Support Board
Date/Time: Fri, 09 Jan 2026 17:12:42 +0000
[Programming Help] - continuous futures data and ReadIntradayFileRecordForBarIndexAndSubIndex
View Count: 220
| [2025-11-23 15:01:42] |
| stiasny - Posts: 24 |
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Hi, I am trying to test my auto trading system on continuous contract. I am reading tick by tick data from the scid file with ReadIntradayFileRecordForBarIndexAndSubIndex. But then the study seems to read only for the last symbol of the continuous data - meaning the one displayed as chart name. Is that something i can fix? Thank you |
| [2025-11-24 22:26:40] |
| Sierra_Chart Engineering - Posts: 22261 |
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We need some time to look this over.
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 |
| [2025-11-27 22:48:24] |
| Sierra_Chart Engineering - Posts: 22261 |
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When you are using this function, is the chart replaying?
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 |
| [2025-11-27 22:53:35] |
| stiasny - Posts: 24 |
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Yeah i wanna be able to test whole year or 2 years without changing contract.
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| [2025-12-01 07:16:09] |
| Sierra_Chart Engineering - Posts: 22261 |
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So a replay is running at the time you have an issue?
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 |
| [2025-12-01 11:06:37] |
| stiasny - Posts: 24 |
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Yes, that is my main reason why i posted the issue. but it goes both ways, i cant see replay results for all loaded contracts and the study doesnt calc the signals or course and doesnt make entries for contracts before the last loaded contract. But yes i would like to use many contracts just for replay/backtest my auto trading entries.
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| [2025-12-26 13:45:39] |
| stiasny - Posts: 24 |
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Hi guys, Any chance you fix this? ive built the whole thing around reading the tick data from scid file to get the most exact structure and results. And ive checked its not just replay that has issues. When continuous contract option is enabled also the drawings and study results are only from the contract change date. Cheers Date Time Of Last Edit: 2025-12-26 13:47:13
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| [2025-12-27 23:44:55] |
| Sierra_Chart Engineering - Posts: 22261 |
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We are checking on this. It requires some in-depth debugging.
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 |
| [2025-12-27 23:58:28] |
| Sierra_Chart Engineering - Posts: 22261 |
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This test study, you can see in the second chart region shows no problems with this function, ReadIntradayFileRecordForBarIndexAndSubIndex, during a chart replay: https://www.sierrachart.com/image.php?Image=1766879852880.png It is reading, the correct file, and getting the correct volume. You can only read with that function historical futures contracts, during an active replay. Not when the chart is stopped and updating normally. 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: 2025-12-27 23:59:15
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| [2025-12-28 16:10:40] |
| stiasny - Posts: 24 |
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Hello, thanks. Ok then it must be the orders that are the problem. i just checked and bar based back test doesnt work. Neither does replay. No orders are placed. I enabled the order fills for multiple contracts in the Chart Settings. I checked the activity log - for Z25 contract there are 0 trades. Attached is the screenshot at the overlap of the NQZ25 and NQH26 - for both accurate replay and bar based backtest i get the same. i attached also the screenshot of the trade activity log for Z25 - i set the date range to display from 2022-01-01. for H26 there are trades since 15th of December in the activity log https://www.sierrachart.com/image.php?Image=1766937998247.png Date Time Of Last Edit: 2025-12-28 16:15:26
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 SierraChart_64_QM7jNO24wx.png / V - Attached On 2025-12-28 16:10:37 UTC - Size: 20.14 KB - 11 views |
| [2025-12-29 19:09:16] |
| Sierra_Chart Engineering - Posts: 22261 |
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When a Continuous Futures Contract Chart is replaying and you submit an order, it always uses the symbol of the chart itself. Not any of the expired symbols loaded in the 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 |
| [2025-12-29 19:29:18] |
| stiasny - Posts: 24 |
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Hi, yes i know, did you check the screenshot? there are not orders placed. But now i quickly changed my code so that is doesnt use the ReadIntradayFileRecordForBarIndexAndSubIndex, and it places orders for all the data loaded to a chart, not just from 15th of December when H26 trnsition happened. You should look into this, cause its not posting orders or sth is not right
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| [2025-12-29 22:31:33] |
| Sierra_Chart Engineering - Posts: 22261 |
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There is nothing for us to look into. sc.ReadIntradayFileRecordForBarIndexAndSubIndex is working properly. This function has absolutely no association with order entry. 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 |
| [2025-12-29 22:48:35] |
| stiasny - Posts: 24 |
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Haha what an amazing support. Im telling u guys its not possible to backtest on continuous contract with that funcition. I even sent u a screnshot where its clear no orders were made before the start of the h26. If i dont use that function orders are successfully placed from 2019 and i get 6 year results. When using the function this is not possible. Only last loaded contract can get backtested. In replay or bar based back test. I dont know what else u want me to tell u
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| [2025-12-30 05:09:17] |
| Sierra_Chart Engineering - Posts: 22261 |
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This does not make any sense. How is it that function specifically causes a problem? Are you saying that merely calling that function, and doing absolutely nothing with it prevents order entry? That does not make technical sense. And if there is an error submitting order, what is the error code? Refer to: Automated Trading From an Advanced Custom Study: Debugging/Troubleshooting Automated Trading Systems 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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