Intraday charts for Zen-Fire. Although you can open Historical Daily charts for expired futures contracts.
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 |
| [2013-04-28 06:40:15] |
| KissGimp - Posts: 6 |
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Unfortunately I need range bars, so that means tick data, so I cannot use Historical Daily charts. So I guess for historical testing I will have to use NinjaTrader. Thanks for quick reply anyway.
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| [2013-04-28 06:47:38] |
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This is what we recommend. Install a 2nd copy of Sierra Chart following the instructions here: http://www.sierrachart.com/index.php?l=doc/MultipleServices.html Configure it to use either of these 2 Historical Data services: http://www.sierrachart.com/index.php?l=doc/SierraChartHistoricalData.html (Has 1 minute data) http://www.sierrachart.com/index.php?l=doc/helpdetails54.html (Has1 tick data) Let us know if you have further questions. 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 |
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