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Date/Time: Tue, 22 Apr 2025 23:38:38 +0000



Missing Volume Mid-Day

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[2025-03-30 19:13:39]
User316944 - Posts: 2
On Mar 28, 2025, ESM5 showed the proper volume per 1 min until 10:48 EST when the volume reduced (averaging approx 5500 contracts per minute immediately down to appox. 500 contracts per minute at 10:48 EST and remaining there throughout the day). Comparing against CME and IBKR TWS volume, there was a significant reduction of reported volume at this period in Sierra. I don't believe any settings were changed at this time, and even if they were, I would assume they would be global, not just affecting a small time period.

See screenshot. Time in US/Eastern

Looking back, same issue for the past week, but at different times of the day.

Data feed is TWS port 7496

Volume filtering is 0,0,No

I appreciate any suggestions!

https://www.sierrachart.com/image.php?Image=1743361843684.png
Attachment Deleted.
Private File
[2025-03-30 20:01:26]
Sierra_Chart Engineering - Posts: 19307
Re-download the data:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart

Make sure the time zone of the chart is correct:
Time Zone Setting
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
[2025-03-31 14:44:33]
User316944 - Posts: 2
This worked: "Go to your chart and use your Pointer to point to where you want to begin the historical Intraday data download at. This should be right before the missing or incomplete Intraday data.

Right-click your Pointer and select Delete and Download Data on the Chart Shortcut Menu. This will delete and re-download from the position you pointed to, all the way to the end of the data file. You will see Downloading Historical Data displayed on the chart window. Refer to the image to the right.

If the Intraday chart is missing data at the end of the chart, then just point to a bar near the end of the chart, right-click your pointer and select Delete and Download Data on the chart shortcut menu."

Must have been an error in the data feed as no other settings needed to be changed and TZ was correct.

Thanks!

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