Support Board
Date/Time: Tue, 26 Nov 2024 21:30:21 +0000
Delayed Futures date for all contract months
View Count: 481
| [2023-10-11 07:25:23] |
| User423915 - Posts: 15 |
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I need data for futures for all months traded (to construct a term structure). For instance, I have configurerd the list of CL contracts listed below in a SymbolList and done a scan. But most months from CLZ23 and forward not display any data. I tried to upgrade to SP10 but it made no difference. Do I need to active real-time CME data also to get delayed data for these contracts? CLF23-NYMEX CLG23-NYMEX CLH23-NYMEX CLJ23-NYMEX CLK23-NYMEX CLM23-NYMEX CLN23-NYMEX CLQ23-NYMEX CLU23-NYMEX CLV23-NYMEX CLX23-NYMEX CLZ23-NYMEX CLF24-NYMEX CLG24-NYMEX CLH24-NYMEX CLJ24-NYMEX CLK24-NYMEX CLM24-NYMEX CLN24-NYMEX CLQ24-NYMEX CLU24-NYMEX CLV24-NYMEX CLX24-NYMEX CLZ24-NYMEX Date Time Of Last Edit: 2023-10-11 07:48:54
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| [2023-10-11 09:19:05] |
| Sierra_Chart Engineering - Posts: 17185 |
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You should be getting some data for these contracts. Is the chart completely blank?
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 |
| [2023-10-11 11:28:04] |
| User423915 - Posts: 15 |
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Yes, the screen is blank and the dly-files only have a header but not data.
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| [2023-10-11 13:54:27] |
| Sierra_Chart Engineering - Posts: 17185 |
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Tell us one symbol that is blank.
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: 2023-10-11 13:54:33
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| [2023-10-12 12:11:24] |
| User423915 - Posts: 15 |
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Hm, now there is data for this SymbolList when I walk thorough with +/-. I know for a fact that there was not data for any CL?24 contract yesterday after I did a scan. And the screens were blank when I walked through them with +/-. I did a test with another SymbolList for metals that is new, i.e. there were no dly-files in my data folder before the scan. After running the scan for this list there isn't any data in the file GCM24-COMEX.dly (GCM24 has OI and Volume when I look at other sites). This file looks like this: Date, Open, High, Low, Close, Volume, OpenInterest I tested to look at GCM24 in SC (using +/-) and now the data has been downloaded (and the file isn't empty anymore). There seams to be some problem with the scan functionality. |
| [2023-10-13 17:03:12] |
| Sierra_Chart Engineering - Posts: 17185 |
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There may be data download failures. This is what it sounds like. Re-download all the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". You just need to do this once per symbol and not for each chart. If you do not get the data, tell us the 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-10-13 17:03:22
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| [2023-10-17 13:18:35] |
| User423915 - Posts: 15 |
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I'm not sure I understand. I've come up with a process that looks like this (using metals as an example): 1. Create a SymbolList for all coming months for each commodity in the group (automated step where the same years are used for all commodities in the group). See list below. 2. Create a chart and import the SymbolList in a WatchList 3. Enable WatchList mode and walk through the list manually I want to replace step 3 with a scan since this manual step takes a lot of time. I have one chart for each commodity group (eneriges, metals etc.). I also have a chart with the same commodities configured as continous contracts so all historic contracts are downloaded as well using this chart. Do I need to Delete and download the data for each symbol in the list below? I've set up SymbolLists for nine different groups. I have the same problem in all groups. The data for all symbols is not downloaded after the scan (most symbols do not have any data but some do) so I have to perform step 3 each time a want to update. I seams to me as there is some type of timing problem in the scan function (it moves on too quickly instead of waiting for the download to complete?). But I don't know how this is built of course... Any suggestions on how to simplify this process is much appreciated! ---- GCG23-COMEX GCJ23-COMEX GCM23-COMEX GCQ23-COMEX GCV23-COMEX GCZ23-COMEX GCG24-COMEX GCJ24-COMEX GCM24-COMEX GCQ24-COMEX GCV24-COMEX GCZ24-COMEX GCG25-COMEX GCJ25-COMEX GCM25-COMEX GCQ25-COMEX GCV25-COMEX GCZ25-COMEX GCG26-COMEX GCJ26-COMEX GCM26-COMEX GCQ26-COMEX GCV26-COMEX GCZ26-COMEX GCG27-COMEX GCJ27-COMEX GCM27-COMEX GCQ27-COMEX GCV27-COMEX GCZ27-COMEX GCG28-COMEX GCJ28-COMEX GCM28-COMEX GCQ28-COMEX GCV28-COMEX GCZ28-COMEX SIH23-COMEX SIK23-COMEX SIN23-COMEX SIU23-COMEX SIZ23-COMEX SIH24-COMEX SIK24-COMEX SIN24-COMEX SIU24-COMEX SIZ24-COMEX SIH25-COMEX SIK25-COMEX SIN25-COMEX SIU25-COMEX SIZ25-COMEX SIH26-COMEX SIK26-COMEX SIN26-COMEX SIU26-COMEX SIZ26-COMEX SIH27-COMEX SIK27-COMEX SIN27-COMEX SIU27-COMEX SIZ27-COMEX SIH28-COMEX SIK28-COMEX SIN28-COMEX SIU28-COMEX SIZ28-COMEX PLF23-COMEX PLJ23-COMEX PLN23-COMEX PLV23-COMEX PLF24-COMEX PLJ24-COMEX PLN24-COMEX PLV24-COMEX PLF25-COMEX PLJ25-COMEX PLN25-COMEX PLV25-COMEX PLF26-COMEX PLJ26-COMEX PLN26-COMEX PLV26-COMEX PLF27-COMEX PLJ27-COMEX PLN27-COMEX PLV27-COMEX PLF28-COMEX PLJ28-COMEX PLN28-COMEX PLV28-COMEX PAH23-COMEX PAJ23-COMEX PAK23-COMEX PAM23-COMEX PAU23-COMEX PAZ23-COMEX PAH24-COMEX PAJ24-COMEX PAK24-COMEX PAM24-COMEX PAU24-COMEX PAZ24-COMEX PAH25-COMEX PAJ25-COMEX PAK25-COMEX PAM25-COMEX PAU25-COMEX PAZ25-COMEX PAH26-COMEX PAJ26-COMEX PAK26-COMEX PAM26-COMEX PAU26-COMEX PAZ26-COMEX PAH27-COMEX PAJ27-COMEX PAK27-COMEX PAM27-COMEX PAU27-COMEX PAZ27-COMEX PAH28-COMEX PAJ28-COMEX PAK28-COMEX PAM28-COMEX PAU28-COMEX PAZ28-COMEX ---- |
| [2023-10-17 14:59:03] |
| User423915 - Posts: 15 |
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I found the setting 'Subscribe RT data and Download Historical Data During Scan' and changed it to Yes which I think solved the problem. I've checked a couple of symbols after a scan and now they have new data.
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| [2023-10-18 13:44:53] |
| Sierra_Chart Engineering - Posts: 17185 |
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Follow the instructions here to improve historical Intraday data download performance: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Improving Historical Intraday Data Downloading Performance And you also need to look in the Window >> Message Log for errors. We really do not know what the problem is in your case if you continue to have 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 Date Time Of Last Edit: 2023-10-18 13:45:18
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