Login Page - Create Account

Support Board


Date/Time: Thu, 03 Jul 2025 18:36:35 +0000



Sudden Gaps In Data

View Count: 120

[2025-06-17 00:31:24]
jsandlan - Posts: 67
I have gone through all of the steps here: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data
I have deleted and recreated all charts.
Today was rollover and I am connected to Teton.
I have Automatically Rollover Futures Symbol to YES.
and Continuous Contract (List) to Continuous Futures Contract - Volume Based Rollover, Back Adjusted set.

No matter what I have tried there is only one day of data available in the chart.
Nothing I have tried allows the data prior to yesterday's rollover to appear on the chart.


How do I resolve this?
Date Time Of Last Edit: 2025-06-17 13:12:27
[2025-06-17 15:28:43]
John - SC Support - Posts: 40733
What is "Chart >> Chart Settings >> Data Limiting >> Days to Load" or the "Date Range From/To" if using date range for data limiting set to?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-06-17 16:13:28]
jsandlan - Posts: 67
Days To Load is set to 30
The Load Data Limiting Method (List) is set to Use Date Range.

I see Date Range In File From (YYYY-MM-DD) is 2024-12-13
The To version of this field is 2025-06-17
The Date Range From (YYYY-MM-DD) is 2025-06-01
The To version of this field is set to: 2025-06-17.
Date Time Of Last Edit: 2025-06-17 16:13:47
imageSC-Data.png / V - Attached On 2025-06-17 16:11:15 UTC - Size: 203.27 KB - 15 views
[2025-06-17 19:25:00]
John - SC Support - Posts: 40733
Please duplicate that chart and then remove the TPO study from it. Set the Bar Period to 1 hour and then take an image of the data in the chart. We want to see if the underlying data is present going back to June 1, 2025 without the TPO study on the chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-06-17 19:38:33]
jsandlan - Posts: 67
I have followed the steps you mentioned and attached an image of the chart.
There appears to still only be data from the date the new contract rolled.

Oddly, if I set Automatically Rollover Futures Symbol to No
and Continuous Contract (List) to None data appears in the chart starting at 2025-06-01, which is the
start of the Date Range From period for the chart. I have also attached an image for that case.

I tried Edit -> Delete All Data And Download and I see this in the message log:
2025-06-17 15:41:06.957 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\MNQH23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.958 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 2023-03-17 from file. C:\SierraChart\Data\MNQH23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.958 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\MNQM23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.958 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 2023-06-16 from file. C:\SierraChart\Data\MNQM23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.958 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\MNQU23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.959 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 2023-09-15 from file. C:\SierraChart\Data\MNQU23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.959 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\MNQZ23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.960 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 2023-12-15 from file. C:\SierraChart\Data\MNQZ23_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.960 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\MNQH24_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.961 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 2024-03-15 from file. C:\SierraChart\Data\MNQH24_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:06.961 | MNQU25_FUT_CME [CBV][M] Daily #10 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\MNQM24_FUT_CME.dly. Error: No Data for read. End of file.
2025-06-17 15:41:07.007 | MNQU25_FUT_CME [CBV][M] Daily #10 | Chart data loading complete.

Not sure if it's significant but noticed this in the logs.

Update: Yesterday, when I would attempt to Delete All Data And Download the blue tag that indicates continuous contract data is downloading remained on the chart for at least 10 - 15 minutes with no change in the state of the chart.
After running this just now - it resolved after a couple of minutes and I now see the data in the TPO chart going back to 2025-06-01! It is now working!
Date Time Of Last Edit: 2025-06-17 19:48:23
imagesc-roll.png / V - Attached On 2025-06-17 19:38:28 UTC - Size: 207.17 KB - 12 views
imagesc-h.png / V - Attached On 2025-06-17 19:39:49 UTC - Size: 205.29 KB - 8 views
imagesc-fix.png / V - Attached On 2025-06-17 19:47:33 UTC - Size: 213.66 KB - 6 views
[2025-06-17 20:58:27]
John - SC Support - Posts: 40733
The messages you are getting about the daily data is somewhat significant, particularly if you see one for MNQM25_FUT_CME, which is the previous contract. It means that the daily data is not accessible for some reason and therefore the back-adjustment could not be determined. This would cause the data to not show up.

It sounds like there may have been an issue with the daily data that got resolved somewhere along the way. We do not know why this would have occurred.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

To post a message in this thread, you need to log in with your Sierra Chart account:

Login

Login Page - Create Account