Support Board
Date/Time: Wed, 18 Mar 2026 16:58:02 +0000
Rithmic data gaps on continuous contract (MNQM6.CME [CV])
View Count: 22
| [2026-03-18 12:39:11] |
| User877534 - Posts: 1 |
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I'm using Sierra Chart connected to Rithmic via a LucidTrading account. When I load a 60-min continuous contract chart for MNQM6.CME [CV], I get large gaps in the historical data — missing Feb 10 through Mar 16, and gaps between contract months going back to Dec 2024. When I try to reload, the chart shows "downloading continuous contract data" but doesn't complete. My setup: Sierra Chart connected to Rithmic Direct - DTC Server: LucidTrading-Chicago Symbol: MNQM6.CME [CV] 60-min Days to Load: 150 Questions: Is there a setting I need to change to get full continuous contract history on Rithmic? Is the data gap a known issue with LucidTrading's Rithmic connection? Would using the non-continuous symbol (just MNQM6.CME) work better for recent data? Any help appreciated. I need at least 120 days of clean 60-min data without gaps. (Also willing to provide more info, just don't know what would help solve this problem.) |
| [2026-03-18 14:58:31] |
| John - SC Support - Posts: 45171 |
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This is an issue with Rithmic data. They have a lack of historical data in general, and they do not provide any data for a previous contract. So if you did not have that data already on your system when you changed to the next contract, then there is no way to get that historical data. Refer to the following: Rithmic Trading Platform Service: Rithmic Support Policy As stated in the above link, the only solution is to get your data from our Denali Exchange Data Feed. This does require that you have a live, funded, futures trading account though. Refer to the following regarding this: Denali Exchange Data Feed: Understanding and Accessing Data From the CME, CBOT, NYMEX, COMEX Exchanges 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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