Support Board
Date/Time: Sat, 16 Aug 2025 13:55:59 +0000
Data Date Range and Historic Download Issues
View Count: 80
[2025-08-12 23:24:19] |
User925794 - Posts: 27 |
Hey Guys, I've been busy moving, so not much action on the platform for the last 6 weeks so I was a little out of date on the current release. I updated from 2761 to 2782 and it's not working out so well. I saw there was some issues on the support board regarding historic data. Trying to keep this short in 2 parts: Part 1: I use long term anchored vwaps - up to a year. I used 60 min and Daily charts for those studies. The problem I'm experiencing is that in "Chart Settings/Date Range and limiting Method/Date Range in File From" - this cell is limiting the date to 2025-05-29 (as of today). Obviously, this is creating a situation where the vwap's anchored before this date are not calculating. Part 2: The data downloads are excessive. SC is downloading data files from 2006. I see no reason for this. My longest "Use Number of Days to Load" is 400 for the 60 min intraday and 600 for the daily. This is happening on ES and NQ. Help! |
[2025-08-13 11:55:04] |
Sierra_Chart Engineering - Posts: 20642 |
1. What is the symbol of the chart? Follow through the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Downloading/Viewing More Historical Intraday Data 2. Therefore, this cannot be true: Part 2: The data downloads are excessive. SC is downloading data files from 2006. I see no reason for this. My longest "Use Number of Days to Load" is 400 for the 60 min intraday and 600 for the daily. Refer to: Continuous Futures Contract Charts: Preventing Error Messages by Reducing Days to Load in Chart You need to check all charts in all open Chartbooks. 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: 2025-08-13 11:55:56
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[2025-08-13 21:03:29] |
User925794 - Posts: 27 |
Symbol: From the Message Log - 2025-08-12 18:03:57.305 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 5 Min #4 | Waiting for historical downloads to complete with the IDs: 1, 2025-08-12 18:03:57.305 | ESU25_FUT_CME/MESU25_FUT_CME #5 | Reloading chart. 2025-08-12 18:03:57.336 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 7500 Trades #7 | Reloading chart. 2025-08-12 18:03:57.336 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 7500 Trades #7 | Waiting for historical downloads to complete with the IDs: 1, 2025-08-12 18:03:57.399 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 30 Sec #1 | Reloading chart. 2025-08-12 18:03:57.414 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 30 Sec #1 | Waiting for historical downloads to complete with the IDs: 1, 2025-08-12 18:03:57.446 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 2500 Trades #9 | Reloading chart. 2025-08-12 18:03:57.461 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 2500 Trades #9 | Waiting for historical downloads to complete with the IDs: 1, 2025-08-12 18:03:57.555 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 30 Sec #10 | Reloading chart. 2025-08-12 18:03:57.570 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 30 Sec #10 | Waiting for historical downloads to complete with the IDs: 1, 2025-08-12 18:03:57.586 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 15 Min #11 | Reloading chart. 2025-08-12 18:03:57.602 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 15 Min #11 | Waiting for historical downloads to complete with the IDs: 1, 2025-08-12 18:03:57.633 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Reloading chart. 2025-08-12 18:03:57.633 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Limiting the number of years to 20 years to load data for the continuous futures chart. Reason: 20 years maximum for Intraday charts. 2025-08-12 18:03:57.633 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Limiting the number of years to download historical data to 20 years for the continuous futures chart. Reason: 20 years maximum for Intraday charts. 2025-08-12 18:03:57.633 | Added historical Intraday data request for ESU05_FUT_CME to the queue. 2025-08-12 18:03:57.633 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Performing continuous chart historical Daily data download for symbol ESU05_FUT_CME starting at last date in file. 20 years is excessive. Regarding your link for Historical Intraday Data, that was the first thing I checked - as I explained in "Part 2" Regarding Errors from Continuous Contract, yes, there are many for all the "years" of data it is trying to download. A clip from the message log - 2025-08-12 18:04:01.221 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Limiting the number of years to 20 years to load data for the continuous futures chart. Reason: 20 years maximum for Intraday charts. 2025-08-12 18:04:01.221 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Limiting the number of years to download historical data to 20 years for the continuous futures chart. Reason: 20 years maximum for Intraday charts. 2025-08-12 18:04:01.377 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Error while getting daily settlement price with date 2006-09-08 from file. C:\SierraChart\Data\ESZ06_FUT_CME.dly. Error: No Data for read. End of file. 2025-08-12 18:04:01.377 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Error while getting daily settlement price with date 2006-12-15 from file. C:\SierraChart\Data\ESZ06_FUT_CME.dly. Error: No Data for read. End of file. 2025-08-12 18:04:01.377 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\ESH07_FUT_CME.dly. Error: No Data for read. End of file. 2025-08-12 18:04:01.377 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Error while getting daily settlement price with date 2007-03-16 from file. C:\SierraChart\Data\ESH07_FUT_CME.dly. Error: No Data for read. End of file. 2025-08-12 18:04:01.377 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\ESM07_FUT_CME.dly. Error: No Data for read. End of file. The chart settings I currently have in place have existing for the past several years - especially the chart days back. This happened after the current version update. I have tried to go back to 2761 and then 2768 and the program locks up to the point I have to use Task Manager to close it down. Reloaded with 2782 and here we are. I've uploaded a screen shot of my 60min chart settings for Data Limiting. If you'd like to see anything else, please tell me. But as I said, the selection for "Use Number of Days To Load is 400, but the Date Range In File From setting is stuck on 2025-05-29. If I change this date, it auto reverts back to May 29. Help please... |
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[2025-08-13 22:43:19] |
User925794 - Posts: 27 |
Update I restarted SC, all of my charts in the chartbook came up with the 60min downloading historical data taking a long time compared to prior versions. I can see all the bars from the full range of "Use Number of Days To Load" of 400 (60min) and 600 (Daily) charts. All of the intraday charts setting for Date Range In File From are stuck on 2025-05-29 even though I have various charts with settings for number of days from 30 to 95. But the daily chart is set to 2023-06-15 which is correct. What is not printing correctly on these two charts are the anchored VWAP's standard deviation bands. The bands are all bunched up on the far right side of the chart. This happened yesterday also. I left SC running today and when I returned, saw that the bands started to print out as 60 min bars were added to the right side. All of the other intraday charts print out the various VWAP's and corresponding bands correctly. |
[2025-08-13 22:50:47] |
User925794 - Posts: 27 |
Update to Update Spoke too soon... I just changed some anchor times on the other intraday charts and deviation bands on the VWAP anchored last Fri just started drawing the bands in the current bar, like the others, there's not "history" line drawing. |
[2025-08-14 15:30:31] |
Sierra_Chart Engineering - Posts: 20642 |
2025-08-12 18:03:57.633 | ESU25_FUT_CME/MESU25_FUT_CME [CB] 60 Min #3 | Limiting the number of years to 20 years to load data for the continuous futures chart. Reason: 20 years maximum for Intraday charts.
Regarding this, provide this particular chart by following these instructions: Support Board Posting Information: Providing Chartbook with Only a Single Chart This is simply the result, of a lot of processing needed by the Chartbook: I have tried to go back to 2761 and then 2768 and the program locks up to the point I have to use Task Manager to close it down.
Refer to:High CPU Usage | Inactive User Interface | Poor Performance | Long Time to Load Chart Data | Charts Reloading Often: 30.16 - What to do if Sierra Chart is in a frozen state for an extended time due to extended high CPU usage caused by an automatically or manually opened Chartbook but the Date Range In File From setting is stuck on 2025-05-29.
This is normal and as documented here:Chart Settings: Date Range and Limiting Method >> Date Range in File From / To (Chart >> Chart Settings >> Data Limiting >> Date Range and Limiting Method menu) Definitively nothing wrong at all. Regarding the Volume Weighted Average Price studies, this must relate to the underlying data in the chart and the settings of the study. Provide an image of one of these charts. Instructions: Support Board Posting Information: Attaching or Posting a Screenshot/Image (Optional) And only one. Just one only and according to specifications. Otherwise, we are going to disregard this guaranteed. Is there any missing data in that chart? 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 |
[2025-08-14 21:14:33] |
User925794 - Posts: 27 |
Chartbook with single chart - check. High CPU usage - ehhhhh, ok. Date Range In File - current symbol dictates this date - check. Chart Image - png file is from the same chart earlier today that is in the uploaded chartbook. |
Private File Private File Attachment Deleted. |
[2025-08-15 19:14:45] |
Sierra_Chart Engineering - Posts: 20642 |
We need more time on this. Are you available over the weekend? We see nothing in the Chart Settings causing data to be downloaded for 20 years. We do not know why that would be happening. Is that particular issue still reproducible? 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 |
[2025-08-16 13:19:02] |
User925794 - Posts: 27 |
I understand. After I have tried several prior releases to see which one might be stable for my situation, the excessive data download has stopped occurring at some point in time on v2782. My process has been to remove all the data from the Data folder and try again. At this point, I'm not sure exactly when this 20yr download command stopped. Sorry, I wish I could give you a better metric but my focus has been on the VWAP study behavior since I use this extensively. Now, my biggest issue is with the VWAP study and trying to get a prior release to work correctly. I use the "stock" VWAP study that comes with each release. No other custom version or anything I cooked up. It's been working without issue for years until I updated to v2782. When the anchor date is set for the condition of Time Period set to Weekly, Monthly or when Ignore Time Period Type And Length is set to No and the anchor date is prior to Monday of the current week, for example the prior Friday - the deviation lines do not print before the bar on whenever time I start the chart. See the image of the 60min bar chart I uploaded. Look at that vertical line near the right edge - that's the "time" that I started SC and opened this chart and let it run over night. The deviation lines only print on each successive line after the chart was opened. This also happens on a historical daily bar chart. My thought was then to find that last version this anomaly didn't happen. My last attempt was to use v2773 since it has an improved NTP function (thank you, I like that), I can open the chartbook I uploaded for you with the one chart and one study and the deviation lines print as intended. If I try to open that same chartbook using my 60min chart which has many VWAP studies, SC locks up my computer (it's the only program running on my trading platform) usually somewhere around 99.6% of the data load on the 60min chart - I can see the box which indicates the data load progress. After waiting somewhere around an hour later, it's still froze in the same place. I then use Windows Task Manager to kill the program. I go back and download current version v2782 and the deviation lines are bunched up at the current bar but it loads. I then open my chartbook that has 10 charts and 3 custom spreadsheet studies, all the charts with the longest load time on the 60min chart (this has always been the case) and every chart that has a VWAP study of the condition I described above will not print the deviations lines prior to the current bar at start up. And to add insult to injury, I can open a new chart, add the "offending anchored VWAP" and it prints just fine. If I add a new VWAP study to any existing chart with the above conditions, it prints as designed as well. But if I Duplicate an existing VWAP study, it has the same print problem. Damn, I do not want to go back and rebuild all of my charts with these studies. At the beginning of my woes, this is what caused me to look at the data settings and look in the Data folder and discovered the excessive data download at that time. I haven't changed any of those settings and now it doesn't download all those prior data files (???!!!???) but the VWAP issue is persistent and reproducible as I have described. My thought is the VWAP study is the reason for these problems? And before I reached out to you, I looked at the What's New in the release notes and saw that you're working on a new VWAP of some kind - I don't need anything new. I also looked in the forum and found no one else making reference to my particular issue. Look, I know you get lots of requests from patrons who just don't seem to want to take the time to read your extensive documentation and then fuss at you (I'll just say it - lazy bastards lol). As an Engineer, I get it, people suck at reading and following instructions. That's not me. I sincerely appreciate your help. I am available over the weekend, but spotty at best. We're loaded up with end of summer social events. That being said, I'll keep an eye out for your response and do try to get back to you asap. Thanks, Todd |
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