Support Board
Date/Time: Mon, 08 Jun 2026 07:52:36 +0000
Feature Req: Bulk snapshot query for all watchlist symbols in single Denali server request
View Count: 183
| [2026-05-30 23:00:10] |
| TonyCipriani - Posts: 108 |
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Hi, I'd like to request a bulk market data snapshot feature. Currently, to scan across thousands of symbols, I have to either open individual charts or run sequential intraday downloads; both of which are too slow for real-time scanning of large watchlists. Could Denali support a single request that returns the current snapshot (last, open, high, low, close, volume, previous close) for all symbols in an Associated Watch List? This would enable real-time scanning across the full US stock universe without requiring individual chart instances or sequential downloads. I believe the data is already on your servers, but just needs a bulk retrieval path. Thanks a lot |
| [2026-06-01 15:55:11] |
| John - SC Support - Posts: 46532 |
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Refer to the following (which is the only solution we have for what you are asking): Global Settings Menu: Intraday File Update List (Global Settings menu) For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-01 16:32:58] |
| TonyCipriani - Posts: 108 |
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Thanks a lot. Do you know how long it would take to complete the intraday download of say 8,000 stocks once it's already all downloaded following the first time?
Date Time Of Last Edit: 2026-06-01 16:43:17
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| [2026-06-01 19:01:26] |
| John - SC Support - Posts: 46532 |
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Impossible for us to say, as there are too many variables. You would have to try and see.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-01 23:21:05] |
| TonyCipriani - Posts: 108 |
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Okay. Can that download command be automated on a timer, or do I have to manually click it every time? Could it be done through setting up Associated Watchlist of all the stocks, then doing Chart > Enable Continuous Scanning to activate the continuous download of intraday data say every minute? Thanks Date Time Of Last Edit: 2026-06-02 01:07:46
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| [2026-06-02 14:24:31] |
| John - SC Support - Posts: 46532 |
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The Intraday File Upadate List gets the data for all symbols entered as if a chart were opened for those symbols, without actually having a chart open. You do not need to do anything once you have the symbols entered.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-02 16:13:51] |
| TonyCipriani - Posts: 108 |
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Thanks John. Thing is, I have 500 symbols in the Intraday File Update List. When I connect to the data feed, the .scid files update during the initial catch-up. But after that, the file timestamps in the Data folder stop changing; the .scid files are not being continuously updated while I remain connected. I need those files to stay current as I'm trying to do some python work in reading the files.
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| [2026-06-03 21:34:51] |
| Sierra_Chart Engineering - Posts: 23960 |
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There should not be any problem with this. We tested the Intraday File Update List. Check the Message Log for messages like this: 2026-06-03 17:33:53.571 | Denali Data Feed | Restarting real-time data updates for symbol: AAPL -> AAPL
2026-06-03 17:33:53.571 | Denali Data Feed | Restarting real-time data updates for symbol: BAC -> BAC The files will be continuously updated as long as there is trading. 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: 2026-06-03 21:36:04
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| [2026-06-04 14:19:42] |
| TonyCipriani - Posts: 108 |
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Thanks for testing. To clarify the issue; I'm not saying real-time data isn't streaming. It definitely is because if I open a new chart for any symbol hours after connecting, it loads instantly up to the current time. The problem is that the .scid files on disk are not being written to continuously. I verified this by watching the file modification timestamps in the Data folder. After the initial catch-up download on connect, the timestamps stop changing; even while the market is actively trading and the charts are updating in real-time. I saw the same behavior with .dly files; premarket daily bars update on the chart, but the .dly files on disk don't reflect the changes until later. I have an external Python program that needs to read .scid files periodically during the trading day. Right now it's reading stale data because the files aren't being flushed to disk in real-time. Is there a setting that controls how frequently Sierra Chart writes streaming data to .scid files on disk? Or is there another recommended way for an external program to access the continuously updated intraday data? Thanks |
| [2026-06-04 16:00:45] |
| John - SC Support - Posts: 46532 |
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I saw the same behavior with .dly files; premarket daily bars update on the chart, but the .dly files on disk don't reflect the changes until later.
Daily files are very different - these do not update until the end of the trading day. These do not update otherwise. Is there a setting that controls how frequently Sierra Chart writes streaming data to .scid files on disk?
Yes - refer to the following: Advanced Service Settings: Intraday File Flush Time in Milliseconds (Global Settings >> Advanced Service Settings >> Other) You can not get access to the real-time data in real-time. It is not allowed by the exchanges, so there is always going to be some delay. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-06-04 16:36:06] |
| TonyCipriani - Posts: 108 |
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The default flush is already 10000ms, and data is definitely streaming continuously (loading a new chart hours later shows data up to the present). But the .scid files for symbols on the Intraday File Update List that don't have an open chart are not being flushed to disk. It seems the flush only applies to symbols with an active chart window.
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