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Post From: problem with continuous contract futures intraday data

[2014-08-11 01:57:18] Link To Thread - Link To Post [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Your account is properly configured for the Sierra Chart Exchange Data Feed and the CME and US equities exchanges. To get real-time CME data you do need to use the Interactive Brokers connection in Sierra Chart. For CME historical data, you can use "SC Exchange Data". When I change DTS settings to Interactive Brokers: I get a "Download Failed" and "Symbol is Unknown" error I select the symbol ES-201409-GLOBEX This should not occur when using Interactive Brokers and that symbol. We recommend selecting File >> Disconnect and Connect to Data Feed. Or restart Sierra Chart. This gives me intraday data but there is a huge gap. The chart jumps on 2012-12-13 suddenly to 2014-06-13. To re-download the missing data follow the instructions here: http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading Is the intraday data coming from Interactive Brokers or Sierra Charts? Refer to: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#Integration The Sierra Chart historical Intraday data for ES futures goes back to June 2008. When you are using the service "SC Exchange Data" you need to use the symbols which correspond to that service and you can find them in File >> Find Symbol. 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