Support Board
Date/Time: Wed, 03 Jun 2026 09:05:19 +0000
Continuous Intraday Chart Defaulting to Pre-defined Date Range
View Count: 279
| [2026-04-17 22:10:09] |
| User329224 - Posts: 2 |
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Hello, I want to export tick data from 2017 to present for NQ, ES, YM, and RTY. I have activated package 5. I need data that contains OHLC, volume, and delta. I am having difficulty exporting bar data to txt as every time I attempt to set the date of bars The issue I am encountering is that Sierra Chart loads the data (as seen in the message log), but only displays a bar period of a month (which is what I see in the exported txt file and in the charting software). I have completed the following (see attached screenshots for further detail): Set the maximum intraday historical days to download to 4000. I have also set the number of trades per bar to 1 so that the bars when exported become tick data. Tried loading from Date Range. When I tried this, the top row, Date Range In From File (YYYY-MM-DD) defaults to the contract open date instead of showing me the stitched bars. In the case shown in the attached screenshot, 2026-03-08, contradicting the date range set. Tried loading from Number of Days to Load. Same result as directly mentioned above happens where it defaults to contract open date. Followed the steps in Sierra Chart docs to enable continuous contracts. For all the four symbols, in chart settings, I have set continuous contract (List) to Volume Based Rollover. I noticed that when I apply the above, I don't see a change occur in the bar chart, specifically the date range I can view. Tried toggling between volume-based and date-based rollover to instantiate parameters. Tried Delete All Data and Download. Made sure I was disconnected from the data feed before attempting to export. All the relevant historical .scid files (YMH24, NQM25, etc) are all present in my Data folder. Please let me know what I need to do so that I can export continuous tick data from 2017 to present for NQ, ES, YM, and RTY that contains volume and delta as well as price information. Please let me know if there is any other details I can provide. Thank you. |
Private File Private File Private File |
| [2026-04-18 18:44:34] |
| Sierra_Chart Engineering - Posts: 23922 |
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You do not need to do this: Set the maximum intraday historical days to download to 4000.
This is clearly documented: Tried loading from Date Range. When I tried this, the top row, Date Range In From File (YYYY-MM-DD) defaults to the contract open date instead of showing me the stitched bars. In the case shown in the attached screenshot, 2026-03-08, contradicting the date range set. Refer to: Chart Settings: Date Range in File From / To (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method) You do need to use the Continuous Futures Contract Chart feature. If there is any missing data we want you to restart Sierra Chart, and then follow through the instructions here: Software Download: Fast Update 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: 2026-04-18 18:45:01
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| [2026-04-19 00:04:53] |
| User329224 - Posts: 2 |
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Can you please clarify this for me: The documentation says that "You must be using the Denali Exchange Data Feed and pay for the corresponding exchange fee for the symbol that you are charting, to be able to get a Continuous Futures Contract chart." So am I not able to get a continuous futures contract with package 5? However Package 5 description mentions it includes Historical Data for futures. So, does this not include continuous futures contract data? Would I need to upgrade to package 10 or higher to be able to export continuous futures intraday data? Date Time Of Last Edit: 2026-04-19 00:06:05
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| [2026-04-19 06:44:08] |
| Sierra_Chart Engineering - Posts: 23922 |
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No, this does not apply in the case of when using "SC Data": "You must be using the Denali Exchange Data Feed and pay for the corresponding exchange fee for the symbol that you are charting, to be able to get a Continuous Futures Contract chart." You do not need to pay any exchange fee. What you quoted is completely out of context.Your Sierra Chart service package you are using now is fine. 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: 2026-04-19 06:46:15
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