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Date/Time: Sat, 15 Nov 2025 11:15:49 +0000



No Historical chart or TPO data on new account using Rithmic and Denali

View Count: 56

[2025-11-14 14:23:26]
ChrisX - Posts: 7
Can you help please? After week of set up problems with AMP etc I now have a problem in that I am not receiving any prior data for the charts or the TPO charts. (It looks like I do have live data.) This lack of historical data is the same for Market replay. I have historical data (from my demo account) that finishes in June. The chart jumps from June to the current day with no data between in market replay. I have set chart historical data to 60 days and the TPO historical to 210 days.

I provide my set up below, can you confirm that my set up is correct and that my trade orders are going through/being charged to Rithmic but I am using Denali live data?

I have:

1.  Service pack 11.
2.  Denali data - Denali/AMP CQG accounts all set up and approved (on the chart header after the symbol (ESZ5.CME) there is [CBV]][M] ) I have read in a support post that ‘M’ indicates that I am using Denali data and not Rithmic.
3.  Option 3 ‘CME non-professional top-of-book’:
(I don’t need market Depth for DOM or Footprint charts (please advise if I need Depth of Market for VWAP, TPO, Cumulative Delta or for any other reason etc. John from SC support has said that I don’t need ‘Option 4: CME with Market Depth for non-professional Trading accounts’ if I don't need the DOM or Footprint.

I am using:

4.  ES and NQ charts etc
5.  A prop account (Bulenox) with Rithmic.
6.  I have set the Data/Trade Service Settings to: Rithmic Paper Trading Chicago Non-Aggregated and inputted my Rithmic Username and password 3 times.
7.  I found that ‘Rithmic Paper Trading Europe Non-Aggregated’ did not work (I am in the UK). However Chicago works.
8.  I do not understand the difference between Aggregated and Non-Aggregated. Is Chicago-Non-Aggregated correct? Are there likely to be any delays in executing orders?

9.  Under Global/Edit I have checked: ‘Translate symbols to current service’.

Can you please advise how I can get the historical data for the charts and TPO? (This is a very frustrating process.....AAAAAARG!!)
Date Time Of Last Edit: 2025-11-14 14:24:36
[2025-11-14 17:40:46]
Sierra_Chart Engineering - Posts: 21427
Your set up looks fine.

8. I do not understand the difference between Aggregated and Non-Aggregated. Is Chicago-Non-Aggregated correct? Are there likely to be any delays in executing orders?
This does not matter because you are getting the data from the Denali Exchange Data Feed.

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Fully re-download the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". Only use this command from the Edit menu at the top of the main window or chart.

Or, in the case of a Continuous Futures Contract chart, follow these instructions:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data

After about a minute provide a copy of the Message Log following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)

We will then determine what the problem is.
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
[2025-11-14 18:25:01]
ChrisX - Posts: 7
Here's the Message Log, thanks :

2025-11-14 13:08:06.320 | Software version: 2737 64-bit
2025-11-14 13:08:06.320 | Primary Thread ID: 13156
2025-11-14 13:08:06.320 | Usage end date: 2026-11-19
2025-11-14 13:08:06.320 | Enabled for: Advanced Features 2.
2025-11-14 13:08:06.320 | Enabled for: Sierra Chart Historical Data Service.
2025-11-14 13:08:06.320 | Enabled for: Denali Real-Time Exchange Data Feed.
2025-11-14 13:08:06.320 | Enabled for: Delayed Denali Exchange Data Feed.
2025-11-14 13:08:06.320 | Enabled for exchange2: CME
2025-11-14 13:08:06.320 | Allow Support for Sierra Chart Data Feeds is enabled.
2025-11-14 13:08:06.320 | Current selected Data/Trading service: Rithmic Direct - DTC
2025-11-14 13:08:06.320 | Custom symbol settings values: enabled
2025-11-14 13:08:06.320 | Chart Update Interval: 400
2025-11-14 13:08:06.320 | Intraday Data Storage Time Unit: 0
2025-11-14 13:08:06.320 | Time Zone: -05:00:00 (EST-05EDT+01,M3.2.0/02:00,M11.1.0/02:00)
2025-11-14 13:08:06.320 | 2025-11-14 18:08:06 Local computer time in UTC
2025-11-14 13:08:06.320 | 2025-11-14 13:08:06 Local computer time in SC Time Zone
2025-11-14 13:08:06.320 | 2025-11-13 19:19:23 Server time in UTC
2025-11-14 13:08:06.320 | Local computer UTC time and Server UTC time difference: 3 seconds.
2025-11-14 13:08:06.320 | Program path: Y:\SierraChart\
2025-11-14 13:08:06.320 | Data Files path: Y:\SierraChart\Data\
2025-11-14 13:08:06.322 | OS Version Number: 10.0
2025-11-14 13:08:06.322 | Locale Setting: C
2025-11-14 13:08:06.323 | DLLs: UserContributedStudies_64.dll
2025-11-14 13:08:06.323 | Allowed protected custom studies:
2025-11-14 13:08:06.323 | Crash reporter started: true
2025-11-14 13:08:06.323 |
2025-11-14 13:17:25.183 | Added historical Intraday data request for ESU5.CME to the queue.
2025-11-14 13:17:25.183 | Triggering next historical data download in queue.
2025-11-14 13:17:25.183 | Added historical Daily data request for ESU5.CME to the queue.
2025-11-14 13:17:25.183 | Triggering next historical data download in queue.
2025-11-14 13:17:25.208 | Added historical Intraday data request for ESZ5.CME to the queue.
2025-11-14 13:17:25.208 | Intraday data recording state for symbol ESZ5.CME is set to download 'Pending'.
2025-11-14 13:17:25.208 | Added historical Daily data request for ESZ5.CME to the queue.
2025-11-14 13:17:25.208 | Mapping ESU5.CME to ESU25. Service code: cme
2025-11-14 13:17:25.208 | HD Request # 131 | Downloading Intraday chart data for ESU5.CME to the file ESU5.CME.scid. Service: cme
2025-11-14 13:17:25.232 | Reloading all charts with filename: ESU5.CME.scid
2025-11-14 13:17:25.244 | HD Request # 131 | Download start date-time: 2025-06-06 20:00:00.000000. File last date-time: 00:00:00.000000
2025-11-14 13:17:25.244 | HD Request # 131 | Using server: ds26.sierracharts.com port 10149
2025-11-14 13:17:25.244 | HD Request # 132 | Downloading Historical Daily chart data for ESU5.CME. Starting date: 1975-10-13. Service: rithmic.trading
2025-11-14 13:17:25.269 | Socket (4) | Creating socket.
2025-11-14 13:17:25.269 | Socket (4) | New receive buffer size: 0
2025-11-14 13:17:25.269 | Socket (4) | Connecting to IP: 64.152.155.17.
2025-11-14 13:17:25.501 | HD Request # 131 | Setting DTC encoding to Binary VLS
2025-11-14 13:17:25.501 | HD Request # 131 | Sending historical data logon request message.
2025-11-14 13:17:25.670 | HD Request # 131 | Requesting Intraday data. Start date-time: 2025-06-06 20:00:00. Record interval: 0. Symbol: ESU25
2025-11-14 13:17:25.780 | HD Request # 131 | Decompressing data.
2025-11-14 13:17:26.022 | HD Request # 131 | Receiving Intraday data for ESU5.CME starting at 2025-06-08 18:00:10.414000
2025-11-14 13:17:26.113 | HD Request # 132 | Requesting historical Daily data for ESU25 starting at 1975-10-12. SC External HD service.
2025-11-14 13:17:26.253 | HD Request # 131 | Timestamp of first Intraday data file record written: 2025-06-08 18:00:10.414000.
2025-11-14 13:17:26.502 | HD Request # 132 | Receiving historical Daily data for ESU5.CME starting at 2023-06-15.
2025-11-14 13:17:26.505 | HD Request # 132 | Writing historical Daily data to the file ESU5.CME.dly.
2025-11-14 13:17:26.518 | HD Request # 132 | Bytes received: 28129
2025-11-14 13:17:26.518 | HD Request # 132 | Received 569 Daily data records from 2023-06-15 00:00:00 to 2025-09-19 00:00:00 (2.3 years) and wrote 569 records for ESU5.CME
2025-11-14 13:17:26.525 | HD Request # 132 | Completion time: 1s.
2025-11-14 13:17:26.525 | HD Request # 132 | Daily data download complete for ESU5.CME. Unique request ID: 132
2025-11-14 13:17:26.525 | Removing historical data download ID 132.
2025-11-14 13:17:26.525 |
2025-11-14 13:17:26.525 | Triggering next historical data download in queue.
2025-11-14 13:17:26.525 | HD Request # 133 | Downloading Historical Daily chart data for ESZ5.CME. Starting date: 1975-11-27. Service: rithmic.trading
2025-11-14 13:17:27.288 | HD Request # 133 | Requesting historical Daily data for ESZ25 starting at 1975-11-26. SC External HD service.
2025-11-14 13:17:27.694 | HD Request # 133 | Receiving historical Daily data for ESZ5.CME starting at 2021-06-04.
2025-11-14 13:17:27.697 | HD Request # 133 | Writing historical Daily data to the file ESZ5.CME.dly.
2025-11-14 13:17:27.717 | HD Request # 133 | Bytes received: 53355
2025-11-14 13:17:27.717 | HD Request # 133 | Received 1121 Daily data records from 2021-06-04 00:00:00 to 2025-11-14 00:00:00 (4.5 years) and wrote 1121 records for ESZ5.CME
2025-11-14 13:17:27.724 | HD Request # 133 | Completion time: 1s.
2025-11-14 13:17:27.724 | HD Request # 133 | Daily data download complete for ESZ5.CME. Unique request ID: 134
2025-11-14 13:17:27.724 | Removing historical data download ID 134.
2025-11-14 13:17:27.724 |
2025-11-14 13:17:27.724 | No download requests in the queue to start downloads for.
2025-11-14 13:19:43.699 | Socket (4) | CloseSocket call.
2025-11-14 13:19:43.699 | Socket (4) | Shutdown started. Waiting for graceful close.
2025-11-14 13:19:43.699 | Historical data download thread signaled to stop.
2025-11-14 13:19:43.700 | HD Request # 131 | Received 53157595 Intraday data records from 2025-06-08 18:00:10.414000 to 2025-09-19 09:29:58.698000 (102.6 days. Delay: 56.2 days) and wrote 53157595 records for ESU5.CME
2025-11-14 13:19:43.735 | HD Request # 131 | Add time&sales data | Remembered last file record date-time: 2025-09-19 13:29:58.698000
2025-11-14 13:19:43.736 | HD Request # 131 | Completion time: 2m 18s.
2025-11-14 13:19:43.736 | HD Request # 131 | Intraday data download complete for ESU5.CME. Unique request ID: 131
2025-11-14 13:19:43.736 | Removing historical data download ID 131.
2025-11-14 13:19:43.736 | Real-time Intraday chart data file updates started for ESU5.CME
2025-11-14 13:19:43.736 | Intraday chart data file opened for ESU5.CME
2025-11-14 13:19:43.736 | HD Request # 131 | Enabling Intraday chart updating for symbol.
2025-11-14 13:19:43.736 |
2025-11-14 13:19:43.736 | Triggering next historical data download in queue.
2025-11-14 13:19:43.736 | HD Request # 134 | Downloading Intraday chart data for ESZ5.CME to the file ESZ5.CME.scid. Service: cme
2025-11-14 13:19:43.784 | Reloading all charts with filename: ESZ5.CME.scid
2025-11-14 13:19:43.787 | HD Request # 134 | Download start date-time: 2025-09-05 20:00:00.000000. File last date-time: 00:00:00.000000
2025-11-14 13:19:43.787 | HD Request # 134 | Using server: ds28.sierracharts.com port 10150
2025-11-14 13:19:43.787 | Socket (5) | Creating socket.
2025-11-14 13:19:43.787 | Socket (5) | New receive buffer size: 0
2025-11-14 13:19:43.788 | Socket (5) | Connecting to IP: 67.214.125.5.
2025-11-14 13:19:43.812 | Socket (4) | Socket gracefully closed by remote side.
2025-11-14 13:19:43.812 | Socket (4) | Closed.
2025-11-14 13:19:44.022 | HD Request # 134 | Setting DTC encoding to Binary VLS
2025-11-14 13:19:44.022 | HD Request # 134 | Sending historical data logon request message.
2025-11-14 13:19:44.179 | HD Request # 134 | Requesting Intraday data. Start date-time: 2025-09-05 20:00:00. Record interval: 0. Symbol: ESZ25
2025-11-14 13:19:44.231 | ESZ5.CME [CBV][M] #5 | Reloading chart.
2025-11-14 13:19:44.286 | HD Request # 134 | Decompressing data.
2025-11-14 13:19:44.366 | ESZ5.CME [CBV][M] #5 | Waiting for historical downloads to complete with the IDs: 133,
2025-11-14 13:19:44.380 | ESZ5.CME [CBV][M] 3 Min #2 | Reloading chart.
2025-11-14 13:19:44.430 | ESZ5.CME [CBV][M] 3 Min #2 | Waiting for historical downloads to complete with the IDs: 133,
2025-11-14 13:19:44.450 | ESZ5.CME [CBV][M] 15 Sec #4 | Reloading chart.
2025-11-14 13:19:44.497 | ESZ5.CME [CBV][M] 15 Sec #4 | Waiting for historical downloads to complete with the IDs: 133,
2025-11-14 13:19:44.508 | ESZ5.CME [CBV][M] #1 | Reloading chart.
2025-11-14 13:19:44.515 | HD Request # 134 | Receiving Intraday data for ESZ5.CME starting at 2025-09-07 18:00:00.000000
2025-11-14 13:19:44.584 | ESZ5.CME [CBV][M] #1 | Waiting for historical downloads to complete with the IDs: 133,
2025-11-14 13:19:44.606 | ESZ5.CME [CBV][M] 5000 Volume #7 | Reloading chart.
2025-11-14 13:19:44.764 | ESZ5.CME [CBV][M] 5000 Volume #7 | Waiting for historical downloads to complete with the IDs: 133,
2025-11-14 13:19:44.777 | ESZ5.CME [CBV][M] 1 Min #3 | Reloading chart.
2025-11-14 13:19:44.827 | ESZ5.CME [CBV][M] 1 Min #3 | Waiting for historical downloads to complete with the IDs: 133,
2025-11-14 13:19:44.840 | HD Request # 134 | Timestamp of first Intraday data file record written: 2025-09-07 18:00:00.000000.
2025-11-14 13:21:41.211 | Socket (5) | CloseSocket call.
2025-11-14 13:21:41.211 | Historical data download thread signaled to stop.
2025-11-14 13:21:41.212 | HD Request # 134 | Received 48562882 Intraday data records from 2025-09-07 18:00:00.000000 to 2025-11-14 13:21:43.944002 (67.8 days. Delay: -2.7 seconds) and wrote 48562882 records for ESZ5.CME
2025-11-14 13:21:41.248 | Socket (5) | Shutdown started. Waiting for graceful close.
2025-11-14 13:21:41.263 | HD Request # 134 | Add time&sales data | Remembered last file record date-time: 2025-11-14 18:21:43.944002
2025-11-14 13:21:41.263 | Added 363 Time and Sales records to Intraday data file for ESZ5.CME after download.
2025-11-14 13:21:41.264 | HD Request # 134 | Completion time: 1m 58s.
2025-11-14 13:21:41.264 | HD Request # 134 | Intraday data download complete for ESZ5.CME. Unique request ID: 133
2025-11-14 13:21:41.264 | Removing historical data download ID 133.
2025-11-14 13:21:41.264 | Real-time Intraday chart data file updates started for ESZ5.CME
2025-11-14 13:21:41.264 | Intraday chart data file opened for ESZ5.CME
2025-11-14 13:21:41.264 | HD Request # 134 | Enabling Intraday chart updating for symbol.
2025-11-14 13:21:41.264 |
2025-11-14 13:21:41.264 | No download requests in the queue to start downloads for.
2025-11-14 13:21:41.356 | Socket (5) | Socket gracefully closed by remote side.
2025-11-14 13:21:41.356 | Socket (5) | Closed.
2025-11-14 13:21:41.362 | ESZ5.CME [CBV][M] 5000 Volume #7 | Download is complete for all contract months in chart. Proceeding with data load.
2025-11-14 13:21:41.368 | ESZ5.CME [CBV][M] 5000 Volume #7 | Reloading chart.
2025-11-14 13:21:41.456 | ESZ5.CME [CBV][M] #5 | Download is complete for all contract months in chart. Proceeding with data load.
2025-11-14 13:21:41.459 | ESZ5.CME [CBV][M] #5 | Reloading chart.
2025-11-14 13:21:41.597 | ESZ5.CME [CBV][M] 1 Min #3 | Download is complete for all contract months in chart. Proceeding with data load.
2025-11-14 13:21:41.633 | ESZ5.CME [CBV][M] 1 Min #3 | Reloading chart.
2025-11-14 13:21:41.725 | ESZ5.CME [CBV][M] 3 Min #2 | Download is complete for all contract months in chart. Proceeding with data load.
2025-11-14 13:21:41.824 | ESZ5.CME [CBV][M] 3 Min #2 | Reloading chart.
2025-11-14 13:21:42.203 | ESZ5.CME [CBV][M] 15 Sec #4 | Download is complete for all contract months in chart. Proceeding with data load.
2025-11-14 13:21:42.230 | ESZ5.CME [CBV][M] 15 Sec #4 | Reloading chart.
2025-11-14 13:21:42.412 | ESZ5.CME [CBV][M] #1 | Download is complete for all contract months in chart. Proceeding with data load.
2025-11-14 13:21:42.416 | ESZ5.CME [CBV][M] #1 | Reloading chart.
2025-11-14 13:21:42.922 | ESZ5.CME [CBV][M] 5000 Volume #7 | Reloading chart.
2025-11-14 13:21:43.561 | ESZ5.CME [CBV][M] #5 | Reloading chart.
2025-11-14 13:21:44.637 | ESZ5.CME [CBV][M] 1 Min #3 | Reloading chart.
2025-11-14 13:21:45.477 | ESZ5.CME [CBV][M] 3 Min #2 | Reloading chart.
2025-11-14 13:21:46.026 | ESZ5.CME [CBV][M] 15 Sec #4 | Reloading chart.
2025-11-14 13:21:46.832 | ESZ5.CME [CBV][M] #1 | Reloading chart.
2025-11-14 13:21:59.123 | Opened cached Intraday file: Y:\SierraChart\Data\ESZ5.CME.scid. Thread ID: 6364
2025-11-14 13:22:22.685 | ESZ5.CME [CBV][M] 1 Min #3 | StartDateTimeForLoadingOrderFills: 00:00:00
2025-11-14 13:22:23.489 | ESZ5.CME [CBV][M] 1 Min #3 | Chart data loading complete.
2025-11-14 13:22:24.194 | ESZ5.CME [CBV][M] 15 Sec #4 | StartDateTimeForLoadingOrderFills: 00:00:00
2025-11-14 13:22:26.272 | ESZ5.CME [CBV][M] 15 Sec #4 | Chart data loading complete.
2025-11-14 13:22:39.448 | ESZ5.CME [CBV][M] 3 Min #2 | StartDateTimeForLoadingOrderFills: 00:00:00
2025-11-14 13:22:39.740 | ESZ5.CME [CBV][M] 3 Min #2 | Chart data loading complete.
2025-11-14 13:22:40.210 | ESZ5.CME [CBV][M] 5000 Volume #7 | StartDateTimeForLoadingOrderFills: 00:00:00
2025-11-14 13:22:40.586 | ESZ5.CME [CBV][M] 5000 Volume #7 | Chart data loading complete.
2025-11-14 13:23:06.057 | ESZ5.CME [CBV][M] #1 | Chart data loading complete.
2025-11-14 13:23:06.064 | ESZ5.CME [CBV][M] #5 | StartDateTimeForLoadingOrderFills: 00:00:00
2025-11-14 13:23:06.204 | ESZ5.CME [CBV][M] #5 | Chart data loading complete.
[2025-11-14 18:36:47]
ChrisX - Posts: 7
Update, it looks like using "Edit >> Delete All Data and Download" as solved the issue thanks!

One other quick query, when marking out the historic composite value areas on the TPO chart I notice that when I go to a new contract, my marked areas do not line up with the market profiles.

1.Does using continuous contract data solve this?
2. Can I use continuous contract data with my current set up (Denali/Rithmic) and,
3. how do I get it?
4. Is there an extra cost for this data?

Thanks for your help
[2025-11-14 18:52:50]
Sierra_Chart Engineering - Posts: 21427
You are getting all of the historical data:
2025-11-14 13:21:41.212 | HD Request # 134 | Received 48562882 Intraday data records from 2025-09-07 18:00:00.000000 to 2025-11-14 13:21:43.944002 (67.8 days. Delay: -2.7 seconds) and wrote 48562882 records for ESZ5.CME

my marked areas do not line up with the market profiles.
If you are using a Continuous Futures Contract Chart, then refer to:
Changing to a New Futures Contract Month: Adjusting Chart Drawings to Match Futures Contract Rollover Difference

1.Does using continuous contract data solve this?
Yes. Refer to the above page.
2. Can I use continuous contract data with my current set up (Denali/Rithmic) and,
Yes.
3. how do I get it?
You already have this functionality and data. Refer to:
Continuous Futures Contract Charts

4. Is there an extra cost for this data?
No.
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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