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Date/Time: Thu, 27 Feb 2025 00:11:34 +0000



Historical data service

View Count: 756

[2021-06-09 16:15:26]
Ale83 - Posts: 26
Good morning
I am unable to view historical futures data.
I have Sierra + Datafeed Denali real time advanced package and CQG for order routing.
My broker is AMP and in data trade service setting he advised me to put CQG Web API: real time data works, but historical data doesn't work, I only see the future of the moment, not the past ones
Can you help me?

Thank you
[2021-06-09 16:51:52]
John - SC Support - Posts: 38222
Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Open a chart for the symbol you have an issue with. Tell us that symbol of the chart.

Disconnect from the data feed with "File >> Disconnect".

Connect to the data feed with "File >> Connect to Data Feed".

After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 19:18:17]
Ale83 - Posts: 26
The problem is that no message logs are created, the page remains blank.
The symbol is F.US.EPM21.
As if the historian did not exist
[2021-06-09 19:31:54]
John - SC Support - Posts: 38222
Do the following for us then:
- Close your chartbooks by selecting File >> Close All Chartbooks
- Select Window >> Message Log
- Select Edit >> Clear Log to clear the Message Log
- Close the Message Log window by selecting the X in the upper right corner
- Select File >> Find Symbol
- Enter F.US.EPM21 in the Selected Symbol area
- Select the button for Open Intraday Chart
- Select the button for Close
- Select File >> Message Log
- Select Send for Analysis at the top of the Message Log
- Post here letting us know that the Message Log was sent.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 19:41:13]
Ale83 - Posts: 26
Software version: 2270 64-bit | 2021-06-09 14:36:50.941
Primary Thread ID: 44400 | 2021-06-09 14:36:50.941
Usage end date: 2021-07-08 | 2021-06-09 14:36:50.941
Enabled for: Advanced Features 2. | 2021-06-09 14:36:50.941
Enabled for: Sierra Chart Historical Data Service. | 2021-06-09 14:36:50.941
Enabled for: Denali Real-Time Exchange Data Feed. | 2021-06-09 14:36:50.941
Enabled for: Delayed Denali Exchange Data Feed. | 2021-06-09 14:36:50.941
Enabled for exchange2: CME | 2021-06-09 14:36:50.941
Allow Support for Sierra Chart Data Feeds is enabled. | 2021-06-09 14:36:50.941
Current selected Data/Trading service: CQG WebAPI | 2021-06-09 14:36:50.941
Custom symbol settings values: enabled | 2021-06-09 14:36:50.941
Chart Update Interval: 300 | 2021-06-09 14:36:50.941
Intraday Data Storage Time Unit: 0 | 2021-06-09 14:36:50.941
Time Zone: -05:00:00 (CST-06CDT+01,M3.2.0/02:00,M11.1.0/02:00) | 2021-06-09 14:36:50.941
2021-06-09 19:36:50 Local computer time in UTC | 2021-06-09 14:36:50.941
2021-06-09 14:36:50 Local computer time in SC Time Zone | 2021-06-09 14:36:50.941
2021-06-07 22:08:22 Server time in UTC | 2021-06-09 14:36:50.941
Local computer UTC time and Server UTC time difference: 1 seconds. | 2021-06-09 14:36:50.941
Program path: C:\SierraChart\ | 2021-06-09 14:36:50.941
Data Files path: C:\SierraChart\Data\ | 2021-06-09 14:36:50.941
OS Version Number: 10.0 | 2021-06-09 14:36:50.942
Locale Setting: C | 2021-06-09 14:36:50.942
DLLs: UserContributedStudies_64.dll, zyp sierra free (2020)_2151_64.dll | 2021-06-09 14:36:50.942
Allowed protected custom studies: zyp_download_free | 2021-06-09 14:36:50.942

F.US.EPM21 1 Min #1 | Reloading chart. | 2021-06-09 14:38:08.821
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (3) | Creating socket. Using TLS 1.2. | 2021-06-09 14:39:56.559
The message log has been sent to support. | 2021-06-09 14:39:56.559 *
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (3) | New receive buffer size: 32768 | 2021-06-09 14:39:56.559
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (3) | Connecting to IP: 95.216.233.104. | 2021-06-09 14:39:56.559
Sending of the Message Log is completed. The response was saved to C:\SierraChart\Data\MessageLogAnalysis.htm | 2021-06-09 14:39:57.626
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (3) | CloseSocket call. | 2021-06-09 14:39:57.889
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (3) | Shutdown started. Waiting for graceful close. | 2021-06-09 14:39:57.889
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (3) | Socket gracefully closed by remote side. | 2021-06-09 14:39:57.976
HTTPS connection ID:1 to www.sierrachart.com:443 for request ID:1 (3) | Closed. | 2021-06-09 14:39:57.977
[2021-06-09 20:00:10]
John - SC Support - Posts: 38222
Can you please take a screenshot of what you are seeing by following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#PostingAnImage
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 20:16:50]
Ale83 - Posts: 26
http://www.sierrachart.com/image.php?Image=1623269788908.png
[2021-06-09 20:52:40]
John - SC Support - Posts: 38222
Are you not able to scroll back further in time back before about 12:57 in the chart?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 20:57:16]
Ale83 - Posts: 26
http://www.sierrachart.com/image.php?Image=1623272226196.png
[2021-06-09 21:00:31]
John - SC Support - Posts: 38222
So I am very confused now. I thought you were not able to get any historical data in your chart. Where is the problem you are having?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 21:08:07]
Ale83 - Posts: 26
http://www.sierrachart.com/image.php?Image=1623272736176.png

Nell'immagine ho caricato grafico a 1000 giorni di dati storici ma mi carica solo il future scadenza giugno, non carica i precedenti, anche se in advance setting ho segnato Continuos Future Contract.
Io ho bisogno di visualizzare almeno gli ultimi 3 anni di storico dello struemento
[2021-06-09 21:14:17]
John - SC Support - Posts: 38222
From Google Translate:
In the image I have loaded a 1000-day chart of historical data but I only load the future expiration June, it does not load the previous ones, even if in advance setting I have marked Continuos Future Contract.
I need to view at least the last 3 years of the instrument's history

The Intraday charts you took the images of are not setup as Continuous Future Contract. We can tell as the notation at the end of the symbol is not there that indicates it is a Continuous Futures Contract.

For instance, on the Daily chart you last posted, it has the [C] notation after the symbol in the upper left corner, indicating that it is a Continuous Date Based Rollover.

For more information on the notation, refer to the following:
Continuous Futures Contract Charts: Text Indicator Description Table

For that 1-minute chart, you need to go to Chart >> Chart Settings >> Advanced Settings and set the Continuous Contract as you want it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 21:35:34]
Ale83 - Posts: 26
http://www.sierrachart.com/image.php?Image=1623274492930.png

Qui ho creato grafico day, con 5000 giorni di storico richiesti con contract continuos, come vedi ci sono molti salti negli anni,che lo rendono molto difficile da leggere,come mai?
[2021-06-09 21:38:00]
John - SC Support - Posts: 38222
From Google Translate:
Here I created a day chart, with 5000 days of history required with contract continuos, as you can see there are many jumps over the years, which make it very difficult to read, why?

You need to use a "Back Adjusted" Continuous contract option in order to get the data to all line up between the changes in contracts. Refer to the following:
Continuous Futures Contract Charts: Understanding Back Adjusted Price Data and Comparisons
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2021-06-09 21:46:42]
Ale83 - Posts: 26
http://www.sierrachart.com/image.php?Image=1623274492930.png

ho impostato Back adjusted come da indicazioni, ma i salti ci sono comunque
Mancano proprio alcuni contratti
[2021-06-09 21:47:49]
Ale83 - Posts: 26
http://www.sierrachart.com/image.php?Image=1623275149139.png

Scusa questa รจ immagine corretta con back adjusted continuos contract
[2021-06-10 07:00:12]
Ale83 - Posts: 26
http://www.sierrachart.com/image.php?Image=1623275149139.png

Potete aiutarmi in altro modo? Purtroppo anche facendo contract coninuos back adjusted la visualizzazione ha dei vuoti ,mancano proprio dei contratti
[2021-06-10 15:41:05]
Sierra Chart Engineering - Posts: 104368
Change the Chart Data Type in Chart Settings to "Historical Chart". Refer to:

Chart Settings: Chart Data Type (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method menu)

Apply that setting and adjust the Days to Load to what you require. The historical data downloading will be much faster and less issues.
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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