Support Board
Date/Time: Sat, 08 Nov 2025 22:56:14 +0000
Unnecessary Contracts Loading for Data Limiting : Use Date Range
View Count: 166
| [2025-10-25 13:47:21] |
| skalaydzhiyski - Posts: 91 |
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Hello SC, I just noticed something unexpected. Imagine I want to load 1 day worth of data 2020-01-01 to 2020-01-02 and I load it using the Use Date Range data loading method - why does Sierra Chart load all contracts' .scid files from 2020 to 2025 just to be able to in the end scroll to 2020-01-01 and ignore all the rest of the data ? This seems inefficient to me and probably the fix can be very easily implemented on your side. It is nothing major, but would make Sierra Chart a tiny bit better / faster than it is now. All the best, |
| [2025-10-26 18:49:06] |
| Sierra_Chart Engineering - Posts: 21344 |
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We are not sure about this, but disable the Continuous Futures Contract feature: Chart Settings: Continuous Contract (Chart >> Chart Settings >> Symbol >> Symbol menu) Set it to None. 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 |
| [2025-10-27 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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| [2025-10-27 13:20:24] |
| Sierra_Chart Engineering - Posts: 21344 |
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We do not have time to look into this. Whatever the behavior is at this time this is just how it is. We are definitively not going to be making any changes causing unexpected problems. Do not use the Continuous Futures Contract feature in this case. Specify the exact symbol. This is all you have to do. The solution is on your side. You have the ability to do that. 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: 2025-10-27 13:21:37
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| [2025-10-27 15:42:26] |
| skalaydzhiyski - Posts: 91 |
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Yes I know I can change the symbol, but is there any way in ACSIL to get the right symbol for a given date range using the default Volume Based Rollover logic? If I can do that then I am sorted for my use case.
Date Time Of Last Edit: 2025-10-27 15:44:11
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| [2025-10-27 15:59:18] |
| John - SC Support - Posts: 42874 |
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The fact that you are using "Volume Based Rollover - Back Adjusted" means that you do need to load all the contracts in order to get the back-adjustment done properly. This also means that the main Symbol needs to be the current front contract.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2025-10-27 16:12:33] |
| skalaydzhiyski - Posts: 91 |
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Thank you for coming back to me so quiclky! I tried changing to just Volume Based Rollover (with NO adjustment) and Sierra still loads all unnecessary contracts. Example: I select start date and end to (2020-01-01, 2020-01-10) and Sierra loads contracts up to 2025 for some reason.. Any idea why this is happening ? |
| [2025-10-27 16:31:26] |
| User431178 - Posts: 806 |
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but is there any way in ACSIL to get the right symbol for a given date
Super useful function added in v2762: sc.GetContinuousContractSymbolForBarIndex(int BarIndex, SCString& r_Symbol); |
| [2025-10-27 16:54:32] |
| skalaydzhiyski - Posts: 91 |
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Wow! I think might be exactly what I need, I could not find this function in the dosc btw o.O EIther i'm blind or this should be added for other people who face the same issue. Thanks a bunch User431178! All the best, Spas |
| [2025-10-27 18:19:21] |
| Sierra_Chart Engineering - Posts: 21344 |
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We will check on this: I tried changing to just Volume Based Rollover (with NO adjustment) and Sierra still loads all unnecessary contracts. 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 |
| [2025-10-28 18:57:08] |
| Sierra_Chart Engineering - Posts: 21344 |
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We found a solution to this: I tried changing to just Volume Based Rollover (with NO adjustment) and Sierra still loads all unnecessary contracts.
This will be out in the next release. We should have this out later this week. 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 |
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