Support Board
Date/Time: Mon, 25 Nov 2024 14:37:26 +0000
Denali data feed missing historical data - causing backtest to stall
View Count: 199
| [2024-02-23 02:36:49] |
| MWG86 - Posts: 6 |
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I'm attempting to do a spreadsheet backtest and am running into issues with missing data. This is happening for multiple products, but the issue I'm currently dealing with is NQ. I'm using continuous contracts and have attempted to download data back to January 1, 2010. I have tried Deleting All Data and Downloading multiple times as well as setting the Maximum Historical Days to Download to 18250 but neither helps. Date ranges that are missing: 2009-12-17 to 2010-03-17; 2010-06-17 to 2010-09-15; 2010-12-16 to 2011-06-15; 2012-12-15 to 2012-09-19; 2013-03-14 to 2013-09-18; There are more, please let me know if you need everything listed. Aside from not being able to test a strategy during these time ranges, the test I'm doing hangs or stalls once it reaches a missing data range. I have a checkmark in the 'Skip Empty Periods' box so I'm not sure why this would be happening. Thank you for your help. |
| [2024-02-23 16:44:11] |
| MWG86 - Posts: 6 |
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Here is the complete listing of data that is missing (all are continuous contracts): RTYH24: 2010-01-01 to 2010-03-17 2010-12-16 to 2011-06-15 2012-03-15 to 2012-12-20 2013-09-19 to 2014-03-19 2014-12-18 to 2015-06-17 2015-09-17 to 2015-12-16 2016-12-15 to 2017-03-15 2017-09-14 to 2017-12-13 2018-03-15 to 2018-06-13 2019-03-14 to 2019-06-19 2020-03-19 to 2020-06-17 2020-09-17 to 2020-12-16 2021-12-16 to 2022-06-15 NQH24: 2010-01-01 to 2010-03-17 2010-12-16 to 2011-06-15 2011-12-15 to 2012-03-14 2012-06-14 to 2012-09-19 2013-03-14 to 2013-09-18 2014-06-19 to 2014-09-17 2014-12-18 to 2015-06-17 2016-06-16 to 2016-09-14 2017-03-16 to 2017-06-14 2017-12-14 to 2018-03-14 2018-12-20 to 2019-03-13 2019-12-19 to 2020-06-17 2021-06-17 to 2021-09-15 2021-12-16 to 2022-03-16 YMH24: 2010-01-01 to 2010-09-19 2010-12-16 to 2011-09-14 2011-12-15 to 2012-09-19 2012-12-20 to 2013-09-18 2013-12-19 to 2014-09-17 2014-12-18 to 2015-09-16 CLJ24: 2010-01-01 to 2010-02-17 2010-03-18 to 2010-06-17 2010-07-16 to 2010-10-15 2010-11-18 to 2011-02-17 2011-03-18 to 2011-06-16 2011-07-18 to 2011-10-17 2011-11-18 to 2012-02-16 2012-03-16 to 2012-06-15 2012-07-18 to 2012-10-17 2012-11-16 to 2013-02-18 2013-03-18 to 2013-06-17 2013-07-18 to 2013-10-17 2013-11-18 to 2014-02-17 2014-03-18 to 2014-06-17 2014-07-18 to 2014-08-15 GCJ24: 2010-01-01 to 2010-05-27 2010-07-29 to 2011-03-29 2011-05-30 to 2012-01-27 2012-03-29 to 2012-11-28 2013-01-30 to 2013-07-29 2013-11-28 to 2014-05-28 2014-07-30 to 2015-03-27 2015-05-28 to 2015-07-29 SIH24: 2010-01-01 to 2011-05-26 2011-06-28 to 2012-02-24 2012-04-26 to 2012-11-27 2013-02-26 to 2013-08-27 2013-11-27 to 2014-06-25 2014-08-27 to 2015-04-27 2015-06-26 to 2015-08-26 HGH24: 2010-01-01 to 2011-04-26 2011-06-28 to 2012-02-24 2012-04-26 to 2012-11-28 2013-02-26 to 2014-08-27 2013-11-27 to 2014-06-25 2014-08-27 to 2015-04-27 2015-06-26 to 2015-08-26 |
| [2024-02-23 20:01:54] |
| Sierra_Chart Engineering - Posts: 17173 |
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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 |
| [2024-02-23 21:15:07] |
| Sierra_Chart Engineering - Posts: 17173 |
|
This is now all resolved. There was a change with the historical data server process which had not been fully implemented, which was the cause of this. Re-download the data: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract 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 |
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