Support Board
Date/Time: Fri, 04 Jul 2025 04:37:59 +0000
Post From: Sierra chart data error on Bund rollover and missing historical dates
| [2021-03-05 14:52:53] |
| User350416 - Posts: 43 |
|
Hi, After doing a volume based rollover with back adjustment the chart does not back adjust and displays a fake gap between rollover contract days. In addition to that after doing Edit > deleting all data and download it has removed all intraday data since 4 of December 20 til 1st of march 21, data which was previously available. I'm running current version 2234 and have sierra chart pack 5 with histo data provided by yourselves. I have followed all instructions in page Continuous Futures Contract Charts: Controlling Rollover Amount for Back Adjustments but this does not resolve the issue. The message log returns the following errors: Triggering next historical data download in queue. | 2021-03-05 15:24:20.020 HD Request # 83 | Downloading Historical Daily chart data for GGM21. Starting date: 1971-03-06. Service: DTCSubInstance | 2021-03-05 15:24:20.020 HD Request # 83 | Using server: 127.0.0.1 port 11098 | 2021-03-05 15:24:20.020 Socket (2) | Creating socket. | 2021-03-05 15:24:20.020 Socket (2) | New receive buffer size: 5242880 | 2021-03-05 15:24:20.020 Socket (2) | Connecting to IP: 127.0.0.1. | 2021-03-05 15:24:20.020 HD Request # 83 | Setting DTC encoding to Binary VLS | 2021-03-05 15:24:20.073 HD Request # 83 | Sending historical data logon request message. | 2021-03-05 15:24:20.073 HD Request # 83 | Requesting historical Daily data starting at 1971-03-06. | 2021-03-05 15:24:20.073 HD Request # 83 | Data is being downloaded from a remote source. Download will start when this is done. | 2021-03-05 15:24:20.074 HD Request # 83 | Decompressing data. | 2021-03-05 15:24:22.064 HD Request # 83 | Receiving historical Daily data for GGM21 starting at 2020-09-09 | 2021-03-05 15:24:22.064 HD Request # 83 | Writing historical Daily data to the file GGM21.dly | 2021-03-05 15:24:22.065 Socket (2) | CloseSocket call. | 2021-03-05 15:24:22.065 Socket (2) | 0 bytes remaining in receive buffer when socket closed. | 2021-03-05 15:24:22.065 Socket (2) | Shutdown started. Waiting for graceful close. | 2021-03-05 15:24:22.065 Socket (2) | Socket gracefully closed by remote side. | 2021-03-05 15:24:22.066 Socket (2) | Closed. | 2021-03-05 15:24:22.067 Historical data download thread signaled to stop. | 2021-03-05 15:24:22.089 HD Request # 83 | Received 123 records from 2020-09-09 00:00:00 to 2021-03-04 00:00:00 (177.0 days) and wrote 123 records for GGM21 | 2021-03-05 15:24:22.089 HD Request # 83 | Completion time: 2s | 2021-03-05 15:24:22.089 HD Request # 83 | Daily data download complete for GGM21. Unique request ID: 86 | 2021-03-05 15:24:22.089 Removing historical data download ID 86. | 2021-03-05 15:24:22.089 Triggering next historical data download in queue. | 2021-03-05 15:24:22.089 No download requests in the queue to start downloads for. | 2021-03-05 15:24:22.089 FGBL0621-EUREX [CBV] 60 Min #8 | Download is complete for all contract months in chart. Proceeding with data load. | 2021-03-05 15:24:22.089 FGBL0621-EUREX [CBV] 60 Min #8 | Reloading chart. | 2021-03-05 15:24:22.090 Unable to determine transition date based on volume from files: GGH21.dly, GGM21.dly | 2021-03-05 15:24:22.095 The GGM21.dly symbol may not be the active contract month. | 2021-03-05 15:24:22.095 FGBL0621-EUREX [CBV] 60 Min #8 | Error while getting daily open price with date 2021-03-08 from file. C:\SierraChart\SierraChartInstance_8\Data\GGH21.dly. Error: No Data for read. End of file. | 2021-03-05 15:24:22.103 FGBL0621-EUREX [CBV] 60 Min #8 | Error while getting daily open price with date 2021-03-08 from file. C:\SierraChart\SierraChartInstance_8\Data\GGM21.dly. Error: No Data for read. End of file. | 2021-03-05 15:24:22.105 FGBL0621-EUREX [CBV] 60 Min #8 | Reloading chart. | 2021-03-05 15:24:22.256 Unable to determine transition date based on volume from files: GGH21.dly, GGM21.dly | 2021-03-05 15:24:22.307 The GGM21.dly symbol may not be the active contract month. | 2021-03-05 15:24:22.307 FGBL0621-EUREX [CBV] 60 Min #8 | Error while getting daily open price with date 2021-03-08 from file. C:\SierraChart\SierraChartInstance_8\Data\GGH21.dly. Error: No Data for read. End of file. | 2021-03-05 15:24:22.320 FGBL0621-EUREX [CBV] 60 Min #8 | Error while getting daily open price with date 2021-03-08 from file. C:\SierraChart\SierraChartInstance_8\Data\GGM21.dly. Error: No Data for read. End of file. | 2021-03-05 15:24:22.323 Saved Chartbook: Bund.Cht. Time: 0.0153 seconds. | 2021-03-05 15:29:49.303 The strange behavior in this issue is that the log says it can't find the open price for 8th of March (which is normal as it is next Monday) but I'm not rolling it over date-based but VOLUME-based. Please see the chart attached in which we can see I'm using the rollover CBV mode and the 3 contract gaps with 90 days of intraday data missing. http://www.sierrachart.com/image.php?Image=1614955831800.png PLEASE HELP Thank you |