Support Board
Date/Time: Mon, 25 Nov 2024 20:52:15 +0000
Missing Calendar Spread Data
View Count: 556
| [2023-12-28 14:30:53] |
| StephenL - Posts: 98 |
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Hi, The Calendar spread data for a number of products across both ICE and CME is missing. I've have followed the instructions in here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart ... but to no avail. Its not affecting the outrights of the products only the calendars Any ideas? Thanks |
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| [2023-12-28 14:56:19] |
| Sierra_Chart Engineering - Posts: 17174 |
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We see you are using CQG data. We do not provide any support for CQG data. We cannot help with this at all. For spread data for CME Group, set up a separate installation of Sierra Chart and use SC Data - All Services: Using Multiple Data and Trading Services at the Same Time And refer to: Real-Time Exchange Data Feeds Available From Sierra Chart: Exchange Traded Spreads ---- To access historical and streaming market data independent from your Trading service. Follow these instructions. Set "Global Settings >> Data/Trade Service Settings >> Current Selected Service" to "SC Data-All Services". Press "OK" And then translate the symbols in your Chartbooks and Sierra Chart using this "Edit' menu command: Edit Menu: Edit >> Translate Symbols To Current Service (Translate Symbols to Current Service) You can then use the data provided by Sierra Chart independent of your trading service. 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: 2023-12-28 14:58:46
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| [2023-12-28 16:34:11] |
| StephenL - Posts: 98 |
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Okay appreciate the detail in the reply. Can you recommend where I contact CQG to ask about them directly? Or will I just email the general support team? In the mean time Ill try out these other solutions. Thanks |
| [2023-12-28 17:17:20] |
| StephenL - Posts: 98 |
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Are you sure this is a CQG issue because Im now finding it on multiple different pages and the common date is when I last opened that page prior to updating to the newest version of Sierra Chart? There are a few little things that were randomly changed after the update but were all easily fixable. The data is bigger issue though. Additional Edit: Chart 3 is a Fly Spread made up of the Calendars in Chart 1 and 2. Somehow I can see the data on the 12-27 in the Fly (Chart 3) but not in the Calendars (Charts 1 and 2) even though theyre the component data. Its like Sierra Chart wont pull the data on certain products for some reason. Date Time Of Last Edit: 2023-12-28 17:27:46
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| Screenshot 2023-12-28 172325.png / V - Attached On 2023-12-28 17:27:39 UTC - Size: 45.2 KB - 69 views |
| [2023-12-29 14:24:02] |
| StephenL - Posts: 98 |
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Yea so just to tie up all of the above. I've since powered up my other machine that I use with Sierra Chart and I've not updated to the most recent version (this version is 2484 64-bit). I deleted and redownloaded all of the Calendar spread data and it all came up correctly. Ive attached a screenshot that you can compare with the screenshot I put in on my initial query. Let me know if you need to me to provide any more info? |
| Capture.JPG / V - Attached On 2023-12-29 14:21:45 UTC - Size: 176.48 KB - 62 views |
| [2023-12-30 05:37:10] |
| Sierra_Chart Engineering - Posts: 17174 |
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First the core issue is definitively not with Sierra Chart. The issue is that you have Sierra Chart to download historical data in 1 Tick Units, and CQG has limited Tick data. Older versions download a mix of tick and minute data from CQG but that is no longer the case in newer versions. First the proper solution to this is to follow the instructions here and use Sierra Chart provided data for CME Group: Denali Exchange Data Feed: Using Denali Futures Spread Data with Trading Service You can also change the Intraday Data Storage Time Unit 1 second or higher: Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings) And then re-download the data. : Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart 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: 2023-12-30 05:37:55
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| [2024-01-03 10:44:00] |
| StephenL - Posts: 98 |
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My apologies Sierra Chart Engineering, I didn't mean to sound accusatory toward Sierra Chart, we all love this software its the best thing that happened to me and Im including my wife and kids in that. The reason I don't use the Denali for spreads is because I also have ICE Spreads and for ease I used CQG for them all. In the mean time I've switched to the Denali but this still leaves me missing the ICE spreads. I change from tick to 1 minute data but I'm still having trouble getting data beyond today. Deleting and redownloading didn't work and in Chart Settings >> Data Limiting >> Date Range in File Form the date is stuck on todays date. It'll just switch back automatically after I try change it. |
| [2024-01-03 16:25:15] |
| Sierra_Chart Engineering - Posts: 17174 |
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Regarding missing ICE spread data. Follow the instructions here to clear the Message Log: Message Log: Clearing the Message Log Fully re-download the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". Only use this command from the Edit menu at the top of the main window or chart. Or, in the case of a Continuous Futures Contract chart, follow these instructions: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data After about a minute provide a copy of the Message Log following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) We will then determine what the problem is. 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 |
| [2024-01-03 16:42:20] |
| StephenL - Posts: 98 |
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Software version: 2568 64-bit | 2024-01-03 16:39:39.634 Primary Thread ID: 7404 | 2024-01-03 16:39:39.634 Usage end date: 2024-03-23 | 2024-01-03 16:39:39.634 Enabled for: Advanced Features 2. | 2024-01-03 16:39:39.634 Enabled for: Sierra Chart Historical Data Service. | 2024-01-03 16:39:39.634 Enabled for: Denali Real-Time Exchange Data Feed. | 2024-01-03 16:39:39.634 Enabled for: Delayed Denali Exchange Data Feed. | 2024-01-03 16:39:39.634 Enabled for exchange2: CME (Trading Account Required) | 2024-01-03 16:39:39.634 Enabled for exchange2: CBOT (Trading Account Required) | 2024-01-03 16:39:39.634 Enabled for exchange2: COMEX (Trading Account Required) | 2024-01-03 16:39:39.634 Enabled for exchange2: NYMEX (Trading Account Required) | 2024-01-03 16:39:39.634 Enabled for exchange2: EUREX EOBI | 2024-01-03 16:39:39.634 Enabled for exchange2: CFE | 2024-01-03 16:39:39.634 Enabled for exchange2: NASDAQ TotalView US stock data | 2024-01-03 16:39:39.634 Allow Support for Sierra Chart Data Feeds is enabled. | 2024-01-03 16:39:39.634 Current selected Data/Trading service: DTC - Sub Instance | 2024-01-03 16:39:39.634 Custom symbol settings values: enabled | 2024-01-03 16:39:39.634 Chart Update Interval: 500 | 2024-01-03 16:39:39.634 Intraday Data Storage Time Unit: 60 | 2024-01-03 16:39:39.634 Time Zone: +00:00:00 (GMT+00BST+01,M3.5.0/01:00,M10.5.0/02:00) | 2024-01-03 16:39:39.634 2024-01-03 16:39:39 Local computer time in UTC | 2024-01-03 16:39:39.634 2024-01-03 16:39:39 Local computer time in SC Time Zone | 2024-01-03 16:39:39.634 2024-01-02 19:45:09 Server time in UTC | 2024-01-03 16:39:39.634 Local computer UTC time and Server UTC time difference: 2 seconds. | 2024-01-03 16:39:39.634 Program path: D:\SierraChart\SierraChartInstance_4\ | 2024-01-03 16:39:39.634 Data Files path: D:\SierraChart\SierraChartInstance_4\Data\ | 2024-01-03 16:39:39.634 OS Version Number: 10.0 | 2024-01-03 16:39:39.634 Locale Setting: C | 2024-01-03 16:39:39.634 DLLs: CustomSwingHighLow_64.dll, UserContributedStudies_64.dll | 2024-01-03 16:39:39.635 Allowed protected custom studies: | 2024-01-03 16:39:39.635 Crash reporter started: true | 2024-01-03 16:39:39.635 No historical data client is currently set to download historical Intraday data for F.US.SBES1H24. | 2024-01-03 16:40:11.386 Real-time Intraday chart data file updates started for F.US.SBES1H24 | 2024-01-03 16:40:11.386 Opened cached Intraday file: D:\SierraChart\SierraChartInstance_4\Data\F.US.SBES1H24.scid. Thread ID: 7404 | 2024-01-03 16:40:11.386 Intraday chart data file opened for F.US.SBES1H24 | 2024-01-03 16:40:11.386 |
| [2024-01-03 19:33:10] |
| Sierra_Chart Engineering - Posts: 17174 |
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We are checking on this.
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 |
| [2024-01-03 19:35:39] |
| Sierra_Chart Engineering - Posts: 17174 |
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We are not able to test this from our side, but there should not be this problem from what we can tell. We want you to disable Use Custom Symbol Settings and try downloading the data again: Global Symbol Settings: Disabling Custom 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-01-03 19:37:18
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| [2024-01-03 19:54:46] |
| StephenL - Posts: 98 |
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No luck. I pressed "Send for Analysis" in the Message Log just in case you want to check what I did on your end and make sure.
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| [2024-01-04 07:45:25] |
| Sierra_Chart Engineering - Posts: 17174 |
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At this point we are unable to reproduce the problem but we do not have access to CQG but we can simulate the access. This log you provided shows you are using a sub instance. You need to use these CQG spread symbols in the main instance of Sierra Chart. They will only work in a main instance unless there are symbol settings for them defined which there are not. We will implement a new special setting to support this particular requirement. 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: 2024-01-04 07:50:19
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| [2024-01-04 11:47:08] |
| StephenL - Posts: 98 |
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Okay, I think I understand. I opened the CQG spread symbols in the main instance and they work. I copied over a few of the more important products .scid files into the sub instance data folder and they now work there too. I'll wait for the new special setting and then populate the rest. How long would it normally take to implement? |
| [2024-01-11 05:35:03] |
| Sierra_Chart Engineering - Posts: 17174 |
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The option to control this has now been released. It can be found in the Global Settings >> Data/Trade Service Settings on the Main Settings tab for a DTC sub instance: Data/Trade Service Settings: Main Settings (Global Settings >> Data/Trade Service 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2024-01-11 05:35:20
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| [2024-01-21 14:48:19] |
| StephenL - Posts: 98 |
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Thanks for this release, could you confirm if this these are the correct setting selections in the sub instances?
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| Screenshot 2024-01-21 144404.png / V - Attached On 2024-01-21 14:48:08 UTC - Size: 23.81 KB - 54 views |
| [2024-02-02 06:19:41] |
| Sierra_Chart Engineering - Posts: 17174 |
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Use Market Data Direct from Primary Server needs to be No. Historical Data Downloads Always use DTC Server needs to be Yes 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 |
| [2024-02-02 10:52:23] |
| StephenL - Posts: 98 |
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Nice one, thanks again
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