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Date/Time: Sun, 28 Apr 2024 20:20:19 +0000



Post From: How to load data for older futures contract ? (Zen-fire)

[2013-04-27 19:05:45]
KissGimp - Posts: 6
Hello. I started examining SierraChart over NinjaTrader couple days before. Everything looks really good and I am starting to like it more than NT. However I have slight issue with loading older tick data (eg. ES instrument). I have demo access for Zen-Fire data provider.

Now with NT I am used to notation "ES ## ##" which automatically gets correct data. In SC I open "Find Symbol" window, pick there ESZ2-CME which should be data for contract month December 2012. Then I click button "Open Intraday Chart". After while I get message "Symbol expired. Click for rollover". So I do that and get presented with window for rollover to symbol ESH3-CME (March 2013). Then there is another rollover from ESH3 to ESM3 (June 2013 - current). After confirming that, something is downloading and shows the chart. However going to some December date I can see there is really low volume, so I presume, it's just data for ESM3 contract month.

Attaching some screenshots and log message from rollover. There is some error message, but I'm not sure what that means. As I said, using NT older data can be retrieved quite easily.

Currently no data in file to display. Will start historical data download and real-time updates. File: C:\SierraChart\Data\ESZ2-CME.scid | 2013-04-27 20:33:41
Starting updates for: ESZ2-CME | 2013-04-27 20:33:42
HD Request # 20 - Downloading Intraday chart data for ESZ2-CME to the file ESZ2-CME.scid. Service: rim | 2013-04-27 20:33:42
Compressing file: C:\SierraChart\Data\ESZ2-CME.scid. This may take a while... | 2013-04-27 20:33:42
HD Request # 20 - Requesting historical Minute data for ESZ2-CME | 2013-04-27 20:33:42
Zen-Fire Alert Message: The subscription to this instrument has been aborted. Dependent network services and/or data were not available.. no data Related symbol: ESZ2-CME | 2013-04-27 20:33:42
Historical Data Symbol Error: ESZ2-CME is unknown, unavailable, or improperly formatted. | 2013-04-27 20:33:42
HD Request # 20 - Error downloading historical Intraday data for ESZ2-CME. The server returned an error. | 2013-04-27 20:33:42
HD Request # 20 - Received 0 records and wrote 0 records for ESZ2-CME | 2013-04-27 20:33:42
HD Request # 20 - Intraday download COMPLETE for ESZ2-CME | 2013-04-27 20:33:42
Real-time intraday chart data file updates started for ESZ2-CME | 2013-04-27 20:33:42

Thanks for help
imagetrading_find_symbol.PNG / V - Attached On 2013-04-27 18:48:09 UTC - Size: 15.32 KB - 599 views
imagetrading_rollover.PNG / V - Attached On 2013-04-27 18:50:19 UTC - Size: 9.62 KB - 611 views
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imagetrading_data_provider.PNG / V - Attached On 2013-04-27 19:04:57 UTC - Size: 18.75 KB - 609 views