Support Board
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 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 |
[2016-11-12 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
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[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: Sierra Chart Teton Futures Order Routing |
[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
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[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
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[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: Sierra Chart Teton Futures Order Routing |
[2016-11-21 19:09:12] |
skelcap - Posts: 139 |
YM (DAX) .dly missing 4 years 1996-1999
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[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)
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[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
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[2016-11-22 18:19:23] |
skelcap - Posts: 139 |
FTSE 100 INDEX FUTURES (Z/X) is missing 4y of daily data 1996-1999
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[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
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[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)
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[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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