Support Board
Date/Time: Sun, 09 Nov 2025 01:03:28 +0000
Post From: Unnecessary Contracts Loading for Data Limiting : Use Date Range
| [2025-10-27 09:28:44] |
| skalaydzhiyski - Posts: 91 |
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Hello, Sorry, my bad for not specifying the use case more clearly. I NEED to use continuous futures contracts. Basically I am doing my research in Python where I generate a bunch of events (in the form of start datetime -> end datetime), then from ACSIL I load those events into a std::vector and iterate over them from a study, this study then sets the start and end datetime for one of my charts and in this chart (again from ACSIL) I run a replay to backtest my strategies. This works beautifully apart from having to wait to load all contracts every time I want to change to a different start,end date range. (Just fyi - am doing this outside of Python because Sierra Chart's replay capabilities are in a league of it's own and i have found it the most realistic test for a strategy before going to production.) Just to make this ultra clear: I understand we need to load a couple of contracts in order to determine which one should be selected for the date range given that i am using the Volume Based Rollover, Back Adjusted method. What I DO NOT understand is why do we need to load contracts from 2021/2022/2023/2024/2025 to determine the correct contract for the date range -> 2020-01-01, 2020-01-02? I think somewhere in the Sierra Chart proprietary source code there must be a function that says something along the lines of "load all contracts that starts with a prefix ES*, for example and then -> determine the right contract to use for the date range, while really it shoukd be - load all contracts that start with ES*, BUT do NOT load any contracts that are more than 1 contract date in the future (or something like that). Again I know it's something simple, but it is really bugging me and would love if this fix can be included in some future release or a workaround is suggested in this thread. All the best Date Time Of Last Edit: 2025-10-27 11:29:22
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