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Date/Time: Wed, 02 Jul 2025 10:36:25 +0000



SC2764 downloads historical data for 2025/06/20 today on June 19???

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[2025-06-19 11:59:10]
User512353 - Posts: 81
SC2764

For ESU25, MESU25, NQU25, MNQU25 when opening a historical chart, SC downloads data for 2025/06/20.
Previous last date in the files was 06/18, as of after yesterdays close.
After this obviously erroneous download, 06/19 is missing and 06/20 data appears in the last line of the file.

Reproducible. I.e. if I manually delete the 06/20 line, then restart SC and reload the chart, it downloads 06/20 data again. The problem is with all trade services I connect to, including SC_Data.
[2025-06-19 12:09:10]
User512353 - Posts: 81
It doesn't even need a SC restart:

1. Delete 06/20 line in historical file
2. Chart >> Reload and Recalculate => ok
3. Open another historical chart for same symbol => downloads 06/20 data again


Can you also provide the intraday data for 06/20? ;-)
Date Time Of Last Edit: 2025-06-19 12:09:36
[2025-06-19 16:35:15]
John - SC Support - Posts: 40702
This is because today is a holiday in the US (Juneteenth). So this is the way the data is given to us by the exchange, as they put all the trading into the following day.

You should have Intraday data for June 20, 2025 up until noon today (Central US time), for most of the CME Group products. But there are differences in the times depending on the Product Type. Refer to the following:
https://www.cmegroup.com/trading-hours.html#tradeDate=2025-06-19

Keep in mind the U.S. Equities markets are completely closed today.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-06-22 15:12:19]
User512353 - Posts: 81
This is pretty weird and creates data inconsistencies.

The data below is
a) backup ESU25-CME.dly file, saved after Thursday trading halt 12:00h (preopen)
b) ESU25-CME.dly file, continued streaming data from a), after Friday close.
c) ESU25-CME.dly file, without streaming data, downloaded after Friday close

a) 2025/06/20, 6038.25000000, 6038.25000000, 5969.50000000, 5978.25000000, 244841, 0
b) 2025/06/20, 6038.25000000, 6038.25000000, 5969.50000000, 6020.25000000, 353226, 0
c) 2025/06/20, 6038.25000000, 6071.00000000, 5969.50000000, 6018.00000000, 1564799, 0

Apparently correct is version c).

When does SC update the last line of a dly file?

Should SC users be advised to re-download the daily data from 06/19 onwards?
[2025-06-22 16:38:58]
Sierra_Chart Engineering - Posts: 20040
Refer to the information here:
Downloading Historical Daily Data: Automatic Download

This setting:
Data/Trade Service Settings: Historical Daily Data Download Time (Global Settings >> Data/Trade Service Settings >> Common Settings >> Historical Daily Data)

We recommend is set to: 17:45:00 US Eastern time
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-06-22 16:39:20
[2025-06-22 19:09:48]
User512353 - Posts: 81
That does not seem to answer the question.

If a dly file already contains a line for a specific date in the last line (here: 06/20, written on 06/19 after trading was halted), what are the rules for when this line is replaced or not?

Up to now my assumption was that a dly file is always only appended, never is anything replaced in the dly file.

However, my assumption was obviously wrong.

On 06/19, after trading was halted, version a) was in the file for 06/20.
However, at some point during or after the Friday trading session, the line for 06/20 must have been replaced with version b).
And more obscurely, a different installation, that was not online 06/19 (and therefor had 06/18 as the last line in the dly file) after Friday close downloaded a different line for 06/20 (version c)).

I want to understand how this can occur.
[2025-06-22 21:56:12]
Sierra_Chart Engineering - Posts: 20040
We do not know the answer to this. We do not control that data. This is not within the scope of our support.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-06-22 21:56:32
[2025-06-22 23:36:33]
User512353 - Posts: 81
The question is not about the actual data.

The question is under what conditions SC changes the content of a dly file, where the change is NOT just an append (i.e. an already existing line in a dly file is changed). This question is independent of the data itself.

And to extend this question: Which lines in the dly file can be updated? Just the last one, or also older lines?
[2025-06-23 13:53:51]
Sierra_Chart Engineering - Posts: 20040
Every time Historical Daily data is downloaded, using the last date in the file as a reference point, the last two or three rows will be overwritten. We have to check if it is 2 or 3. This is to ensure accuracy of the data in case it changes from the source provider.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-06-23 13:54:15

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