Support Board
Date/Time: Fri, 28 Aug 2026 18:55:29 +0000
Post From: ACSIL Historical Intraday Processing Across Continuous NQ Contracts
| [2026-07-15 14:01:58] |
| User793675 - Posts: 12 |
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Hello, Thank you for your previous responses. We have one additional set of technical ACSIL questions related to building a historical statistical database from intraday NQ futures data. Our study processes historical intraday bars and writes one CSV record for each completed trading session. Before continuing development, we would appreciate clarification on the following ACSIL questions. 1. Historical Bar Order When an ACSIL study manually loops through historical bars using sc.BaseDateTimeIn[], does Sierra Chart guarantee that the bars are presented in strict chronological order across all historical data loaded in a Continuous Futures Contract chart, including contract roll transitions? Are there any situations where contract roll processing, historical downloads, or chart reloads could result in missing, duplicated, or reordered historical bars that an ACSIL study should detect? 2. Detecting When Historical Data Is Fully Loaded For an ACSIL study that performs one-time historical batch processing, is there a recommended Sierra Chart method for determining when the entire historical chart has finished loading before beginning the processing? We currently trigger the processing manually, but we would like to know whether there is a supported ACSIL method to know when all historical data has been loaded and is ready for processing. 3. Historical Download Completion When processing historical intraday data, are all historical bars guaranteed to be finalized before ACSIL begins executing, or can additional historical data continue downloading after the study starts? If additional historical data is downloaded later, is another full recalculation required to ensure that a historical database built from the chart is complete? 4. Writing One Historical Record Per Trading Day We intend to maintain a continuously growing CSV database by writing one record for each completed trading session. What is the recommended ACSIL method to ensure that each completed trading day is written exactly once, while preventing duplicate records after chart reloads, reconnects, or full recalculations? 5. Futures Contract Roll Information Does ACSIL provide any API support for determining futures contract roll dates or identifying active contract transitions, or is custom logic required for this? 6. Replay vs. Live Event Sequencing When using Chart Replay or Accurate Trading System Back Test Mode, does ACSIL receive historical updates in the same event sequence as live market data, or are there known differences that could affect studies that rely on intrabar event sequencing? Thank you for your assistance. Your guidance has been very helpful as we continue developing this ACSIL study. I appreciate any recommendations for best practices regarding historical batch processing and long-term statistical database generation. Thak You, John |