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Date/Time: Tue, 07 May 2024 16:40:35 +0000



Post From: GFDL Nifty continuous contract back adjusting

[2014-03-14 04:55:28]
Sierra Chart Engineering - Posts: 104368
The problem is the availability of historical data for expired contracts. If there is missing data, it affects the entire procedure of building a continuous futures contract chart , including the back adjustments. We have sent Global Data Feeds this message:

A customer is asking us about our Continuous Futures Contract feature in Sierra Chart. This depends upon getting historical data for expired futures contracts. But it appears we cannot:

HD Request # 35 - Downloading Historical Daily chart data for NIFTY-NS-FUT-201402. Starting date: 1964-02-29. Service: gdf | 2014-03-14 00:48:27
GDF FIX Data (Send) << 8=FIX.4.29=15635=V49=DEMO320-GDF56=GFDL32034=5152=20140314-04:48:27.337262=MD37263=1264=1265=155=NIFTY207=NS167=FUT200=2014029883=20090227267=1269=2146=010=010 | 2014-03-14 00:48:27
HD Request # 35 - Requesting historical Daily data for NIFTY-NS-FUT-201402 from date 2009-02-28 | 2014-03-14 00:48:27
GDF FIX Data (Recv) >> 8=FIX.4.29=13235=Y34=132649=GFDL32052=20140314-04:48:16.22056=DEMO320-GDF58=No data for the combination Symbol NIFTY Exchange NS262=MD3710=060 | 2014-03-14 00:48:28
HD Request # 35 - Error downloading historical Daily data for NIFTY-NS-FUT-201402. No data for the combination Symbol NIFTY Exchange NS | 2014-03-14 00:48:28
HD Request # 35 - Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for NIFTY-NS-FUT-201402 | 2014-03-14 00:48:28
HD Request # 35 - Daily download COMPLETE for NIFTY-NS-FUT-201402 | 2014-03-14 00:48:28

Is it possible to get historical data for expired contracts? Are we doing something wrong with the request.

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, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2014-03-14 04:56:03