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Date/Time: Sat, 11 Jan 2025 10:02:59 +0000



Missing Intraday E-Mini S&P 500 Data

View Count: 3468

[2016-11-09 04:20:59]
Sierra Chart Engineering - Posts: 104368
Just let us know what other futures contracts you need the missing data inserted for and we will do that.

It was rather difficult doing this for ZQ because it is not a common market and historical files were not set up for that yet.
Sierra Chart Support - Engineering Level

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[2016-11-12 20:26:08]
skelcap - Posts: 139
Other missing daily data for Euro futures:

E6Z01.dly
Mon 12 Nov 2001

E6Z02.dly
Mon 14 Oct 2002
Mon 11 Nov 2002

E6Z03.dly
Mon 13 Oct 2003
Tues 11 Nov 2003

E6Z04.dly
Mon 11 Oct 2004
Tues 11 Nov 2004

E6Z05.dly
Mon 10 Oct 2005
Tues 11 Nov 2005

E6Z06.dly
Mon 9 Oct 2006

E6Z07.dly
Mon 8 Oct 2007
Mon 12 Nov 2007

Again looks suspiciously like a systematic error given it's always around 11 Oct and 11 Nov each year ...
Date Time Of Last Edit: 2016-11-12 20:28:27
[2016-11-12 20:27:13]
Sierra Chart Engineering - Posts: 104368
We are telling our data provider about this.
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:
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[2016-11-21 04:50:03]
skelcap - Posts: 139
There is some missing intraday data between the NYMEX Gold futures contracts:

- GCQ09 rolls into GCZ09 on 7/30/2009 but GCZ09.scid data doesn't start until 9/29/2009 (so effectively a 2 month hole in the series)

- GCM10 rolls into GCQ10 on 5/27/2010 but GCQ10.scid data doesn't start until 5/30/2010.
[2016-11-21 04:59:32]
skelcap - Posts: 139
Also:

- GCM09 rolls into GCQ09 on 5/28/2009 but GCQ09.scid data doesn't start until 5/31/2009.
[2016-11-21 05:51:06]
Sierra Chart Engineering - Posts: 104368
We will look at post 28 and 29 in the next couple of days.

Regarding post #26, most of those dates were holidays and there was no data.
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
[2016-11-21 06:49:19]
skelcap - Posts: 139
Re post #26, Bloomberg has data for most of these days
[2016-11-21 07:27:17]
Sierra Chart Engineering - Posts: 104368
OK, it does not matter. We checked another source and most of them did not have data. But we did fill in the ones that did have data from the other source. There were a total of four days that were inserted. We cannot spend further time on this.
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: 2016-11-21 07:28:04
[2016-11-21 16:22:18]
skelcap - Posts: 139
Ok I agree the odd days don't much matter, do you still want to know about the big holes?

YM (Mini Dow) intraday missing 3/20/2009-3/29/2009 (1 week)
[2016-11-21 16:56:31]
Sierra Chart Engineering - Posts: 104368
Yes we will take care of those.
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:
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[2016-11-21 19:09:12]
skelcap - Posts: 139
YM (DAX) .dly missing 4 years 1996-1999
[2016-11-21 19:13:04]
Sierra Chart Engineering - Posts: 104368
Are you referring to the YM or DY (DAX) symbol?

We do not think we can help with the DAX.
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
[2016-11-21 19:30:40]
skelcap - Posts: 139
Sorry yeah the DY (big DAX)
[2016-11-21 19:43:05]
Sierra Chart Engineering - Posts: 104368
We cannot help with the DAX.
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
[2016-11-22 06:29:23]
skelcap - Posts: 139
NGF11.scid (Natural Gas) file is empty
[2016-11-22 18:19:23]
skelcap - Posts: 139
FTSE 100 INDEX FUTURES (Z/X) is missing 4y of daily data 1996-1999
[2016-11-22 18:36:40]
Sierra Chart Engineering - Posts: 104368
Regarding post #40 we doubt we can help with that but we will ask Barchart about this.
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
[2016-11-22 18:52:17]
skelcap - Posts: 139
Thanks. IMHO this kind of thing should be a no-brainer for them
[2016-11-23 05:35:13]
skelcap - Posts: 139
The 10-Year Long Gilt Futures ("G") has 3 out of every 4 intraday files empty between 2010-2015 (Jun/Sep/Dec in every year)
[2016-11-23 23:34:52]
Sierra Chart Engineering - Posts: 104368
Data has now been filled in for all of the remaining missing data reports.
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

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