Support Board
Date/Time: Mon, 22 Jun 2026 18:53:41 +0000
Post From: Missing/incomplete historical intraday VOLUME on Denali feed — ES contracts, specific date
| [2026-06-22 13:41:13] |
| User833459 - Posts: 6 |
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Hello, I have severely incomplete historical Intraday data on the Denali Exchange Data Feed for the E-mini S&P 500 (ES) on specific dates. The TIME bars are present, but the volume / number-of-trades is zero or a small fraction of the actual traded volume — i.e. the tick-by-tick trade data for these windows appears to be missing from the Denali historical archive. Affected symbols / dates (CME, times in CT): - ESU26 (Sep 2026): 2026-06-15 (evening), 2026-06-16 (entire day), 2026-06-17 (00:00–17:00) - ESM26 (Jun 2026): 2026-03-17 (from ~16:00), 2026-03-18 (00:00–17:00) The full data DOES exist at the exchange. I verified the same contracts/dates on an independent CQG feed (in another platform), which shows full daily volume: - ESU6.CME 2026-06-16 ≈ 1.8M contracts (Denali: volume bars essentially empty / 0) - ESU6.CME 2026-06-17 ≈ 1.8M contracts (Denali: ≈ 157,000 RTH) - ESM6.CME 2026-03-17 ≈ 1.6M contracts (Denali: heavily reduced) - ESM6.CME 2026-03-18 ≈ 1.7M contracts (Denali: partial) So the trades exist at CME; they are missing only from the Denali historical archive for these specific windows. Already tried: - Edit >> Delete All Data and Download (full re-download) on the individual contracts — the gap persists, and the re-downloaded data is in some cases even thinner than my originally recorded live data. - Intraday Data Storage Time Unit = 1 Tick (so this is not a local storage-resolution issue). - The gap is identical across all chart timeframes for these symbols (not chart-specific). This appears to be the same class of issue you resolved server-side in thread 102071 ("Daily/Weekly data missing from Denali exchange feed, even after delete and download"). Could you please check and correct the Denali historical archive for ESU26 and ESM26 on the dates above, so that a Delete-and-Download retrieves the full tick/volume data? Environment: Sierra Chart 2922 64-bit; Denali Real-Time Exchange Data Feed + Sierra Chart Historical Data Service; "Allow Support for Sierra Chart Data Feeds" = Yes. Thank you. Date Time Of Last Edit: 2026-06-22 14:48:15
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