Support Board
Date/Time: Wed, 27 Nov 2024 08:51:27 +0000
Post From: problem with continuous contract futures intraday data
| [2014-08-10 21:56:28] |
| User74568 - Posts: 13 |
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Having trouble with intraday data for futures - trying with E-mini S&P I have subscribed to Sierra Charts Exchange Data and have that selected in DTS I have selected Continuous Futures Contract - volume-based rollover, back adjusted I can load daily and weekly charts no problem but when I switch to 1 hour, or 15 min I get a blank chart and error message in log: "Currently no data in file to display. Will start historical data download and real-time updates..." When I change DTS settings to Interactive Brokers: I get a "Download Failed" and "Symbol is Unknown" error I select the symbol ES-201409-GLOBEX This gives me intraday data but there is a huge gap. The chart jumps on 2012-12-13 suddenly to 2014-06-13. There is no gap on the Daily chart - only on the intraday charts. In the Log file there are a few error messages like: Intraday data file for ES-201303-GLOBEX exists and is empty. Skipping intraday download. I have tried "Delete All Data and Download" and have tried restarting Sierra Charts with same results. I also have a Question: Is the intraday data coming from Interactive Brokers or Sierra Charts? I want tick data going back to 2008 to build long term volume profile studies (composites) which is partly why I subscribed to the Sierra Charts data service. I would prefer not to connect to Interactive Brokers. Thanks. |