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Date/Time: Thu, 25 Apr 2024 11:28:17 +0000



Missing intraday data

View Count: 1549

[2019-12-04 18:56:16]
T44 - Posts: 363
v2021
SC data feed

Missing intraday data in sub instances. Delete and re-download data doesn't work - it refreshes the chart nearly instantly with the same missing data. I need to either do this in the master instance or rm the *.scid files. This has happened two days in a row that I've spotted.

Do you need more detail? Thanks.
[2019-12-04 19:58:31]
Sierra Chart Engineering - Posts: 104368
Well the first thing to do is to go to the main instance of Sierra Chart and look at the chart there and see if there is any missing data. Let us know. And for what symbol? We just need to know one symbol.
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: 2019-12-04 19:58:43
[2019-12-04 20:09:25]
T44 - Posts: 363
Yes, missing in the main instance also, CLF20_FUT_NYMEX, missing 12:37 to 12:47 CST.
Thanks.
[2019-12-04 20:11:42]
T44 - Posts: 363
To add...delete and download data works...but then I'd need to do this in all the sub instances also. This has been happening for a few days now, also on other CME symbols. Seems to be affected if I shut down Sierra during the session and start it up again (which I don't normally do but am developing this week).
[2019-12-04 20:49:57]
Sierra Chart Engineering - Posts: 104368
We are unable to reproduce any issue like this. At the time you have the problem we need you to provide the Message Log and tell us the symbol. Just one symbol only.
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
[2019-12-05 12:30:57]
T44 - Posts: 363
Thank you, sent via platform:

Re Support Board Thread 47310
Message log as requested, missing data on CLF20_FUT_NYMEX
Missing data 02:18 02:24 CST today 5th Dec.

[2019-12-05 13:04:26]
Sierra Chart Engineering - Posts: 104368
The data is being downloaded from the wrong server:
HD Request # 21 | Downloading Intraday chart data for CLF20_FUT_NYMEX to the file CLF20_FUT_NYMEX.scid. Service: nymex | 2019-12-05 06:25:32.804
HD Request # 21 | Download start date-time: 2019-12-05 02:46:00.000 | 2019-12-05 06:25:32.805
HD Request # 21 | Using server: ds21.sierracharts.com port 10150 | 2019-12-05 06:25:32.806
But we are unable to reproduce the problem or see how this could possibly occur. We need to think about this some more.

This should not matter but try updating the symbol settings:

Follow the instructions here to update the Symbol Settings:
Global Symbol Settings: Update Global Symbol Settings
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: 2019-12-05 13:05:49
[2019-12-05 14:36:08]
T44 - Posts: 363
I have updated the symbol settings in the main instance and have closed everything down and restarted.
Attaching the message log again, this time 08.17 to 08.28 CST is missing for CL.
Note that the data is also missing for other CME symbols e.g. NQ.

Eurex symbols are working correctly, all have data for the above time period.
[2019-12-05 15:47:37]
T44 - Posts: 363
Whenever I start Sierra Chart during the trading session, the last N minutes of CME data are missing whereas Eurex symbols have correct data. I can repeat the issue consistently by restarting Sierra Chart.
[2019-12-05 17:20:37]
Sierra Chart Engineering - Posts: 104368
We need to add additional logging to determine the problem. And we apologize for this issue. We will determine the problem today.
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
[2019-12-05 19:06:17]
Sierra_Chart Engineering - Posts: 14076
We really are very puzzled about this issue. We simply cannot reproduce or recognize why it is happening in your case.

Are you available for a call this evening?
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2019-12-05 19:09:43]
Sierra_Chart Engineering - Posts: 14076
Possibly you inadvertently altered the symbol settings. We want user set settings to be disabled. They are currently enabled:
Custom symbol settings values: enabled | 2019-12-05 08:27:05.209

Select Global Settings >> Symbol Settings. Uncheck Use Custom Symbol Settings Values. Once that is done, try the historical data downloads again.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2019-12-05 19:10:02
[2019-12-06 12:15:01]
T44 - Posts: 363
Thank you for your replies. I have updated to prerelease 2022 and then disabled Custom Symbol Settings Values as you request.

Here is a snip from the export of the intraday data file to show the exact timestamps of the gap in data:

2019/12/6, 11:57:21, 312575.00, 312600.00, 312575.00, 312575.00, 8, 7, 6, 2
2019/12/6, 11:57:34, 312600.00, 312600.00, 312575.00, 312600.00, 10, 10, 6, 4
2019/12/6, 12:07:49, 312525.00, 312525.00, 312525.00, 312525.00, 21, 14, 21, 0

I have uploaded the message log again, hopefully it has some debugging information for you.

It still affects only CME group symbols. And the data is missing in both main instance and sub instances.
Date Time Of Last Edit: 2019-12-06 12:17:31
[2019-12-06 12:18:02]
T44 - Posts: 363
Yes, I should be able to have a call with you sometime today - can you let me know a suitable 1-2 hour window for you so I can plan ahead?
[2019-12-06 14:40:37]
Sierra Chart Engineering - Posts: 104368
We could call from 10:30 AM to 12:30 PM US Eastern time.
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: 2019-12-06 14:41:02
[2019-12-06 15:09:21]
T44 - Posts: 363
Thank you, from 10:30 EST works for me. ('phone number ending *5900 from my account details please)
Date Time Of Last Edit: 2019-12-06 15:09:57
[2019-12-06 15:18:00]
Sierra Chart Engineering - Posts: 104368
Ok.
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
[2019-12-06 15:48:36]
Sierra Chart Engineering - Posts: 104368
User called. We are no longer seeing the issue. Not sure why it is not present and why it was present before. We are also going to allow the new servers we have for historical data associated with the Denali feed to be able to provide data to the users of the SC exchange data feed based on their exchange authorizations.
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
[2019-12-06 16:47:13]
T44 - Posts: 363
I can confirm that on the latest restart there is still the issue with the most recent 10 minutes of data missing on CME group markets, but I understand this will be fixed when you make the exchange authorization changes above.
[2019-12-06 16:57:28]
Sierra Chart Engineering - Posts: 104368
Ok, that really is puzzling to us. Not sure why it is happening and we need to understand that and figure it out but we are going to have the changes done today to allow real-time data from our other servers. That will take a little longer than we thought, but it will be done today and we apologize for this issue.
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
[2019-12-06 18:50:51]
Sierra Chart Engineering - Posts: 104368
When you can, when you have the issue please send us the Message Log using the Send for Analysis button and let us know here. We realize we do have more information in the log which will help us isolate the problem.
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
[2019-12-06 19:15:35]
T44 - Posts: 363
Thank you, I am still having the issue and have sent the message log from approx 13:10 CST.
[2019-12-06 22:35:32]
Sierra_Chart Engineering - Posts: 14076
Issue is found and fixed. It will be in 2023.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing

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