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Date/Time: Thu, 28 Nov 2024 03:42:17 +0000



Post From: Continuous contract chart has large data gaps`

[2023-06-07 23:35:37]
User948037 - Posts: 15
I'm trying to make a daily futures chart going back about 2 years and using intraday data so that only RTH periods are included.

I followed the steps for continuous contracts here originally: Continuous Futures Contract Charts: Step-By-Step Instructions

That resulted in a chart with large gaps between contracts and some data seeming to be missing (see attached chart).

I then followed the troubleshooting steps here: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloadingContinuousFuturesContractData. I did this three times. There was no improvement in the results, though the exact missing data changed from iteration to iteration when I re-downloaded the data. To me, it looks like some entire contracts are missing, and there is missing data within contracts.

I am at a loss as to what to do next. Any help appreciated

https://www.sierrachart.com/image.php?Image=1686180783963.png