Historical Intraday Data


Missing or Incomplete Intraday Chart Data

7.1 - Retrying Downloading of Intraday Data

Sierra Chart will always download and permanently store historical Intraday chart data for a symbol when you are connected to the data feed and an Intraday chart for the symbol is open or the symbol is listed in the Global Settings >> Intraday File Update List.

If the Data or Trading service Sierra Chart is connected to does not provide streaming real-time or delayed data, then Intraday charts will not automatically be kept up-to-date. This applies to the Sierra Chart Historical Data service . You will need to select File >> Disconnect and File >> Connect to Data Feed to cause a historical data download for the Intraday charts so they will be up-to-date.

When Sierra Chart is connected to the data feed or you open an Intraday chart while connected to the data feed, the data that is missing from the data file for the symbol and is also available on the data server will definitely be downloaded by Sierra Chart.

The amount of Historical Intraday Data that you will receive from the Data or Trading service server depends upon the service you are using and how many days Sierra Chart is set to download. Select Global Settings >> Data/Trade Service Settings on the menu. Set the Maximum Historical Intraday Days to Download >> Non-Tick Data / 1-Tick Data settings to the number of days of Intraday data you require be downloaded.

If the server does not have all the Intraday data for a symbol from the last time in the chart to the present, the Maximum Historical Intraday Days to Download is not high enough, or the server has less than the maximum number of days you have specified to download, then there will be data missing from the chart.

In the case of the Sierra Chart Historical Intraday Data services which is used by many of the supported Data and Trading services we support, a problem connecting to this server or a problem downloading data, will also cause missing data.

Note: The data server may be providing the all the data. However, the missing data issue may be caused by the data being filtered out from the chart for other reasons which are explained in the other sections below.

Retrying the Download When There is Data in the Chart

If there are bars in the chart, even a few, then to re-download Intraday data for the symbol of the chart, follow these instructions:

  1. Important: To make sure that the historical Intraday data request is routed to the proper source, it is necessary that the Symbol Settings are up-to-date by following the instructions to Update the Symbol Settings. This only needs to be done one time. Although if you have not done this step in a while and there is missing Intraday data, you should do it again now.
  2. Make certain Sierra Chart is connected to the data feed by selecting File >> Connect to Data Feed on the menu. If Sierra Chart was not connected, then the data from the last bar in the chart to the present time will be downloaded after you connect. Depending upon the particular Data or Trading service being used, if Sierra Chart cannot connect to the data feed, then historical Intraday data may not be able to be downloaded. To determine if Sierra Chart is connected to the data feed, refer to File >> Connect to Data Feed.
  3. Select Global Settings >> Data/Trade Service Settings on the menu. Make sure the Maximum Historical Intraday Days to Download >> Non-Tick Data / 1 Tick Data settings are set to what you require. 186 is recommended. If you want to get data further back in time than you already have in your chart data file, then you may need to increase this setting. Assuming the server has the data. Press OK.
  4. Make sure your computer's Date and Time are set accurately. For complete details, refer to Date and Time Issues. This step only needs to be done once.
  5. Go to your chart and use your Pointer to point to where you want to begin the historical Intraday data download at. This should be right before the missing or incomplete Intraday data.

    Right-click your Pointer and select Delete and Download Data on the Chart Shortcut Menu. This will delete and re-download from the position you pointed to, all the way to the end of the data file. You will see Downloading Historical Data displayed on the chart window. Refer to the image to the right.

    If the Intraday chart is missing data at the end of the chart, then just point to a bar near the end of the chart, right-click your pointer and select Delete and Download Data on the chart shortcut menu.

  6. Deleting All Data: To delete all the data in the chart data file and download all available data from the server, then select Edit >> Delete All Data And Download on the menu. You will want to perform this procedure if you did not get any historical when you initially opened the chart, or in the case to get data going further back than you already have. This is also the simplest method just to re-download all of the data.

    When the chart has one of the Chart >> Chart Settings >> Advanced Settings >> Continuous Contract options selected, then you will receive a prompt asking if you want to delete and re-download data for the current symbol of the chart or for all of the symbols loaded into the chart.

    In this case it is recommended to press No to delete data for all of the current and expired symbols loaded in the chart to make sure all of the missing data is downloaded.
  7. When the historical Intraday data download is complete, you will see the following message displayed on the chart.
  8. If instead you see the following Download Failed message, then refer to the Error when Downloading Historical Intraday Data from the Sierra Chart Historical Data Server section on this page. Also refer to that section if the download takes a long time with no data being downloaded in the chart.
  9. For instructions to edit an Intraday data file, refer to the Intraday Data Editor documentation page.

Missing Volume Profile Data on a Trade DOM

In the case of a Trade DOM window that has a Volume by Price study, then this data is built from Intraday chart data. If the Volume Profile looks incomplete which would indicate there is missing Intraday chart data, then what you need to do is go to a standard Intraday chart and follow the procedure above to re-download the Intraday data to fill in any missing Intraday data.

After this procedure is completed, then go back to the Trade DOM and select Chart >> Reload and Recalculate. If this command is not available, then update to the latest version.

Deleting and Downloading Intraday Data for All Charts

It is supported to perform a Delete and Download of Intraday data from a specific Date-Time for all open charts in the Chartbook, in a single operation. Follow these steps:

  1. Select Global Settings >> Customize Chart Shortcut Menu.
  2. Make sure the Delete & Download Data - All Charts menu command is listed in the Selected Menu Items list.
  3. Press OK.
  4. Follow through the Retrying the Download When There is Data in the Chart instructions on this page. At the step where you normally will select the Delete and Download Data menu command, instead select Delete & Download Data - All Charts on the menu.

Retrying the Download When There is No Data in the Chart

If there is no data in the chart, then this could be either because the chart data file for the symbol contains no data or the Session Times in Chart >> Chart Settings are filtering out the data.

Try selecting Edit >> Edit/Download Data - Intraday Chart on the menu. The editor will not display any data if the data file is empty.

In this case all you need to do to retry downloading the data is select Edit >> Delete All Data and Download.

Otherwise, if there is data displayed in the Intraday Data Editor, scroll to the position to where you want to start the data re-download from and press the Delete and Download Data from Current Position to End button.

7.2 - Mismatch Between Bar Close and Price Box on Right Side Scale of Chart

If data from the last time in the chart to the present price is missing from the chart, then the close mark on the last bar in the chart will not match the current price box that is displayed on the right of the chart window. When the markets are open and there is active trading for the symbol, then the last bar and the price box on the right should definitely match. If they do not, then the problem would be explained in help topic number 3. Another reason they may not match is because the Start Time and End Time in the Chart >> Chart Settings window are not set to cover the full 24-hour period. In this case, the data that is in the file is not loaded into the chart. The box on the right always shows the current price for the symbol.

7.3 - Incorrect Chart and Session Times Settings

Data will also appear to be missing from a chart if some Chart Settings are incorrect. Select Chart >> Chart Settings on the menu.

If the Use Number of Days To Load >> Days to Load setting is not set to load all of the data you want to see, data will seem to be missing. The Days To Load setting must include weekends as the setting is based upon calendar days.

If the Start Time and End Time settings do not cover the time period you want to see, data will seem to be missing. To cover the full 24 hours use 00:00:00 for the Start Time and 23:59:59 for the End Time. The Time Zone Setting in Sierra Chart controls the time zone that times are displayed in. The Start Time and End Time need to correspond to the Time Zone of the displayed data. For more information see help topic 38.

If the Chart >> Chart Settings >> Load Weekend Data option is disabled, you will not see weekend (Saturday, Sunday) data.

7.4 - Incorrect Computer Date Time Settings

Another reason data may appear to be missing from a chart or not downloaded is if your computer's Date and Time are not set correctly or your computer's Time setting does not match the time zone setting you have in Windows.

Refer to help topic 38 for more information about this.

If there was a problem with your computers Date and Time related settings, then after you correct them, Delete and Re-download the data in the chart data file as explained in help topic 7.1.

7.5 - Dates to Exclude

It is possible through the Chart >> Chart Settings >> Advanced Settings >> Dates to Exclude setting to specify one or more calendar dates to exclude from a chart.

If you see data for a particular Date missing from an Intraday chart, then check the Dates to Exclude setting to be sure that particular date is not listed. If it is, then remove it.

7.6 - Symbol Not Trading for a Particular Period of Time

One reason for missing data in an Intraday chart for a particular period of time, is that trading did not occur during that period of time. This is something to be aware of. Check with the contract specifications on the exchange website to find out what times a symbol trades during.

Obviously if the market is open and there is not trading for a very active symbol for a period of an hour, then almost certainly the data is actually missing.

However, if there is data missing from 1 to 5 seconds for an active symbol, this is not unusual. The market may not have traded during that short period of time. Data feeds do not transmit data every second when there is not trading occurring for a symbol.

In the case of the Chicago Mercantile Exchange which includes the CME, COMEX, CBOT, NYMEX, there is no trading from 17:00:00 to 17:59:59 US Eastern time for all symbols.

Error when Downloading Historical Intraday Data from the Sierra Chart Historical Data Server

Overview and Solutions

When you are using a Data or Trading service which uses the Sierra Chart Historical Data server, then in these cases all historical Intraday data is downloaded from the Sierra Chart Historical Data server.

The Sierra Chart Historical Data server is used by many of the supported Data and Trading services. If you do not get any historical Intraday data or you have missing historical Intraday data, and you receive an error displayed in the Message Log that says one of the following:

  • Timed out while trying to connect to the Sierra Chart historical data server
  • Error downloading historical Intraday data for [symbol]. The download timed out
  • Lost the connection to the Sierra Chart Historical Data server
  • Windows error code 10061: No connection could be made because the target machine actively refused it.
  • Socket (#) | Closed. Windows error code 10053: An established connection was aborted by the software in your host machine.
  • Windows error code 10013: An attempt was made to access a socket in a way forbidden by its access permissions.
  • HD Request # - Error downloading historical Intraday data for [symbol]. The network socket has been closed. Retrying download.
  • Socket (#) | Error on address resolution. Windows error code 11002: This is usually a temporary error during hostname resolution and means that the local server did not receive a response from an authoritative server.

Then these would be due to a firewall blocking the connection to the server, or a communication problem to the server or a DNS name resolution problem.

If it is a firewall issue, it could be a software firewall on your computer, a firewall with your router or your ISP (Internet service provider). Most likely, it is a software firewall on your computer. The built-in Windows firewall will not be a problem. If you are using a firewall other than the Windows firewall, then disable it to see if it solves the problem.

After disabling firewall software, restart Sierra Chart and try again by opening the chart and connecting to the data feed (File >> Connect to Data Feed). Firewalls can be very troublesome and disabling them sometimes may not resolve the problem. Only uninstalling them completely from your system might resolve the issue (however not necessarily).

You may also want to try restarting your computer to see if that resolves the problem if you continue to have a problem.

Sierra Chart needs to be provided access to port 10149 to connect to the historical data server. If you are using a router, make sure it allows access to port 10149. Contact your ISP (Internet Service Provider) and make certain they are not blocking port 10149. They could be blocking this port or degrading communication over this port. If they are blocking this port, you can use port 80 as explained below.

Once the problem is solved and you are able to connect to the Sierra Chart historical data server, then you will need to re-download the data in your charts to fill in the missing data. For instructions to do this, refer to help topic 7.1.

Using Port 80

Some ISPs will block or restrict data on nonstandard Internet ports. In this case you will need to use the standard Internet port 80 for downloading historical Intraday data from the Sierra Chart historical data server. To do this, follow the steps here:

  1. Select Global Settings >> Data/Trade Service Settings.
  2. Press the SC Server Settings button.
  3. Enable the option Use Port 80 for SC Server.
  4. Press OK. Press OK.
  5. Select File >> Disconnect.
  6. Select File >> Connect to Data Feed.
  7. If you previously were having a problem getting a successful connection to the Sierra Chart historical data server or maintaining that connection during the historical data download, using port 80 should resolve the problem. The next step is to re-download the data in the charts to fill in the missing data. For instructions to do this, refer to Retrying the Download When There is Data in the Chart.

Note: It is not normally recommended to use port 80 because some ISPs will block data over port 80 if the data is not true HTTP data and this will cause problems when downloading historical Intraday data. However, if you need to use port 80 because your ISP is blocking other ports, then you will need to use this port.

Improving Historical Intraday Data Downloading Performance

Follow the below steps to improve the performance (reducing time) when downloading historical Intraday data. There normally is not a problem with the performance of downloading historical Daily data because the amount of data transferred with Daily data is extremely small in comparison.

  1. Once a historical Intraday data has completed, you can see how long it took from a Window >> Message Log line like this:
    HD Request # 24 | Intraday download COMPLETE for XAUUSD. Completion time: 7s. Unique request ID: 23
    In this particular case it took 7 seconds.
  2. If historical Intraday data downloads are still in progress, then select File >> Disconnect.
  3. Select Global Settings >> Data/Trade Service Settings.
  4. Increase the Intraday Data Storage Time Unit setting. For the best performance use 1 Minute. However, this setting may not be acceptable depending upon the type of chart bars you are using. For example, with Number of Trades, Volume, Range, Reversal, Renko, Delta Volume, Price Change, Point and Figure bars, a setting of 1 Second or 1 Tick is necessary for accuracy.
  5. Press OK.
  6. Select File >> Connect to Data Feed if not already connected to the Data Feed.
  7. If there is still a problem with slow historical data downloads, then follow the instructions in the Using Port 80 section if your ISP throttles data on the default port of 10149. Generally this is most unlikely and is not going to help and can create a problem instead of solving it.
  8. If there is missing historical Intraday data in your charts due to previous timeout or other errors when downloading data, then follow the Retrying the Download When There is Data in the Chart instructions.
  9. If there is a temporary problem with your Internet connection, with your Internet service provider or somewhere else on the Internet causing slow downloading of historical Intraday data, you will just have to wait for that condition to clear.

Downloading/Viewing More Historical Intraday Data

Downloading/Viewing More Historical Intraday Data

Usually it is possible to download and/or view more historical Intraday data than you are currently seeing. To see if you can download and/or view more data, follow the steps below. Keep in mind that the amount of historical data available depends upon the Data or Trading service you are using and the symbol. This help topic applies to Intraday data only. For help with Historical charts, refer to help topic 6.

In the case of a futures contract chart for a specific contract month (Example: H14), it has a limited life. Therefore, it will only go back so far in time. Also, depending upon the Data or Trading service you are using, it may not go back to the time that trading began in the particular contract. To get data further back in time you will need to enable the Continuous Futures Contract option for the chart. This will load in multiple futures contracts in the chart.

For instructions, refer to the Continuous Futures Contract Charts page.

  1. Select Chart >> Chart Settings on the menu. Set the Use Number of Days to Load >> Days to Load setting to the number of days you want to load and view in the chart. Press OK. If that does not load all the data you need to view, then go on to the next step. Otherwise, stop here.
  2. Select Global Settings >> Data/Trade Service Settings on the menu. Set the Max (Maximum) Historical Intraday Days to Download to the number of days of Intraday data you want to have downloaded from the server. The easiest thing to do is to set this to 186 and go on to the next step.

    There is a separate setting for 1 Tick Data and Non-Tick Data. To make sure you get a reasonable amount of data, it is recommended to set both of these to 186. The 1 Tick Data setting applies when the Intraday Data Storage Time Unit is set to 1 Tick, or historical Tick data is downloaded from the Data/Trading service.

    There may be a limit to the maximum number of historical Intraday days of data available from the Data or Trading service you are using. If you use a setting that is over the limit, only the maximum number of historical Intraday days of data supported by the server will be downloaded.
  3. If you have increased the Maximum Historical Intraday Days To Download setting, it will take longer to download the initial historical Intraday data for a chart especially if the data is Tick by Tick data. If you do not use a timeframe per bar in your charts of less than 1 Minute and you are not using Number of Trades, Volume, Range, Reversal, Renko, Delta bar charts, then set the Intraday Data Storage Time Unit to 4 seconds or higher to increase download speed.
  4. Press OK.
  5. Necessary Step: Go to the chart. Select Edit >> Delete All Data And Download on the menu. Sierra Chart will request historical Intraday data up to the number of days specified with the Maximum Historical Intraday Days to Download setting.

    If you are using the Continuous Futures Contract option in Chart Settings, then press No to re-download data for all of the symbols loaded into the chart. At this point you should be all set.

Using Date Range in File >> From to Download More Historical Data

These instructions explain an alternative way to download more historical data in a chart when Chart >> Chart Settings >> Advanced Settings >> Continuous Contract is set to None.

  1. Select Chart >> Chart Settings on the menu. Set the Using Date Range in File >> From date to the date that you want the data in the chart to start at. This needs to be set to an earlier date.
  2. Set the Use Number of Days to Load >> Days to Load to the number of days that you want to view the chart.
  3. Press OK.
  4. You will then be prompted to download more historical Intraday data. Press Yes to confirm.

Using Expired Futures Contracts

With all of the supported Data and Trading services, it is possible to use an expired futures contract symbol. By using an expired symbol you can get data further back in time for a particular futures market.

However, there is a better method to access data further back in time for a particular futures market instead of opening an expired futures contracts symbol. This is to use the Continuous Futures Contract feature.

To open a Historical or an Intraday chart for an expired futures contract symbol, select File >> Find Symbol on the menu. Select an expired symbol from the list or manually type one into the Selected Symbol box. The symbol does not need to actually be listed to open a chart for it. You can manually type the symbol. Press the Open Intraday Chart or Open Historical Chart button.


*Last modified Wednesday, 26th October, 2016.