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CL Volume Roll

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[2026-02-24 20:03:38] #1 [Go To First Post]
User438120 - Posts: 17
I was hoping this mismatch would resolve itself after a few days but it's still present: I use Volume roll over, back adjusted and for the recent CL roll from H26 to J26, it says the roll occurred on 2-2-26 but there's no historical daily record in the new contract for that date, so it sets back adjustment to 0. In the chart, I enabled show rollover date and it's showing the 02-08-26 session as the rollover date. I've already deleted and re-downloaded the data twice and it persists. The CME page for CL didn't rollover until last week so is this correct? 2026-02-24 13:52:57.143 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Download is complete for all contract months in chart. Proceeding with data load. 2026-02-24 13:52:57.143 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Reloading chart. 2026-02-24 13:52:57.143 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking for volume based rollover dates. 2026-02-24 13:52:57.159 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Volume based rollover from CLG26-NYMEX to CLH26-NYMEX occurs at 2026-01-14 2026-02-24 13:52:57.167 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Volume based rollover from CLH26-NYMEX to CLJ26-NYMEX occurs at 2026-02-02 2026-02-24 13:52:57.167 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Performing continuous futures contract back adjustment calculations. 2026-02-24 13:52:57.196 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLG26-NYMEX Settlement price on 2026-01-13 is 61.15. 2026-02-24 13:52:57.203 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX Settlement price on 2026-01-13 is 60.93. 2026-02-24 13:52:57.203 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLG26-NYMEX price difference to CLH26-NYMEX is -0.22. 2026-02-24 13:52:57.218 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX Settlement price on 2026-01-30 is 65.21000000000001. 2026-02-24 13:52:57.219 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Error while getting daily settlement price with date 2026-01-30 from file. C:\SierraChart\Data\CLJ26-NYMEX.dly. Error: No Data for read. End of file. 2026-02-24 13:52:57.219 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX price difference to CLJ26-NYMEX is 0. 2026-02-24 13:52:57.219 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Back adjust amount for symbol CLG26-NYMEX is -0.22. 2026-02-24 13:52:57.219 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Back adjust amount for symbol CLH26-NYMEX is 0. 2026-02-24 13:52:57.219 \| Continuous Contract File: C:\SierraChart\Data\CLG26-NYMEX.scid. Start: 00:00:00.000. End: 2026-01-13 17:00:00.000 2026-02-24 13:52:57.220 \| Continuous Contract File: C:\SierraChart\Data\CLH26-NYMEX.scid. Start: 2026-01-13 17:00:00.000. End: 2026-02-01 17:00:00.000 2026-02-24 13:52:57.241 \| Continuous Contract File: C:\SierraChart\Data\CLJ26-NYMEX.scid. Start: 2026-02-01 17:00:00.000. End: 00:00:00.000 2026-02-24 13:52:57.292 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| StartDateTimeForLoadingOrderFills: 00:00:00 2026-02-24 13:52:57.382 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Chart data loading complete. 2026-02-24 13:52:57.383 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Reloading chart. 2026-02-24 13:52:57.383 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| First Year-Month for continuous contract. Year: 2026 Month:2026 2026-02-24 13:52:57.383 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Date rule based rollover from CLG26-NYMEX to next contract occurs at 2026-01-16. 2026-02-24 13:52:57.383 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Date rule based rollover from CLH26-NYMEX to next contract occurs at 2026-02-18. 2026-02-24 13:52:57.383 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Date rule based rollover from CLJ26-NYMEX to next contract occurs at 2026-03-18. 2026-02-24 13:52:57.383 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Intraday data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:52:57.384 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Daily data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:52:57.384 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Intraday data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:52:57.385 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Daily data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:52:57.385 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Skipping Daily data download for symbol CLH26-NYMEX since download was already done in last 8h 2026-02-24 13:52:57.385 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Skipping checking Intraday data file for symbol CLJ26-NYMEX since download was already done during the last 4.0 hours 2026-02-24 13:52:57.385 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Daily data file for symbol CLJ26-NYMEX for the date range from 2026-02-18 to 2026-02-24. 2026-02-24 13:52:57.386 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Skipping Daily data download for symbol CLJ26-NYMEX since download was already done in last 8h 2026-02-24 13:52:57.388 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Price data for daily data file CLH26-NYMEX.dly. Date: 2026-01-16, Price: 59.339999999999996. Date: 2026-02-17, Price: 62.09 2026-02-24 13:52:57.391 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Price data for daily data file CLG26-NYMEX.dly. Date: 2025-12-18, Price: 56. Date: 2026-01-15, Price: 59.190000000000005 2026-02-24 13:52:57.391 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking for volume based rollover dates. 2026-02-24 13:52:57.407 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Volume based rollover from CLG26-NYMEX to CLH26-NYMEX occurs at 2026-01-14 2026-02-24 13:52:57.415 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Volume based rollover from CLH26-NYMEX to CLJ26-NYMEX occurs at 2026-02-02 2026-02-24 13:52:57.415 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Performing continuous futures contract back adjustment calculations. 2026-02-24 13:52:57.444 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLG26-NYMEX Settlement price on 2026-01-13 is 61.15. 2026-02-24 13:52:57.451 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX Settlement price on 2026-01-13 is 60.93. 2026-02-24 13:52:57.451 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLG26-NYMEX price difference to CLH26-NYMEX is -0.22. 2026-02-24 13:52:57.466 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX Settlement price on 2026-01-30 is 65.21000000000001. 2026-02-24 13:52:57.466 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Error while getting daily settlement price with date 2026-01-30 from file. C:\SierraChart\Data\CLJ26-NYMEX.dly. Error: No Data for read. End of file. 2026-02-24 13:52:57.466 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX price difference to CLJ26-NYMEX is 0. 2026-02-24 13:52:57.466 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Back adjust amount for symbol CLG26-NYMEX is -0.22. 2026-02-24 13:52:57.466 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Back adjust amount for symbol CLH26-NYMEX is 0. 2026-02-24 13:52:57.466 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Symbols used for continuous contract chart: 2026-02-24 13:52:57.466 \| CLG26-NYMEX. BeginDateTime=2025-12-17 17:00:00. EndDate=2026-01-14 00:00:00. Expired 2026-02-24 13:52:57.466 \| CLH26-NYMEX. BeginDateTime=2026-01-13 17:00:00. EndDate=2026-02-02 00:00:00. Expired 2026-02-24 13:52:57.466 \| CLJ26-NYMEX. BeginDateTime=2026-02-01 17:00:00. EndDate=00:00:00. Active 2026-02-24 13:52:57.467 \| Continuous Contract File: C:\SierraChart\Data\CLG26-NYMEX.scid. Start: 00:00:00.000. End: 2026-01-13 17:00:00.000 2026-02-24 13:52:57.467 \| Continuous Contract File: C:\SierraChart\Data\CLH26-NYMEX.scid. Start: 2026-01-13 17:00:00.000. End: 2026-02-01 17:00:00.000 2026-02-24 13:52:57.468 \| Continuous Contract File: C:\SierraChart\Data\CLJ26-NYMEX.scid. Start: 2026-02-01 17:00:00.000. End: 00:00:00.000 2026-02-24 13:52:57.519 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| StartDateTimeForLoadingOrderFills: 00:00:00 2026-02-24 13:52:57.520 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Chart data loading complete. 2026-02-24 13:52:57.573 \| Denali Data Feed \| Starting real-time market data updates for: CLJ26-NYMEX (CLJ26). ID: 4 Service code: nymex 2026-02-24 13:52:57.573 \| Denali Data Feed \| Requesting security definition data for: CLJ26-NYMEX (CLJ26). ID: 4 2026-02-24 13:52:57.631 \| Denali Data Feed \| Setting external service identifier for symbol CLJ26-NYMEX to 768197 2026-02-24 13:52:57.631 \| Denali Data Feed \| Received security definition for symbol CLJ26-NYMEX 2026-02-24 13:53:02.066 \| Opened cached Intraday file: C:\SierraChart\Data\CLJ26-NYMEX.scid. Thread ID: 14564 2026-02-24 13:53:17.569 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Reloading chart. 2026-02-24 13:53:17.569 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| First Year-Month for continuous contract. Year: 2026 Month:2026 2026-02-24 13:53:17.569 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Date rule based rollover from CLF26-NYMEX to next contract occurs at 2025-12-18. 2026-02-24 13:53:17.569 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Date rule based rollover from CLG26-NYMEX to next contract occurs at 2026-01-16. 2026-02-24 13:53:17.569 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Date rule based rollover from CLH26-NYMEX to next contract occurs at 2026-02-18. 2026-02-24 13:53:17.569 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Date rule based rollover from CLJ26-NYMEX to next contract occurs at 2026-03-18. 2026-02-24 13:53:17.570 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Intraday data file for symbol CLF26-NYMEX for the date range from 2025-11-18 to 2025-12-18. 2026-02-24 13:53:17.570 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Daily data file for symbol CLF26-NYMEX for the date range from 2025-11-18 to 2025-12-18. 2026-02-24 13:53:17.571 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Intraday data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:53:17.571 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Daily data file for symbol CLG26-NYMEX for the date range from 2025-12-18 to 2026-01-16. 2026-02-24 13:53:17.572 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Intraday data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:53:17.572 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Daily data file for symbol CLH26-NYMEX for the date range from 2026-01-16 to 2026-02-18. 2026-02-24 13:53:17.572 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Skipping Daily data download for symbol CLH26-NYMEX since download was already done in last 8h 2026-02-24 13:53:17.572 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Skipping checking Intraday data file for symbol CLJ26-NYMEX since download was already done during the last 4.0 hours 2026-02-24 13:53:17.573 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking Daily data file for symbol CLJ26-NYMEX for the date range from 2026-02-18 to 2026-02-24. 2026-02-24 13:53:17.573 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Skipping Daily data download for symbol CLJ26-NYMEX since download was already done in last 8h 2026-02-24 13:53:17.575 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Price data for daily data file CLH26-NYMEX.dly. Date: 2026-01-16, Price: 59.339999999999996. Date: 2026-02-17, Price: 62.09 2026-02-24 13:53:17.579 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Price data for daily data file CLG26-NYMEX.dly. Date: 2025-12-18, Price: 56. Date: 2026-01-15, Price: 59.190000000000005 2026-02-24 13:53:17.582 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Price data for daily data file CLF26-NYMEX.dly. Date: 2025-11-18, Price: 60.67. Date: 2025-12-17, Price: 55.94 2026-02-24 13:53:17.582 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Checking for volume based rollover dates. 2026-02-24 13:53:17.598 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Volume based rollover from CLF26-NYMEX to CLG26-NYMEX occurs at 2025-12-16 2026-02-24 13:53:17.613 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Volume based rollover from CLG26-NYMEX to CLH26-NYMEX occurs at 2026-01-14 2026-02-24 13:53:17.621 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Volume based rollover from CLH26-NYMEX to CLJ26-NYMEX occurs at 2026-02-02 2026-02-24 13:53:17.621 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Performing continuous futures contract back adjustment calculations. 2026-02-24 13:53:17.636 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLF26-NYMEX Settlement price on 2025-12-13 is 56.82. 2026-02-24 13:53:17.643 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLG26-NYMEX Settlement price on 2025-12-15 is 56.67. 2026-02-24 13:53:17.644 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLF26-NYMEX price difference to CLG26-NYMEX is -0.15. 2026-02-24 13:53:17.673 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLG26-NYMEX Settlement price on 2026-01-13 is 61.15. 2026-02-24 13:53:17.681 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX Settlement price on 2026-01-13 is 60.93. 2026-02-24 13:53:17.681 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLG26-NYMEX price difference to CLH26-NYMEX is -0.22. 2026-02-24 13:53:17.695 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX Settlement price on 2026-01-30 is 65.21000000000001. 2026-02-24 13:53:17.695 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Error while getting daily settlement price with date 2026-01-30 from file. C:\SierraChart\Data\CLJ26-NYMEX.dly. Error: No Data for read. End of file. 2026-02-24 13:53:17.695 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLH26-NYMEX price difference to CLJ26-NYMEX is 0. 2026-02-24 13:53:17.695 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Back adjust amount for symbol CLF26-NYMEX is -0.37. 2026-02-24 13:53:17.695 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Back adjust amount for symbol CLG26-NYMEX is -0.22. 2026-02-24 13:53:17.695 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Back adjust amount for symbol CLH26-NYMEX is 0. 2026-02-24 13:53:17.695 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Symbols used for continuous contract chart: 2026-02-24 13:53:17.695 \| CLF26-NYMEX. BeginDateTime=2025-11-17 17:00:00. EndDate=2025-12-16 00:00:00. Expired 2026-02-24 13:53:17.695 \| CLG26-NYMEX. BeginDateTime=2025-12-15 17:00:00. EndDate=2026-01-14 00:00:00. Expired 2026-02-24 13:53:17.695 \| CLH26-NYMEX. BeginDateTime=2026-01-13 17:00:00. EndDate=2026-02-02 00:00:00. Expired 2026-02-24 13:53:17.695 \| CLJ26-NYMEX. BeginDateTime=2026-02-01 17:00:00. EndDate=00:00:00. Active 2026-02-24 13:53:17.696 \| Continuous Contract File: C:\SierraChart\Data\CLF26-NYMEX.scid. Start: 00:00:00.000. End: 2025-12-15 17:00:00.000 2026-02-24 13:53:17.696 \| Continuous Contract File: C:\SierraChart\Data\CLG26-NYMEX.scid. Start: 2025-12-15 17:00:00.000. End: 2026-01-13 17:00:00.000 2026-02-24 13:53:17.846 \| Continuous Contract File: C:\SierraChart\Data\CLH26-NYMEX.scid. Start: 2026-01-13 17:00:00.000. End: 2026-02-01 17:00:00.000 2026-02-24 13:53:18.171 \| Continuous Contract File: C:\SierraChart\Data\CLJ26-NYMEX.scid. Start: 2026-02-01 17:00:00.000. End: 00:00:00.000 2026-02-24 13:53:18.221 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| StartDateTimeForLoadingOrderFills: 00:00:00 2026-02-24 13:53:18.223 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| Chart data loading complete.


CL Roll.png / V - Attached On 2026-02-24 19:58:07 UTC - Size: 62.82 KB - 34 views

[2026-02-25 21:43:59] #2 [Go To First Post]
Sierra_Chart Engineering - Posts: 23486
The rollover dates we are seeing, are wrong in this log. We want you to use a standard Historical Daily chart (File >> Find Symbol >>Open Historical Chart). And then re-download the data for all contract months: Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data If there still is a problem, disable custom symbol settings: Global Symbol Settings: Disabling Custom Symbol Settings Once the problem is resolved on a Historical Daily chart, then reloading (Chart >> Reload and Recalculate) the Intraday chart should then be correct. This is what we see: https://www.sierrachart.com/image.php?Image=1772055774378.png 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: 2026-02-25 22:13:35

[2026-02-25 21:53:34] #3 [Go To First Post]
User438120 - Posts: 17
I exceeded my max historical data download limit for the month so I'll check once it resets. I think that's what caused the issue - it didn't download the current contract month's historical data because I was above the limit, and when I tried opening the historical chart it had no data. Thanks for your prompt response.

[2026-02-25 22:33:26] #4 [Go To First Post]
User438120 - Posts: 17
I downloaded the missing historical data and everything is correct now, thanks again.

[2026-02-26 02:21:15] #5 [Go To First Post]
User438120 - Posts: 17
I have a separate rollover related issue - I've deleted and redownloaded both the intraday and historical data (after purchasing additional historical data so not limited anymore): the historical daily volume does properly rollover on 2020-05-05, but message log says the June contract settlement price on 2020-05-02 is used while actually using the correct settlement price from 2020-05-04 (there was no session on 2020-05-02), and the intraday chart seems to be missing data for the 2020-05-05 through 2020-05-08 sessions. Both the June and July historical charts have all 5 sessions from 2020-05-04 - 2020-05-08, just the intraday chart is missing the Tuesday-Friday sessions. Is there anything I can do to fix the gap? FYI my intraday chart session times are 17:00-16:59 reverse sessions so the 2020-05-03 date label you see in the attached image is for the 2020-05-04 session. 2026-02-25 17:13:01.097 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLM20-NYMEX Settlement price on 2020-05-02 is 20.39. 2026-02-25 17:13:01.102 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLN20-NYMEX Settlement price on 2020-05-04 is 22.779999999999998. 2026-02-25 17:13:01.102 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLM20-NYMEX price difference to CLN20-NYMEX is 2.39. 2026-02-25 17:13:01.117 \| Continuous Contract File: C:\SierraChart\Data\CLF12-NYMEX.scid. Start: 2011-11-16 17:00:00.000. End: 2011-12-18 17:00:00.000 2026-02-25 17:13:01.123 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLN20-NYMEX Settlement price on 2020-06-16 is 38.379999999999995. 2026-02-25 17:13:01.128 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLQ20-NYMEX Settlement price on 2020-06-16 is 38.65. 2026-02-25 17:13:01.128 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLN20-NYMEX price difference to CLQ20-NYMEX is 0.27. 2026-02-25 17:13:01.149 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLQ20-NYMEX Settlement price on 2020-07-15 is 41.2. 2026-02-25 17:13:01.154 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLU20-NYMEX Settlement price on 2020-07-15 is 41.4. 2026-02-25 17:13:01.154 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLQ20-NYMEX price difference to CLU20-NYMEX is 0.2. 2026-02-25 17:13:01.164 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLU20-NYMEX Settlement price on 2020-08-15 is 42.89. 2026-02-25 17:13:01.170 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLV20-NYMEX Settlement price on 2020-08-17 is 43.17. 2026-02-25 17:13:01.170 \| #1 CLJ26-NYMEX [CBV][M] 1 Day \| CLU20-NYMEX price difference to CLV20-NYMEX is 0.28.


CLM20 to CLN20 Intraday.png / V - Attached On 2026-02-26 02:20:59 UTC - Size: 22.07 KB - 26 views CLM20 Historical.png / V - Attached On 2026-02-26 02:21:03 UTC - Size: 23.98 KB - 21 views CLN20 Historical.png / V - Attached On 2026-02-26 02:21:08 UTC - Size: 22 KB - 23 views

[2026-02-26 14:44:07] #6 [Go To First Post]
John - SC Support - Posts: 45586
Follow the instructions at the following link to fix missing data: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-02-26 18:19:55] #7 [Go To First Post]
User438120 - Posts: 17
I followed all instructions and deleted/re-downloaded the data, there's still a gap. I opened the CLN20 contract by itself, with the Continuous Contract set Chart Settings option set to None, and it doesn't have any data before the 2020-05-10 17:00 CST reverse session start time. The CLM20 contract has data all the way through 2020-05-19. The message log says the CLN20 contract start date is 2020-05-04 but for some reason doesn't load the dates pre 2020-05-10. Am I missing something? 2026-02-26 12:13:34.562 \| Continuous Contract File: C:\SierraChart\Data\CLK20-NYMEX.scid. Start: 2020-03-17 17:00:00.000. End: 2020-04-15 17:00:00.000 2026-02-26 12:13:35.100 \| Continuous Contract File: C:\SierraChart\Data\CLM20-NYMEX.scid. Start: 2020-04-15 17:00:00.000. End: 2020-05-04 17:00:00.000 2026-02-26 12:13:35.101 \| Continuous Contract File: C:\SierraChart\Data\CLN20-NYMEX.scid. Start: 2020-05-04 17:00:00.000. End: 2020-06-16 17:00:00.000 2026-02-26 12:13:35.101 \| Continuous Contract File: C:\SierraChart\Data\CLQ20-NYMEX.scid. Start: 2020-06-16 17:00:00.000. End: 2020-07-15 17:00:00.000 2026-02-26 12:13:35.101 \| Continuous Contract File: C:\SierraChart\Data\CLU20-NYMEX.scid. Start: 2020-07-15 17:00:00.000. End: 2020-08-17 17:00:00.000 2026-02-26 12:13:35.101 \| Continuous Contract File: C:\SierraChart\Data\CLV20-NYMEX.scid. Start: 2020-08-17 17:00:00.000. End: 2020-09-17 17:00:00.000

[2026-02-26 20:00:16] #8 [Go To First Post]
John - SC Support - Posts: 45586
For the chart that is shown in the image named "CLM20 to CLN20 Intraday.png", on the "Chart >> Chart Settings >> Bar Period" what the following items set to: - Chart Data Type - Bar Period Type - Bar Period Value For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-02-26 20:28:16] #9 [Go To First Post]
User438120 - Posts: 17
- Intraday Chart - Days-Mins-Secs_Milliseconds Per Bar - 1-0-0

[2026-02-27 15:22:03] #10 [Go To First Post]
John - SC Support - Posts: 45586
There is data available for those missing days in your chart. You need to open a chart for CLM20 and go back to before where the missing data is then follow the instructions at the following link to redownload the data from that point forward: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing

[2026-02-27 16:55:58] #11 [Go To First Post]
User438120 - Posts: 17
I tried the right-click pointer method and it wasn't working, but then manually deleted the CLN20 .scid file and downloaded the data and it's all there. Thanks for your prompt assistance

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