Support Board
Date/Time: Fri, 29 Nov 2024 12:56:41 +0000
Unable to download historical market depth data from before 60 days (isn't limit 180?)
View Count: 705
| [2023-02-07 01:10:50] |
| User370531 - Posts: 55 |
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I'm on a free trial and trying to download as much historical market depth data for MES as I can. I downloaded MESH3 from 12/8 to 2/6. I'm trying to download MEZ3 from 9/8 to 12/8, but not able to get anything from before 12/8. Am I correct in assuming something is wrong and data should be available all the way back to 8/10 (180 calendar days)?
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| [2023-02-07 15:22:01] |
| John - SC Support - Posts: 36350 |
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Do you have the chart for MESH23-CME set as a Continuous Futures Contract? Refer to the following: Continuous Futures Contract Charts Also, you refer to the symbol as MESH3, which is a Rithmic symbol. Since your "Current Selected Service" is set to "SC Data - All Services", the appropriate symbol is MESH23-CME. Make sure you have the correct symbols for your charts. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 01:31:25] |
| User370531 - Posts: 55 |
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This is not working for me - I'm set to MESH23-CME, and while it says continuous contract data is being loaded, when I scroll back to August 2022 I am seeing MESH23 rather than MESU22. Is it possible to do a live support session where I can share my screen and walk through it?
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| [2023-02-09 15:03:07] |
| John - SC Support - Posts: 36350 |
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The chart will state MESH23, but you are seeing the data for the previous contracts. Select the option for Chart >> Show Rollover Dates in order to see where the rollovers occurred and the previous contracts are being used. Refer to the documentation for this option here: Chart Menu: Show Rollover Dates (Chart menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 15:54:52] |
| User370531 - Posts: 55 |
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Sorry I should have been more clear - I am seeing MESH23 based on the low volume and sparse trades in August, whereas I would expect to see high volume if MESU22 data was being loaded. I'm aware that the chart will always say the latest symbol even if loading previous symbols for continuous chart purposes.
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| [2023-02-09 16:48:13] |
| John - SC Support - Posts: 36350 |
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And have you gone through the setup for a Continuous Futures Contract per these instructions: Continuous Futures Contract Charts: Step-By-Step Instructions For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 17:19:29] |
| User370531 - Posts: 55 |
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Yes I followed those instructions a couple of times. I'm now running into a new issue where despite setting days to load to 186, it only goes back to December 5th.
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| [2023-02-09 18:00:47] |
| John - SC Support - Posts: 36350 |
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Please get us a screenshot of your chart by following these instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 18:10:45] |
| User370531 - Posts: 55 |
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See below https://www.sierrachart.com/image.php?Image=1675965992319.png This is as far left as I can scroll (12-5-22) despite having selected 186 days of historical data to load. As you can see in the screenshot, there is low volume which suggests that only MESH23 data is being loaded. |
| [2023-02-09 18:34:13] |
| John - SC Support - Posts: 36350 |
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Please follow these instructions to delete all data in the chart and redownload it. Be sure to select all the contracts that show up in the list: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 18:54:42] |
| User370531 - Posts: 55 |
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I tried this and it loads the same data as before. I am not getting the Multiple Symbol selection window. Note that I am still unable to see before 12/5 even with 186 days specified in the chart settings.
Date Time Of Last Edit: 2023-02-09 19:39:15
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| [2023-02-09 22:01:08] |
| John - SC Support - Posts: 36350 |
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What item do you have selected for Chart >> Chart Settings >> Symbol >> Continuous Contract?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 22:28:41] |
| User370531 - Posts: 55 |
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I have 'Continuous Futures Contract - Date Rule Rollover' selected.
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| [2023-02-09 22:58:57] |
| John - SC Support - Posts: 36350 |
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Can you please get us the chart that you are having this issue with by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-09 23:32:09] |
| User370531 - Posts: 55 |
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See attached. Note that the chart settings has been defaulting back to 10 days despite what the chart actually shows.
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 Chartbook for Support.Cht - Attached On 2023-02-09 23:28:07 UTC - Size: 2.98 KB - 94 views Attachment Deleted. |
| [2023-02-10 15:27:38] |
| John - SC Support - Posts: 36350 |
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Note that the chart settings has been defaulting back to 10 days despite what the chart actually shows.
If the Days to Load keeps changing, then that is the issue. The chart must be setup to be tied to another chart that is limiting the number of days to load. Refer to the following: Unable to Change the Bar Time Period for Charts: Chart Being Referenced by Another Chart Preventing Bar Time Period Change When we opened the chartbook that you sent us, the chart opened just fine and loaded the full amount of data using the Continuous Contract. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-10 16:30:23] |
| User370531 - Posts: 55 |
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Per step #4, I am not seeing a "RefBy: #" in the chart settings window header. The days to load keeps resetting back to 10 after clicking Apply All, even though it does actually impact the chart in that it loads more than 10 days (but it still doesn't load previous to 12/5, even when 186 days is selected). Is there anything else I can look for? The fact that you are able to see the full amount of data using the continuous contract when the chartbook must mean something is wrong on my end. Maybe I should uninstall and reinstall the application.
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| [2023-02-10 18:25:37] |
| John - SC Support - Posts: 36350 |
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Definitely do not uninstall - you should never have to do this. But, try starting a new chart (do not duplicate) by selecting File >> Find Symbol and entering the symbol and selecting the button for Open Intraday Chart. Then set the number of days to load to 186 and make it a Continuous Contract chart. Let us know if this new chart loads correctly or if the number of days to load changes. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-10 18:47:19] |
| User370531 - Posts: 55 |
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Starting a new chart does not change anything. However I may have identified the issue. My free trial is not "activated", which I believe limits you to 10 days of intraday data. I am still getting more then 10 days to load, but could the lack of activation cause the continuous contract feature to fail? I have a support ticket out as I'm not able to activate (error when sending SMS). |
| [2023-02-10 22:05:33] |
| John - SC Support - Posts: 36350 |
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However I may have identified the issue. My free trial is not "activated", which I believe limits you to 10 days of intraday data. I am still getting more then 10 days to load, but could the lack of activation cause the continuous contract feature to fail? I have a support ticket out as I'm not able to activate (error when sending SMS).
Yes, that would explain it. We have set your account to be an Activated Trial. Let us know if you continue to have an issue. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2023-02-10 23:20:49] |
| User370531 - Posts: 55 |
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Thank you - that solved the continuous contract charting issue. On the original question, I am still unable to download market depth data prior to 12/12. With my MESH3-CME continuous contract chart, if I scroll back to August and click 'Download Depth Data from Date-Time', the files that make it into Data\MarketDepthData are only 12/12 and beyond - which is 60 days of data. Am I mistaken that there is 180 days of historical depth data on the Denali servers? The same is true of ESH3-CME (it will only download depth data from 12/12 and after.
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| [2023-02-13 20:00:44] |
| Sierra_Chart Engineering - Posts: 17226 |
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What you need to do is to open a chart for the December 2022 contract and then download the historical market depth data for that particular 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: 2023-02-13 20:01:07
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| [2023-02-13 23:55:07] |
| User370531 - Posts: 55 |
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I've tried that (both a continuous contract December 2022 contract chart, as well as a normal non-continuous December 2022 chart) with no luck. I am now only able to download past 12/15. It looks like there is something limiting depth data to 60 days.
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| [2023-02-14 01:59:07] |
| Sierra_Chart Engineering - Posts: 17226 |
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Check this setting: Sierra Chart Server Settings: Maximum Historical Market Depth Days to Download (Global Settings >> Sierra Chart Server Settings >> General >> General) And then re-download the 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 |
| [2023-02-14 03:07:36] |
| User370531 - Posts: 55 |
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No luck - the setting was set 365 days, I tried changing to 180 but same thing.
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