Support Board
Date/Time: Mon, 03 Mar 2025 10:21:16 +0000
Historical (i.e., expired) contracts don't seem to do volume bars properly
View Count: 433
| [2021-11-03 00:58:43] |
| User166108 - Posts: 73 |
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Prior to the current contract on ES, if I retrieve historical data, 1000 volume bars no longer appear to work and the charts appear to be using 30 second bars instead. I seem to recall reading about this but that had to do with retrieving historical data during primary trading hours, which I did not do (around 7pm Eastern today.) Is there a reason we have this restriction or can I lift it? Thanks. |
| [2021-11-03 01:07:38] |
| John - SC Support - Posts: 38292 |
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It depends on how far back you are going. Refer to the information here: Sierra Chart Historical Data Service: What is Included Also, make sure you Intraday Data Storage Time Unit is set to 1 tick. Refer to the following: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-11-03 01:18:19] |
| User166108 - Posts: 73 |
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Thanks for the quick response. As far as I can tell, I do have the settings correct: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=56467 I've also set the chart settings to download the last N days: https://www.sierrachart.com/Download.php?Folder=SupportBoard&download=56468 Is there another setting to be using? The key thing that I think might be relevant is that the day before rollover, the chart is using 30 second bars, the day after rollover it is using volume bars which seems like some setting regarding continuous contracts that I have not divined. |
 historical_intraday.png / V - Attached On 2021-11-03 01:14:54 UTC - Size: 33.75 KB - 151 views chart_settings.png / V - Attached On 2021-11-03 01:16:26 UTC - Size: 25.8 KB - 145 views |
| [2021-11-03 02:06:15] |
| User166108 - Posts: 73 |
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Just did a fresh download while out on a walk for the last two expired contracts on ES, same result (using 30 second bars.) Not sure what else to try. If you believe my settings are OK, then perhaps I should just delete all the files manually and redownload? Edit: looks like I spoke too soon, I had downloaded the last 3 expired contracts, the furthest one appears to be doing the right thing and the download is incomplete, let me see what happens when it completes. Date Time Of Last Edit: 2021-11-03 02:07:48
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| [2021-11-03 02:20:16] |
| User166108 - Posts: 73 |
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All is good, I guess I must have downloaded during market hours somewhere in between.
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