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Date/Time: Thu, 28 Nov 2024 01:39:55 +0000



Continuous contract chart has large data gaps`

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[2023-06-07 23:35:37]
User948037 - Posts: 15
I'm trying to make a daily futures chart going back about 2 years and using intraday data so that only RTH periods are included.

I followed the steps for continuous contracts here originally: Continuous Futures Contract Charts: Step-By-Step Instructions

That resulted in a chart with large gaps between contracts and some data seeming to be missing (see attached chart).

I then followed the troubleshooting steps here: https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ReDownloadingContinuousFuturesContractData. I did this three times. There was no improvement in the results, though the exact missing data changed from iteration to iteration when I re-downloaded the data. To me, it looks like some entire contracts are missing, and there is missing data within contracts.

I am at a loss as to what to do next. Any help appreciated

https://www.sierrachart.com/image.php?Image=1686180783963.png
[2023-06-08 08:25:26]
Sierra_Chart Engineering - Posts: 17199
The proper instructions to follow in this case are here:

Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data

It sounds like in your case there are failures with historical data downloading. Check the Window >> Message Log and see what is happening during the download process.

One thing we do recommend is using 1 Minute data in this case:
Changing Chart Bars Period: Improving Performance of Loading Chart Data

We want you to change the Intraday Data Storage Time Unit to 1 Minute and see if you notice a 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-06-08 15:33:27]
User948037 - Posts: 15
Thanks for the response. I will go back and try the re-downloading again later today.

As for the intraday data storage, I use a tick chart (it's one of the charts always open in my chartbook). I'm assuming that I will no longer be able to use the tick chart if I switch the Intraday Data Storage Time Unit to 1 minute, correct? I'm willing to try it to see if the daily chart works that way. But that is not a long-term solution for me if I can't use a tick chart as a result.
[2023-06-08 16:26:02]
Sierra_Chart Engineering - Posts: 17199
What you can do is use another sub instance of Sierra Chart set to a storage unit of 1 Minute for these particular longer-term charts.

This is what is explained here:

Changing Chart Bars Period: Improving Performance of Loading Chart 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2023-06-08 21:21:58]
User948037 - Posts: 15
I followed your suggestions about using a sub instance, and my problem is solved. Thanks.

One more question: instead of using a separate sub instance for the daily chart, I decided to use a sub instance for the tick chart, as I only need to display a few days of tick data at a time, and this reduced my data download time greatly.

From the perspective of resource usage (CPU and memory), is there any advantage to having the daily chart in a sub instance vs having my tick chart in a sub instance? I could easily swap the two charts so that the daily chart is in a sub instance instead.
[2023-06-09 14:36:03]
John - SC Support - Posts: 36350
It does not matter which chart is in which instance. Each sub-instance is its own version of Sierra Chart that is independent from other instances in terms of CPU and Memory.
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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