Support Board
Date/Time: Sat, 21 Dec 2024 17:49:09 +0000
How to check how far to the past i own tick data
View Count: 862
| [2015-07-07 10:03:12] |
| wat - Posts: 67 |
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Hello, i am using data feed from SierraChart, i am really confused about my historical tick data. My questions are: How can i find out how far to the past i can load tick by tick data ? Lets assume there is 180 days of tick data downloaded on my drive. Then, when I replay chart using 5minute timeframe, is it replayed tick by tick or is it somehow compressed? Thank you a lot |
| [2015-07-07 15:47:08] |
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In the case of CME futures, there is at least 4 years of historical tick by tick data. The best way to ensure that you have tick by tick data is to follow the instructions here and re-download the data: http://www.sierrachart.com/index.php?page=doc/doc_TickbyTickDataConfiguration.php In the case of a Continuous Futures Contract chart, make sure you re-download the data for all contracts loaded in the chart. The replays will be tick by tick. The data will not be automatically compressed. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-07-07 15:49:56
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| [2015-07-08 11:28:22] |
| wat - Posts: 67 |
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Thank you! If i go to Chart >> Chart Settings and set the Use Number of Days to Load >> Days to Load to a small number like 1 etc. i am only able to load 450 days, maybe little bit more, but if i set 720 days to load, chart is loading new data and after few minutes of waiting, i just see black chart. Nothing has been loaded. Where is the problem ? Thank you |
| [2015-07-08 16:41:39] |
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When you see a "black chart", do you see a message on chart indicating data is being downloaded?
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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-07-08 16:41:55
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| [2015-07-08 18:05:23] |
| wat - Posts: 67 |
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I actually see a few minutes or seconds that data is being downloaded, but after this process, this downloading window dissapear and "black chart" only stays in my monitor.
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| [2015-07-08 18:11:43] |
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What is the symbol of the chart? And are you using the Continuous Futures Contract option? After the historical data downloading completes, post a copy of the Message Log by following these instructions: https://www.sierrachart.com/index.php?page=PostingInformation.php#log 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2015-07-08 18:25:05] |
| wat - Posts: 67 |
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Symbol is NQ. Yes, i use Continuous-viz. screen. Next time i will put log. Thank you. Date Time Of Last Edit: 2015-07-08 18:26:58
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 continuous.png / V - Attached On 2015-07-08 18:22:52 UTC - Size: 50.31 KB - 303 views |
| [2015-07-09 08:15:56] |
| wat - Posts: 67 |
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Software version: 1261 | 2015-07-09 10:09:28 Uses New Spreadsheets | 2015-07-09 10:09:28 Usage end date: 2015-12-03 | 2015-07-09 10:09:28 Enabled for: Advanced Features. | 2015-07-09 10:09:28 Enabled for: Advanced Features 2. | 2015-07-09 10:09:28 Enabled for: Sierra Chart Historical Data Service. | 2015-07-09 10:09:28 Enabled for: Sierra Chart Real-Time Exchange Data Feed. | 2015-07-09 10:09:28 Enabled for: CME, CBOT, NYMEX, COMEX exchanges for trading accounts. | 2015-07-09 10:09:28 Received 2 data feed usernames. | 2015-07-09 10:09:28 Allow Support for Sierra Chart Data Feeds is enabled. | 2015-07-09 10:09:28 Active service: Interactive Brokers | 2015-07-09 10:09:28 Time Zone: +02:00:00 (CET+01CEST+01,M3.5.0/02:00,M10.5.0/03:00) | 2015-07-09 10:09:28 2015-07-09 10:09:28 Local computer clock time | 2015-07-09 10:09:28 2015-07-09 08:09:28 GMT time | 2015-07-09 10:09:28 2015-07-09 10:09:28 Time zone adjusted time | 2015-07-09 10:09:28 Time difference to server time: 3 seconds. | 2015-07-09 10:09:28 Program path: C:\SierraChart\ | 2015-07-09 10:09:28 Data Files path: C:\SierraChart\Data\ | 2015-07-09 10:09:28 OS Version Number: 6.1 | 2015-07-09 10:09:28 Locale Information: C | 2015-07-09 10:09:28 Checking for new symbol settings for ib | 2015-07-09 10:09:28 HTTP connection to www.sierrachart.com:80 (0) | Resolved address sierrachart.com to IP 5.9.8.236 | 2015-07-09 10:09:28 HTTP connection to www.sierrachart.com:80 (1) | Connected. | 2015-07-09 10:09:28 Symbol settings are up-to-date for ib | 2015-07-09 10:09:28 Interactive Brokers: Connecting to 127.0.0.1:7496 | 2015-07-09 10:09:33 Socket (2) | Connected. | 2015-07-09 10:09:33 Socket connected to TWS. Sending client version: 62. Waiting for acceptance. | 2015-07-09 10:09:33 Interactive Brokers | TWS server version: 70 | 2015-07-09 10:09:33 Interactive Brokers | Connected. Waiting for account information. | 2015-07-09 10:09:33 IB Account information received. | 2015-07-09 10:09:33 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2015-07-09 10:09:33 Interactive Brokers | Connected to Demo or Simulated account. | 2015-07-09 10:09:33 Interactive Brokers | Year-Month last connected to Live account: 2015-07 | 2015-07-09 10:09:33 Interactive Brokers | Requesting Trade Positions (IB account data updates) for account: DU19* | 2015-07-09 10:09:33 Next valid order ID: 27 | 2015-07-09 10:09:33 Message from IB: Market data farm connection is OK:usfarm.us. IB Error Code: 2104. Request ID: -1. | 2015-07-09 10:09:33 Message from IB: Market data farm connection is OK:usfarm. IB Error Code: 2104. Request ID: -1. | 2015-07-09 10:09:33 Message from IB: HMDS data farm connection is OK:ushmds. IB Error Code: 2106. Request ID: -1. | 2015-07-09 10:09:33 Next valid order ID: 27 | 2015-07-09 10:09:33 IB Account information received. | 2015-07-09 10:09:33 Interactive Brokers | Received 1 Trade Accounts from TWS. | 2015-07-09 10:09:33 Interactive Brokers | Connected to Demo or Simulated account. | 2015-07-09 10:09:33 Interactive Brokers | Year-Month last connected to Live account: 2015-07 | 2015-07-09 10:09:33 Interactive Brokers | Received Trade Positions download end message for account DU19* | 2015-07-09 10:09:33 HTTP connection to www.sierrachart.com:80 (1) | Closed. No error. | 2015-07-09 10:09:33 HTTP connection to www.sierrachart.com:80 (1) | Shutdown and closed. | 2015-07-09 10:09:33 Interactive Brokers | Requesting historical order fills for account DU1*. | 2015-07-09 10:09:38 Interactive Brokers | Received Open orders end message. | 2015-07-09 10:09:38 Mapping NQ-201509-GLOBEX to NQU15. Service code: cme | 2015-07-09 10:10:04 SC Exchange Data | Starting real-time market data updates for: NQU15. ID: 1 | 2015-07-09 10:10:04 Using username 0 | 2015-07-09 10:10:04 SC Exchange Data | Connecting to the server scdf1.sierracharts.com. Port 443 | 2015-07-09 10:10:04 Intraday data recording state for symbol NQ-201509-GLOBEX is set to download pending. | 2015-07-09 10:10:04 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2015-07-09 10:10:04 HD Request # 2 | Downloading Intraday chart data for NQ-201509-GLOBEX to the file NQ-201509-GLOBEX.scid. Service: cme | 2015-07-09 10:10:05 HD Request # 2 | Download start Date-Time: 2015-07-09 10:05:41.0 | 2015-07-09 10:10:05 HD Request # 2 | Using server: scdf1.sierracharts.com port 10149 | 2015-07-09 10:10:05 Socket (0) | Resolved address ds6.sierracharts.com to IP 8.18.161.131 | 2015-07-09 10:10:05 Socket (3) | Connected. | 2015-07-09 10:10:05 SC Exchange Data | Connected to server. | 2015-07-09 10:10:05 SC Exchange Data | Sending logon request message. | 2015-07-09 10:10:05 Socket (4) | Connected. | 2015-07-09 10:10:05 HD Request # 2 | Sending historical data logon request message. | 2015-07-09 10:10:05 HD Request # 2 | Requesting Intraday data. Start Date-Time: 2015-07-09 10:05:41. Record interval: 0. Symbol: NQU15 | 2015-07-09 10:10:05 SC Exchange Data | Server Name: SC Real-Time Server. | 2015-07-09 10:10:05 SC Exchange Data | Server protocol version: 6. Client protocol version: 6. There is a protocol match. | 2015-07-09 10:10:05 SC Exchange Data | Successfully connected. | 2015-07-09 10:10:05 SC Exchange Data | Restarting real-time data updates for symbol: NQ-201509-GLOBEX -> NQU15 | 2015-07-09 10:10:05 HD Request # 2 | Decompressing data. | 2015-07-09 10:10:05 HD Request # 2 | Receiving Intraday data for NQ-201509-GLOBEX starting at 2015-07-09 10:05:41 | 2015-07-09 10:10:05 HD Request # 2 | Timestamp of first Intraday data file record written: 2015-07-09 10:05:49 | 2015-07-09 10:10:05 Socket (4) | Shutdown and closed. | 2015-07-09 10:10:05 The network socket for historical data has been closed. | 2015-07-09 10:10:05 HD Request # 2 | Received 101 records from 2015-07-09 10:05:41 to 2015-07-09 10:10:05 (4.4 minutes) and wrote 95 records for NQ-201509-GLOBEX | 2015-07-09 10:10:05 HD Request # 2 | Intraday download COMPLETE for NQ-201509-GLOBEX. Completion time: 0s. Unique request ID: 1 | 2015-07-09 10:10:05 Removed historical data download ID 1 | 2015-07-09 10:10:05 Real-time Intraday chart data file updates started for NQ-201509-GLOBEX | 2015-07-09 10:10:05 Date rule based rollover from NQ-201309-GLOBEX to next contract occurs at 2013-09-12. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201312-GLOBEX to next contract occurs at 2013-12-12. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201403-GLOBEX to next contract occurs at 2014-03-13. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201406-GLOBEX to next contract occurs at 2014-06-12. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201409-GLOBEX to next contract occurs at 2014-09-11. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201412-GLOBEX to next contract occurs at 2014-12-11. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201503-GLOBEX to next contract occurs at 2015-03-12. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201506-GLOBEX to next contract occurs at 2015-06-11. | 2015-07-09 10:10:34 Date rule based rollover from NQ-201509-GLOBEX to next contract occurs at 2015-09-10. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201309-GLOBEX for the date range from 2013-06-13 to 2013-09-12. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQU13 for the date range from 2013-06-13 to 2013-09-12. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201312-GLOBEX for the date range from 2013-09-12 to 2013-12-12. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQZ13 for the date range from 2013-09-12 to 2013-12-12. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201403-GLOBEX for the date range from 2013-12-12 to 2014-03-13. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQH14 for the date range from 2013-12-12 to 2014-03-13. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201406-GLOBEX for the date range from 2014-03-13 to 2014-06-12. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQM14 for the date range from 2014-03-13 to 2014-06-12. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201409-GLOBEX for the date range from 2014-06-12 to 2014-09-11. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQU14 for the date range from 2014-06-12 to 2014-09-11. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201412-GLOBEX for the date range from 2014-09-11 to 2014-12-11. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQZ14 for the date range from 2014-09-11 to 2014-12-11. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201503-GLOBEX for the date range from 2014-12-11 to 2015-03-12. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQ-201503-GLOBEX for the date range from 2014-12-11 to 2015-03-12. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201506-GLOBEX for the date range from 2015-03-12 to 2015-06-11. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQ-201506-GLOBEX for the date range from 2015-03-12 to 2015-06-11. | 2015-07-09 10:10:34 Checking Intraday data file for symbol NQ-201509-GLOBEX for the date range from 2015-06-11 to 0. | 2015-07-09 10:10:34 Checking Daily data file for symbol NQ-201509-GLOBEX for the date range from 2015-06-11 to 2015-07-09. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1 | Symbols used for continuous contract chart: | 2015-07-09 10:10:34 NQU13 | 2015-07-09 10:10:34 NQZ13 | 2015-07-09 10:10:34 NQH14 | 2015-07-09 10:10:34 NQM14 | 2015-07-09 10:10:34 NQU14 | 2015-07-09 10:10:34 NQZ14 | 2015-07-09 10:10:34 NQ-201503-GLOBEX | 2015-07-09 10:10:34 NQ-201506-GLOBEX | 2015-07-09 10:10:34 NQ-201509-GLOBEX | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Checking for volume based rollover dates. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201309-GLOBEX to NQ-201312-GLOBEX occurs at 2013-09-13 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201312-GLOBEX to NQ-201403-GLOBEX occurs at 2013-12-13 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201403-GLOBEX to NQ-201406-GLOBEX occurs at 2014-03-14 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201406-GLOBEX to NQ-201409-GLOBEX occurs at 2014-06-13 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201409-GLOBEX to NQ-201412-GLOBEX occurs at 2014-09-12 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201412-GLOBEX to NQ-201503-GLOBEX occurs at 2014-12-12 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201503-GLOBEX to NQ-201506-GLOBEX occurs at 2015-03-13 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Volume based rollover from NQ-201506-GLOBEX to NQ-201509-GLOBEX occurs at 2015-06-12 | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Performing continuous futures contract back adjustment calculations. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201309-GLOBEX Open price on 2013-09-13 is 3177.25. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201312-GLOBEX Open price on 2013-09-13 is 3171.75. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201309-GLOBEX price difference to NQ-201312-GLOBEX is -5.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201312-GLOBEX Open price on 2013-12-13 is 3457. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201403-GLOBEX Open price on 2013-12-13 is 3452.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201312-GLOBEX price difference to NQ-201403-GLOBEX is -4.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201403-GLOBEX Open price on 2014-03-14 is 3655.75. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201406-GLOBEX Open price on 2014-03-14 is 3646.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201403-GLOBEX price difference to NQ-201406-GLOBEX is -9.25. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201406-GLOBEX Open price on 2014-06-13 is 3773. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201409-GLOBEX Open price on 2014-06-13 is 3766.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201406-GLOBEX price difference to NQ-201409-GLOBEX is -6.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201409-GLOBEX Open price on 2014-09-12 is 4096.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201412-GLOBEX Open price on 2014-09-12 is 4089.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201409-GLOBEX price difference to NQ-201412-GLOBEX is -7. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201412-GLOBEX Open price on 2014-12-12 is 4233. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201503-GLOBEX Open price on 2014-12-12 is 4230. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201412-GLOBEX price difference to NQ-201503-GLOBEX is -3. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201503-GLOBEX Open price on 2015-03-13 is 4331.75. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201506-GLOBEX Open price on 2015-03-13 is 4326.75. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201503-GLOBEX price difference to NQ-201506-GLOBEX is -5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201506-GLOBEX Open price on 2015-06-12 is 4489.25. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201509-GLOBEX Open price on 2015-06-12 is 4485. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: NQ-201506-GLOBEX price difference to NQ-201509-GLOBEX is -4.25. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201309-GLOBEX is -45. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201312-GLOBEX is -39.5. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201403-GLOBEX is -35. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201406-GLOBEX is -25.75. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201409-GLOBEX is -19.25. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201412-GLOBEX is -12.25. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201503-GLOBEX is -9.25. | 2015-07-09 10:10:34 NQ-201509-GLOBEX [CBV] [M] 1 Trades #1: Back adjust amount for symbol NQ-201506-GLOBEX is -4.25. | 2015-07-09 10:10:34 Encountered an out-of-memory condition when loading the chart data. | 2015-07-09 10:12:12 * |
| [2015-07-09 17:37:24] |
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First, do not use volume-based rollover for NQ-201506-GLOBEX. You should use a date-based rollover. This can be changed through Chart >> Chart Settings >> Advanced Settings. Something just got our attention. You are trying to create a multiyear 1 trade per bar chart for this symbol: NQ-201509-GLOBEX [CBV] [M] 1 Trades #1 This is extremely unreasonable. Do not do this! You are going to create trouble. It will never work anyway. This is the problem: Encountered an out-of-memory condition when loading the chart data. | 2015-07-09 10:12:12 * Set the chart bars to something reasonable like 60 Minutes per bar. Refer to this page: http://www.sierrachart.com/index.php?page=doc/doc_ChangingPeriodOfBars.php 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-07-09 17:40:09
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