Support Board
Date/Time: Mon, 25 Nov 2024 11:17:46 +0000
Historical intraday data - download stuck?
View Count: 401
| [2024-03-15 06:07:21] |
| User116190 - Posts: 5 |
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Hello, I faced a similar issue as was posted on the forum as a sticky about incorrect back-adjusted prices. However before seeing the post I had tried to redownload historical intraday data to see if it would fix the problem. Now my problem is that I am missing big chunks of data for old expired contracts. I'm using Denali, my broker is EdgeClear. I have a 30 minute chart that goes back 1 year so I can see historical volume profiles. I also have another 'daily' chart that goes back 600 days (see image 600day) to see large chunks of data that are missing. Right now I followed the instructions for Re-downloading continuous futures contract data Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data When the download starts, the message log shows several downloads running and then being completed then moving to the next symbol however the files are tiny. (please refer to log) The multiple contract downloads take less than 10 seconds. Then the Message log says there are no more download requests to start however the blue box on the chart still says "Downloading Continuous Contract Data", and other charts have the yellow box saying "Waiting to Download Historical Data". It seems like the downloads aren't actually being done since my historical data files are unchanged in size and are pretty small. I have also tried doing this on a 5 minute chart but I don't the option to download expired contracts' data - I'm limited to only the current ESM23. I'd like to be able to go back to at least ESH23 as well but the option for ESH23 doesn't show up. I have tried two different internet connections (at home and at work) Date Time Of Last Edit: 2024-03-15 06:12:36
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 600 day.png / V - Attached On 2024-03-15 06:06:05 UTC - Size: 116.51 KB - 68 views 600 day symbol settings.png / V - Attached On 2024-03-15 06:06:14 UTC - Size: 103.96 KB - 58 views 600 day data limiting settings.png / V - Attached On 2024-03-15 06:06:20 UTC - Size: 97.61 KB - 49 views |
| [2024-03-15 06:12:07] |
| User116190 - Posts: 5 |
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Additional screenshots to illustrate the process I'm trying to follow and the results. Also below are the file sizes of the intraday data files: ESH23_FUT_CME.scid - 56B ESM23_FUT_CME.scid - 1.43MB ESH24_FUT_CME.scid - 3.81MB ESZ23_FUT_CME.scid - 2303.85MB ESM23_FUT_CME.scid - 471.64MB |
| Delete and download all data.png / V - Attached On 2024-03-15 06:08:19 UTC - Size: 228.45 KB - 65 views Delete and download all data complete.png / V - Attached On 2024-03-15 06:08:27 UTC - Size: 339.35 KB - 69 views Delete and download all data (5min chart).png / V - Attached On 2024-03-15 06:11:23 UTC - Size: 112.17 KB - 62 views |
| [2024-03-15 13:58:32] |
| John - SC Support - Posts: 36238 |
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Please exit from Sierra Chart and then open the file explorer window. Go to the 'Data' folder under your main Sierra Chart installation folder and remove the files for the symbols where you are having the issue (i.e. ESH23_FUT_CME.scid, ESM23_FUT_CME.scid, etc.). Then open Sierra Chart again and wait for the data to download. Let us know if you are still having an issue. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-03-15 16:27:26] |
| Sierra_Chart Engineering - Posts: 17172 |
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The data downloading may take some time. If you do not need tick by tick data you can then use a larger increment to reduce the amount of time to download data: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Improving Historical Intraday Data Downloading Performance 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 |
| [2024-03-16 03:29:13] |
| User116190 - Posts: 5 |
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The recommendation of John - SC Support seems to have worked. I was hesitant about deleting thru explorer because I thought I read a diff support thread wherein SC recommended not ever having to go thru explorer. Thank you. Sierra_Chart Engineering - I looked into this, but I really need tick data. I don't mind waiting around since I can leave it running overnight. The problem was that it didn't seem to be doing what it was saying (ie it wasn't actually deleting and downloading despite using the command). |
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