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Direct MessagesDate/Time: Tue, 30 Apr 2024 07:05:50 +0000
Post From: Continuous Futures Data w/ SC Historical Data
| [2014-03-10 04:29:41] |
| cazeek - Posts: 33 |
|
I'm actually trying to load it through the SC Historical Data service through a second copy of SC running connected to that data feed. I have a second session of SC open using the SC Historical Data service date feed, and I'm pointing the chart to the SC Historical Data instance. I think the chart is doing something strange in trying to pull the volume dates to determine the contract rolls from IB, even though it is querying SC Historical Data for the actual price and volume data. Here is another example using the same method: Requesting data files from remote instance: ZWK14.dly | 2014-03-10 00:23:19 Date rule based rollover from ZWH11 to next contract occurs at 2011-02-24 | 2014-03-10 00:23:20 Date rule based rollover from ZWK11 to next contract occurs at 2011-04-27 | 2014-03-10 00:23:20 Date rule based rollover from ZWN11 to next contract occurs at 2011-06-28 | 2014-03-10 00:23:20 Date rule based rollover from ZWU11 to next contract occurs at 2011-08-29 | 2014-03-10 00:23:20 Date rule based rollover from ZWZ11 to next contract occurs at 2011-11-28 | 2014-03-10 00:23:20 Date rule based rollover from ZWH12 to next contract occurs at 2012-02-27 | 2014-03-10 00:23:20 Date rule based rollover from ZWK12 to next contract occurs at 2012-04-26 | 2014-03-10 00:23:20 Date rule based rollover from ZWN12 to next contract occurs at 2012-06-27 | 2014-03-10 00:23:20 Date rule based rollover from ZWU12 to next contract occurs at 2012-08-29 | 2014-03-10 00:23:20 Date rule based rollover from ZWZ12 to next contract occurs at 2012-11-28 | 2014-03-10 00:23:20 Date rule based rollover from ZWH13 to next contract occurs at 2013-02-26 | 2014-03-10 00:23:20 Date rule based rollover from ZWK13 to next contract occurs at 2013-04-26 | 2014-03-10 00:23:20 Date rule based rollover from ZWN13 to next contract occurs at 2013-06-26 | 2014-03-10 00:23:20 Date rule based rollover from ZWU13 to next contract occurs at 2013-08-28 | 2014-03-10 00:23:20 Date rule based rollover from ZWZ13 to next contract occurs at 2013-11-27 | 2014-03-10 00:23:20 Date rule based rollover from ZWH14 to next contract occurs at 2014-02-26 | 2014-03-10 00:23:20 Date rule based rollover from ZWK14 to next contract occurs at 2014-04-28 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWH11 for the date range from 2010-11-26 to 2011-02-19 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWK11 for the date range from 2011-02-24 to 2011-04-22 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWN11 for the date range from 2011-04-27 to 2011-06-23 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWU11 for the date range from 2011-06-28 to 2011-08-24 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWZ11 for the date range from 2011-08-29 to 2011-11-23 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWH12 for the date range from 2011-11-28 to 2012-02-22 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWK12 for the date range from 2012-02-27 to 2012-04-21 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWN12 for the date range from 2012-04-26 to 2012-06-22 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWU12 for the date range from 2012-06-27 to 2012-08-24 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWZ12 for the date range from 2012-08-29 to 2012-11-23 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWH13 for the date range from 2012-11-28 to 2013-02-21 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWK13 for the date range from 2013-02-26 to 2013-04-21 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWN13 for the date range from 2013-04-26 to 2013-06-21 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWU13 for the date range from 2013-06-26 to 2013-08-23 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWZ13 for the date range from 2013-08-28 to 2013-11-22 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWH14 for the date range from 2013-11-27 to 2014-02-21 | 2014-03-10 00:23:20 Checking Daily data file for symbol ZWK14 for the date range from 2014-02-26 to 0 | 2014-03-10 00:23:20 Symbols used for ZWK14 continuous contract chart: | 2014-03-10 00:23:20 ZWH11 | 2014-03-10 00:23:20 ZWK11 | 2014-03-10 00:23:20 ZWN11 | 2014-03-10 00:23:20 ZWU11 | 2014-03-10 00:23:20 ZWZ11 | 2014-03-10 00:23:20 ZWH12 | 2014-03-10 00:23:20 ZWK12 | 2014-03-10 00:23:20 ZWN12 | 2014-03-10 00:23:20 ZWU12 | 2014-03-10 00:23:20 ZWZ12 | 2014-03-10 00:23:20 ZWH13 | 2014-03-10 00:23:20 ZWK13 | 2014-03-10 00:23:20 ZWN13 | 2014-03-10 00:23:20 ZWU13 | 2014-03-10 00:23:20 ZWZ13 | 2014-03-10 00:23:20 ZWH14 | 2014-03-10 00:23:20 ZWK14 | 2014-03-10 00:23:20 HD Request # 390 - Downloading Historical Daily chart data for ZWH11. Starting date: 2011-03-11. Service: ib | 2014-03-10 00:23:20 HD Request # 390 - Requesting historical Daily data for ZWH11 starting at 2011-03-10 | 2014-03-10 00:23:20 HD Request # 390 - Receiving historical Daily data for ZWH11 starting at 2011-03-10 | 2014-03-10 00:23:20 Writing historical Daily data for ZWH11 to the file ZWH11.dly | 2014-03-10 00:23:20 HD Request # 390 - Received 3 records from 2011-03-10 00:00:00 to 2011-03-14 00:00:00 (5.0 days) and wrote 2 records for ZWH11 | 2014-03-10 00:23:20 HD Request # 390 - Daily download COMPLETE for ZWH11 | 2014-03-10 00:23:20 HD Request # 391 - Downloading Historical Daily chart data for ZWK11. Starting date: 2011-05-12. Service: ib | 2014-03-10 00:23:20 HD Request # 391 - Requesting historical Daily data for ZWK11 starting at 2011-05-11 | 2014-03-10 00:23:20 HD Request # 391 - Receiving historical Daily data for ZWK11 starting at 2011-05-11 | 2014-03-10 00:23:20 Writing historical Daily data for ZWK11 to the file ZWK11.dly | 2014-03-10 00:23:20 HD Request # 391 - Received 3 records from 2011-05-11 00:00:00 to 2011-05-13 00:00:00 (3.0 days) and wrote 2 records for ZWK11 | 2014-03-10 00:23:20 HD Request # 391 - Daily download COMPLETE for ZWK11 | 2014-03-10 00:23:20 HD Request # 392 - Downloading Historical Daily chart data for ZWN11. Starting date: 2011-07-13. Service: ib | 2014-03-10 00:23:20 HD Request # 392 - Requesting historical Daily data for ZWN11 starting at 2011-07-12 | 2014-03-10 00:23:20 HD Request # 392 - Receiving historical Daily data for ZWN11 starting at 2011-07-12 | 2014-03-10 00:23:20 Writing historical Daily data for ZWN11 to the file ZWN11.dly | 2014-03-10 00:23:20 HD Request # 392 - Received 3 records from 2011-07-12 00:00:00 to 2011-07-14 00:00:00 (3.0 days) and wrote 2 records for ZWN11 | 2014-03-10 00:23:20 HD Request # 392 - Daily download COMPLETE for ZWN11 | 2014-03-10 00:23:20 HD Request # 393 - Downloading Historical Daily chart data for ZWU11. Starting date: 2011-09-13. Service: ib | 2014-03-10 00:23:20 HD Request # 393 - Requesting historical Daily data for ZWU11 starting at 2011-09-12 | 2014-03-10 00:23:20 HD Request # 393 - Receiving historical Daily data for ZWU11 starting at 2011-09-12 | 2014-03-10 00:23:20 Writing historical Daily data for ZWU11 to the file ZWU11.dly | 2014-03-10 00:23:20 HD Request # 393 - Received 3 records from 2011-09-12 00:00:00 to 2011-09-14 00:00:00 (3.0 days) and wrote 2 records for ZWU11 | 2014-03-10 00:23:20 HD Request # 393 - Daily download COMPLETE for ZWU11 | 2014-03-10 00:23:20 HD Request # 394 - Downloading Historical Daily chart data for ZWZ11. Starting date: 2011-12-13. Service: ib | 2014-03-10 00:23:20 HD Request # 394 - Requesting historical Daily data for ZWZ11 starting at 2011-12-12 | 2014-03-10 00:23:20 HD Request # 394 - Receiving historical Daily data for ZWZ11 starting at 2011-12-12 | 2014-03-10 00:23:20 Writing historical Daily data for ZWZ11 to the file ZWZ11.dly | 2014-03-10 00:23:20 HD Request # 394 - Received 3 records from 2011-12-12 00:00:00 to 2011-12-14 00:00:00 (3.0 days) and wrote 2 records for ZWZ11 | 2014-03-10 00:23:20 HD Request # 394 - Daily download COMPLETE for ZWZ11 | 2014-03-10 00:23:20 HD Request # 395 - Downloading Historical Daily chart data for ZWH12. Starting date: 2012-03-13. Service: ib | 2014-03-10 00:23:20 HD Request # 395 - Requesting historical Daily data for ZWH12 starting at 2012-03-12 | 2014-03-10 00:23:20 HD Request # 395 - Receiving historical Daily data for ZWH12 starting at 2012-03-12 | 2014-03-10 00:23:20 Writing historical Daily data for ZWH12 to the file ZWH12.dly | 2014-03-10 00:23:20 HD Request # 395 - Received 3 records from 2012-03-12 00:00:00 to 2012-03-14 00:00:00 (3.0 days) and wrote 2 records for ZWH12 | 2014-03-10 00:23:20 HD Request # 395 - Daily download COMPLETE for ZWH12 | 2014-03-10 00:23:20 HD Request # 396 - Downloading Historical Daily chart data for ZWK12. Starting date: 2012-05-11. Service: ib | 2014-03-10 00:23:20 HD Request # 396 - Requesting historical Daily data for ZWK12 starting at 2012-05-10 | 2014-03-10 00:23:20 HD Request # 396 - Receiving historical Daily data for ZWK12 starting at 2012-05-10 | 2014-03-10 00:23:20 Writing historical Daily data for ZWK12 to the file ZWK12.dly | 2014-03-10 00:23:20 HD Request # 396 - Received 3 records from 2012-05-10 00:00:00 to 2012-05-14 00:00:00 (5.0 days) and wrote 2 records for ZWK12 | 2014-03-10 00:23:20 HD Request # 396 - Daily download COMPLETE for ZWK12 | 2014-03-10 00:23:20 HD Request # 397 - Downloading Historical Daily chart data for ZWN12. Starting date: 2012-07-12. Service: ib | 2014-03-10 00:23:20 HD Request # 397 - Requesting historical Daily data for ZWN12 starting at 2012-07-11 | 2014-03-10 00:23:20 HD Request # 397 - Receiving historical Daily data for ZWN12 starting at 2012-07-11 | 2014-03-10 00:23:20 Writing historical Daily data for ZWN12 to the file ZWN12.dly | 2014-03-10 00:23:20 HD Request # 397 - Received 3 records from 2012-07-11 00:00:00 to 2012-07-13 00:00:00 (3.0 days) and wrote 2 records for ZWN12 | 2014-03-10 00:23:20 HD Request # 397 - Daily download COMPLETE for ZWN12 | 2014-03-10 00:23:20 HD Request # 398 - Downloading Historical Daily chart data for ZWU12. Starting date: 2012-09-13. Service: ib | 2014-03-10 00:23:20 HD Request # 398 - Requesting historical Daily data for ZWU12 starting at 2012-09-12 | 2014-03-10 00:23:20 HD Request # 398 - Receiving historical Daily data for ZWU12 starting at 2012-09-12 | 2014-03-10 00:23:20 Writing historical Daily data for ZWU12 to the file ZWU12.dly | 2014-03-10 00:23:20 HD Request # 398 - Received 3 records from 2012-09-12 00:00:00 to 2012-09-14 00:00:00 (3.0 days) and wrote 2 records for ZWU12 | 2014-03-10 00:23:20 HD Request # 398 - Daily download COMPLETE for ZWU12 | 2014-03-10 00:23:20 HD Request # 399 - Downloading Historical Daily chart data for ZWZ12. Starting date: 2012-12-13. Service: ib | 2014-03-10 00:23:20 HD Request # 399 - Requesting historical Daily data for ZWZ12 starting at 2012-12-12 | 2014-03-10 00:23:20 HD Request # 399 - Receiving historical Daily data for ZWZ12 starting at 2012-12-12 | 2014-03-10 00:23:20 Writing historical Daily data for ZWZ12 to the file ZWZ12.dly | 2014-03-10 00:23:20 HD Request # 399 - Received 3 records from 2012-12-12 00:00:00 to 2012-12-14 00:00:00 (3.0 days) and wrote 2 records for ZWZ12 | 2014-03-10 00:23:20 HD Request # 399 - Daily download COMPLETE for ZWZ12 | 2014-03-10 00:23:20 HD Request # 400 - Downloading Historical Daily chart data for ZWH13. Starting date: 2013-03-13. Service: ib | 2014-03-10 00:23:20 HD Request # 400 - Requesting historical Daily data for ZWH13 starting at 2013-03-12 | 2014-03-10 00:23:20 HD Request # 400 - Receiving historical Daily data for ZWH13 starting at 2013-03-12 | 2014-03-10 00:23:20 Writing historical Daily data for ZWH13 to the file ZWH13.dly | 2014-03-10 00:23:20 HD Request # 400 - Received 3 records from 2013-03-12 00:00:00 to 2013-03-14 00:00:00 (3.0 days) and wrote 2 records for ZWH13 | 2014-03-10 00:23:20 HD Request # 400 - Daily download COMPLETE for ZWH13 | 2014-03-10 00:23:20 HD Request # 401 - Downloading Historical Daily chart data for ZWK13. Starting date: 2013-05-13. Service: ib | 2014-03-10 00:23:20 HD Request # 401 - Requesting historical Daily data for ZWK13 starting at 2013-05-12 | 2014-03-10 00:23:20 HD Request # 401 - Receiving historical Daily data for ZWK13 starting at 2013-05-13 | 2014-03-10 00:23:20 Writing historical Daily data for ZWK13 to the file ZWK13.dly | 2014-03-10 00:23:20 HD Request # 401 - Received 2 records from 2013-05-13 00:00:00 to 2013-05-14 00:00:00 (2.0 days) and wrote 2 records for ZWK13 | 2014-03-10 00:23:20 HD Request # 401 - Daily download COMPLETE for ZWK13 | 2014-03-10 00:23:20 HD Request # 402 - Downloading Historical Daily chart data for ZWN13. Starting date: 2013-07-11. Service: ib | 2014-03-10 00:23:20 HD Request # 402 - Requesting historical Daily data for ZWN13 starting at 2013-07-10 | 2014-03-10 00:23:20 HD Request # 402 - Receiving historical Daily data for ZWN13 starting at 2013-07-10 | 2014-03-10 00:23:21 Writing historical Daily data for ZWN13 to the file ZWN13.dly | 2014-03-10 00:23:21 HD Request # 402 - Received 3 records from 2013-07-10 00:00:00 to 2013-07-12 00:00:00 (3.0 days) and wrote 2 records for ZWN13 | 2014-03-10 00:23:21 HD Request # 402 - Daily download COMPLETE for ZWN13 | 2014-03-10 00:23:21 HD Request # 403 - Downloading Historical Daily chart data for ZWU13. Starting date: 2013-09-12. Service: ib | 2014-03-10 00:23:21 HD Request # 403 - Requesting historical Daily data for ZWU13 starting at 2013-09-11 | 2014-03-10 00:23:21 HD Request # 403 - Receiving historical Daily data for ZWU13 starting at 2013-09-11 | 2014-03-10 00:23:21 Writing historical Daily data for ZWU13 to the file ZWU13.dly | 2014-03-10 00:23:21 HD Request # 403 - Received 3 records from 2013-09-11 00:00:00 to 2013-09-13 00:00:00 (3.0 days) and wrote 2 records for ZWU13 | 2014-03-10 00:23:21 HD Request # 403 - Daily download COMPLETE for ZWU13 | 2014-03-10 00:23:21 HD Request # 404 - Downloading Historical Daily chart data for ZWZ13. Starting date: 2013-12-12. Service: ib | 2014-03-10 00:23:21 HD Request # 404 - Requesting historical Daily data for ZWZ13 starting at 2013-12-11 | 2014-03-10 00:23:21 HD Request # 404 - Receiving historical Daily data for ZWZ13 starting at 2013-12-11 | 2014-03-10 00:23:21 Writing historical Daily data for ZWZ13 to the file ZWZ13.dly | 2014-03-10 00:23:21 HD Request # 404 - Received 3 records from 2013-12-11 00:00:00 to 2013-12-13 00:00:00 (3.0 days) and wrote 2 records for ZWZ13 | 2014-03-10 00:23:21 HD Request # 404 - Daily download COMPLETE for ZWZ13 | 2014-03-10 00:23:21 HD Request # 405 - Downloading Historical Daily chart data for ZWH14. Starting date: 2014-02-24. Service: ib | 2014-03-10 00:23:21 HD Request # 405 - Requesting historical Daily data for ZWH14 starting at 2014-02-23 | 2014-03-10 00:23:21 HD Request # 405 - Receiving historical Daily data for ZWH14 starting at 2014-02-24 | 2014-03-10 00:23:21 Writing historical Daily data for ZWH14 to the file ZWH14.dly | 2014-03-10 00:23:21 HD Request # 405 - Received 11 records from 2014-02-24 00:00:00 to 2014-03-10 00:00:00 (15.0 days) and wrote 11 records for ZWH14 | 2014-03-10 00:23:21 HD Request # 405 - Daily download COMPLETE for ZWH14 | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Download is complete for all contract months in chart. Proceeding with data load. | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWH11.dly, C:\SierraChart2\ZWK11.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWK11.dly, C:\SierraChart2\ZWN11.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWN11.dly, C:\SierraChart2\ZWU11.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWU11.dly, C:\SierraChart2\ZWZ11.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWZ11.dly, C:\SierraChart2\ZWH12.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWH12.dly, C:\SierraChart2\ZWK12.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWK12.dly, C:\SierraChart2\ZWN12.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWN12.dly, C:\SierraChart2\ZWU12.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWU12.dly, C:\SierraChart2\ZWZ12.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWZ12.dly, C:\SierraChart2\ZWH13.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWH13.dly, C:\SierraChart2\ZWK13.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWK13.dly, C:\SierraChart2\ZWN13.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWN13.dly, C:\SierraChart2\ZWU13.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWU13.dly, C:\SierraChart2\ZWZ13.dly | 2014-03-10 00:23:21 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWZ13.dly, C:\SierraChart2\ZWH14.dly | 2014-03-10 00:23:21 Volume based rollover from ZWH14 to ZWK14 occurs at 0 | 2014-03-10 00:23:21 Using date based transition from ZWH14 to ZWK14 because volume based transition could not be determined. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Performing continuous futures contract back adjustment calculations. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-02-27 from file. C:\SierraChart2\ZWH11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-02-27 from file. C:\SierraChart2\ZWK11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWH11 price difference to ZWK11 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-04-30 from file. C:\SierraChart2\ZWK11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-04-30 from file. C:\SierraChart2\ZWN11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWK11 price difference to ZWN11 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-07-01 from file. C:\SierraChart2\ZWN11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-07-01 from file. C:\SierraChart2\ZWU11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWN11 price difference to ZWU11 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-09-01 from file. C:\SierraChart2\ZWU11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-09-01 from file. C:\SierraChart2\ZWZ11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWU11 price difference to ZWZ11 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-12-01 from file. C:\SierraChart2\ZWZ11.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2011-12-01 from file. C:\SierraChart2\ZWH12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWZ11 price difference to ZWH12 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-03-01 from file. C:\SierraChart2\ZWH12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-03-01 from file. C:\SierraChart2\ZWK12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWH12 price difference to ZWK12 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-04-29 from file. C:\SierraChart2\ZWK12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-04-29 from file. C:\SierraChart2\ZWN12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWK12 price difference to ZWN12 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-06-30 from file. C:\SierraChart2\ZWN12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-06-30 from file. C:\SierraChart2\ZWU12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWN12 price difference to ZWU12 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-09-01 from file. C:\SierraChart2\ZWU12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-09-01 from file. C:\SierraChart2\ZWZ12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWU12 price difference to ZWZ12 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-12-01 from file. C:\SierraChart2\ZWZ12.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2012-12-01 from file. C:\SierraChart2\ZWH13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWZ12 price difference to ZWH13 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-03-01 from file. C:\SierraChart2\ZWH13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-03-01 from file. C:\SierraChart2\ZWK13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWH13 price difference to ZWK13 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-04-29 from file. C:\SierraChart2\ZWK13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-04-29 from file. C:\SierraChart2\ZWN13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWK13 price difference to ZWN13 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-06-29 from file. C:\SierraChart2\ZWN13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-06-29 from file. C:\SierraChart2\ZWU13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWN13 price difference to ZWU13 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-08-31 from file. C:\SierraChart2\ZWU13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-08-31 from file. C:\SierraChart2\ZWZ13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWU13 price difference to ZWZ13 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-11-30 from file. C:\SierraChart2\ZWZ13.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 Error while getting daily open price with date 2013-11-30 from file. C:\SierraChart2\ZWH14.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWZ13 price difference to ZWH14 is 0. | 2014-03-10 00:23:21 Error while getting daily open price with date 2014-03-01 from file. C:\SierraChart2\ZWH14.dly. Error: Encountered end of file. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWK14 Open price on 2014-02-26 is 617.5. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: ZWH14 price difference to ZWK14 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH11 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWK11 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWN11 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWU11 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWZ11 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH12 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWK12 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWN12 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWU12 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWZ12 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH13 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWK13 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWN13 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWU13 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWZ13 is 0. | 2014-03-10 00:23:21 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH14 is 0. | 2014-03-10 00:23:21 Requesting data files from remote instance: ZWK14.dly | 2014-03-10 00:23:22 Date rule based rollover from ZWH11 to next contract occurs at 2011-02-24 | 2014-03-10 00:23:32 Date rule based rollover from ZWK11 to next contract occurs at 2011-04-27 | 2014-03-10 00:23:32 Date rule based rollover from ZWN11 to next contract occurs at 2011-06-28 | 2014-03-10 00:23:32 Date rule based rollover from ZWU11 to next contract occurs at 2011-08-29 | 2014-03-10 00:23:32 Date rule based rollover from ZWZ11 to next contract occurs at 2011-11-28 | 2014-03-10 00:23:32 Date rule based rollover from ZWH12 to next contract occurs at 2012-02-27 | 2014-03-10 00:23:32 Date rule based rollover from ZWK12 to next contract occurs at 2012-04-26 | 2014-03-10 00:23:32 Date rule based rollover from ZWN12 to next contract occurs at 2012-06-27 | 2014-03-10 00:23:32 Date rule based rollover from ZWU12 to next contract occurs at 2012-08-29 | 2014-03-10 00:23:32 Date rule based rollover from ZWZ12 to next contract occurs at 2012-11-28 | 2014-03-10 00:23:32 Date rule based rollover from ZWH13 to next contract occurs at 2013-02-26 | 2014-03-10 00:23:32 Date rule based rollover from ZWK13 to next contract occurs at 2013-04-26 | 2014-03-10 00:23:32 Date rule based rollover from ZWN13 to next contract occurs at 2013-06-26 | 2014-03-10 00:23:32 Date rule based rollover from ZWU13 to next contract occurs at 2013-08-28 | 2014-03-10 00:23:32 Date rule based rollover from ZWZ13 to next contract occurs at 2013-11-27 | 2014-03-10 00:23:32 Date rule based rollover from ZWH14 to next contract occurs at 2014-02-26 | 2014-03-10 00:23:32 Date rule based rollover from ZWK14 to next contract occurs at 2014-04-28 | 2014-03-10 00:23:32 Daily data file for symbol ZWH11 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWK11 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWN11 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWU11 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWZ11 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWH12 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWK12 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWN12 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWU12 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWZ12 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWH13 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWK13 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWN13 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWU13 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWZ13 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Daily data file for symbol ZWH14 existed and is empty. Skipping download. | 2014-03-10 00:23:32 Checking Daily data file for symbol ZWK14 for the date range from 2014-02-26 to 0 | 2014-03-10 00:23:32 Symbols used for ZWK14 continuous contract chart: | 2014-03-10 00:23:32 ZWH11 | 2014-03-10 00:23:32 ZWK11 | 2014-03-10 00:23:32 ZWN11 | 2014-03-10 00:23:32 ZWU11 | 2014-03-10 00:23:32 ZWZ11 | 2014-03-10 00:23:32 ZWH12 | 2014-03-10 00:23:32 ZWK12 | 2014-03-10 00:23:32 ZWN12 | 2014-03-10 00:23:32 ZWU12 | 2014-03-10 00:23:32 ZWZ12 | 2014-03-10 00:23:32 ZWH13 | 2014-03-10 00:23:32 ZWK13 | 2014-03-10 00:23:32 ZWN13 | 2014-03-10 00:23:32 ZWU13 | 2014-03-10 00:23:32 ZWZ13 | 2014-03-10 00:23:32 ZWH14 | 2014-03-10 00:23:32 ZWK14 | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWH11.dly, C:\SierraChart2\ZWK11.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWK11.dly, C:\SierraChart2\ZWN11.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWN11.dly, C:\SierraChart2\ZWU11.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWU11.dly, C:\SierraChart2\ZWZ11.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWZ11.dly, C:\SierraChart2\ZWH12.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWH12.dly, C:\SierraChart2\ZWK12.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWK12.dly, C:\SierraChart2\ZWN12.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWN12.dly, C:\SierraChart2\ZWU12.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWU12.dly, C:\SierraChart2\ZWZ12.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWZ12.dly, C:\SierraChart2\ZWH13.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWH13.dly, C:\SierraChart2\ZWK13.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWK13.dly, C:\SierraChart2\ZWN13.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWN13.dly, C:\SierraChart2\ZWU13.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWU13.dly, C:\SierraChart2\ZWZ13.dly | 2014-03-10 00:23:32 Unable to determine transition date based on volume from files: C:\SierraChart2\ZWZ13.dly, C:\SierraChart2\ZWH14.dly | 2014-03-10 00:23:32 Volume based rollover from ZWH14 to ZWK14 occurs at 0 | 2014-03-10 00:23:32 Using date based transition from ZWH14 to ZWK14 because volume based transition could not be determined. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Performing continuous futures contract back adjustment calculations. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-02-27 from file. C:\SierraChart2\ZWH11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-02-27 from file. C:\SierraChart2\ZWK11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWH11 price difference to ZWK11 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-04-30 from file. C:\SierraChart2\ZWK11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-04-30 from file. C:\SierraChart2\ZWN11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWK11 price difference to ZWN11 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-07-01 from file. C:\SierraChart2\ZWN11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-07-01 from file. C:\SierraChart2\ZWU11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWN11 price difference to ZWU11 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-09-01 from file. C:\SierraChart2\ZWU11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-09-01 from file. C:\SierraChart2\ZWZ11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWU11 price difference to ZWZ11 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-12-01 from file. C:\SierraChart2\ZWZ11.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2011-12-01 from file. C:\SierraChart2\ZWH12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWZ11 price difference to ZWH12 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-03-01 from file. C:\SierraChart2\ZWH12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-03-01 from file. C:\SierraChart2\ZWK12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWH12 price difference to ZWK12 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-04-29 from file. C:\SierraChart2\ZWK12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-04-29 from file. C:\SierraChart2\ZWN12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWK12 price difference to ZWN12 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-06-30 from file. C:\SierraChart2\ZWN12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-06-30 from file. C:\SierraChart2\ZWU12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWN12 price difference to ZWU12 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-09-01 from file. C:\SierraChart2\ZWU12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-09-01 from file. C:\SierraChart2\ZWZ12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWU12 price difference to ZWZ12 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-12-01 from file. C:\SierraChart2\ZWZ12.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2012-12-01 from file. C:\SierraChart2\ZWH13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWZ12 price difference to ZWH13 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-03-01 from file. C:\SierraChart2\ZWH13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-03-01 from file. C:\SierraChart2\ZWK13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWH13 price difference to ZWK13 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-04-29 from file. C:\SierraChart2\ZWK13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-04-29 from file. C:\SierraChart2\ZWN13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWK13 price difference to ZWN13 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-06-29 from file. C:\SierraChart2\ZWN13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-06-29 from file. C:\SierraChart2\ZWU13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWN13 price difference to ZWU13 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-08-31 from file. C:\SierraChart2\ZWU13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-08-31 from file. C:\SierraChart2\ZWZ13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWU13 price difference to ZWZ13 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-11-30 from file. C:\SierraChart2\ZWZ13.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 Error while getting daily open price with date 2013-11-30 from file. C:\SierraChart2\ZWH14.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWZ13 price difference to ZWH14 is 0. | 2014-03-10 00:23:32 Error while getting daily open price with date 2014-03-01 from file. C:\SierraChart2\ZWH14.dly. Error: Encountered end of file. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWK14 Open price on 2014-02-26 is 617.5. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: ZWH14 price difference to ZWK14 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH11 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWK11 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWN11 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWU11 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWZ11 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH12 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWK12 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWN12 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWU12 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWZ12 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH13 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWK13 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWN13 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWU13 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWZ13 is 0. | 2014-03-10 00:23:32 ZWK14 [CBV] [R] Daily #9: Back adjust amount for symbol ZWH14 is 0. | 2014-03-10 00:23:32 |