Support Board
Date/Time: Thu, 29 Oct 2026 16:58:46 +0000
Gaps in data for 6L continuous futures contract
View Count: 356
| [2026-09-11 13:55:20] |
| User694867 - Posts: 9 |
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Hello, I hope you are well. Hopefully the image is attached. This is not exhaustive but more to demonstrate the potential issue, if in fact there is an issue. From the attachment starting in Feb'26 the last bar is 27/2/26 and next bar is 13/3/26 - hence there is a gap. March to April, April to May all okay. Then the end of May 29/5/26 next bar is 12/6/26 - hence there is a gap. June into July okay. Then the end of July the last bar is 31/7/26 the next bar is 14/8/26. Is this correct, as looking at all the other 6's, 6A, 6B,....,6S, they all seem to be okay. Thank you. https://www.sierrachart.com/image.php?Image=1789134583145.png |
| [2026-09-11 14:52:13] |
| John - SC Support - Posts: 48366 |
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We are not seeing those gaps. Attached is an image of what we see for the historical daily data. We also looked at the Intraday data for this, just to be certain, and that does not show any gaps either. Please follow these instructions to redownload the data for the chart. Please select all the contracts to redownload them all to ensure you have all the data. Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-11 15:59:39] |
| User694867 - Posts: 9 |
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Hi John, Thanks for the reply, unfortunately the suggested remedy has not worked. I am not sure if it makes a difference, though the version was updated to the most recent one several days ago. That said 6L was not in use at that time, so from my end I cannot confirm if that has caused an issue. Please note I have also attached a TPO chart and also a 60m chart to show the results, there is also no change on the daily (historical) chart. Please note I have only included the July-Aug gap in the TPO and 60m charts to zoom in on the potential issue, noting the other dates as mentioned in the original message are as before, also noting this seems to stretch back several years after looking at the historical chart. Please advise - thank you. https://www.sierrachart.com/image.php?Image=1789141830510.png https://www.sierrachart.com/image.php?Image=1789142032589.png https://www.sierrachart.com/image.php?Image=1789142247352.png |
| [2026-09-11 19:49:29] |
| John - SC Support - Posts: 48366 |
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We have checked the data on two of our data servers for both the Daily and Intraday data, and none of the data that you do not have is missing. So deleting all the data and redownloading it should have solved this. Is this, by any chance, in a sub-instance? If so, do you have the same missing data in the main instance? If you are missing the data in the main instance, then you first need to redownload the data in the main instance, and then you can redownload the data in the sub-instance. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-11 20:46:38] |
| User694867 - Posts: 9 |
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Hi John, Thanks again, there is no sub instance running. It is strange as everything else working fine. There is something in the message log, this is the output is when trying to delete and download - if that is any use? Thank you. 2026-09-11 16:40:03.043 | No download requests in the queue to start downloads for. 2026-09-11 16:40:03.147 | Socket (10) | Socket gracefully closed by remote side. 2026-09-11 16:40:03.147 | Socket (10) | Closed. 2026-09-11 16:40:03.361 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Download is complete for all contract months in chart. Proceeding with data load. 2026-09-11 16:40:03.363 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Reloading chart. 2026-09-11 16:40:03.999 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-06-17 from file. C:\SierraChart\Data\6LM25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:03.999 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LN25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.180 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-09-16 from file. C:\SierraChart\Data\6LU25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.180 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LV25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.325 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-11-18 from file. C:\SierraChart\Data\6LX25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.325 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LZ25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.414 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-12-16 from file. C:\SierraChart\Data\6LZ25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.414 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LF26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.499 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-01-20 from file. C:\SierraChart\Data\6LF26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.499 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LG26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.586 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-02-17 from file. C:\SierraChart\Data\6LG26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.586 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LH26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.668 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-03-17 from file. C:\SierraChart\Data\6LH26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.668 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LJ26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.847 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-06-16 from file. C:\SierraChart\Data\6LM26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.847 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LN26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.972 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-08-18 from file. C:\SierraChart\Data\6LQ26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:04.972 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LU26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:05.023 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Reloading chart. 2026-09-11 16:40:05.078 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LU26_FUT_CME.dly has a volume of 0 at 2026-09-10. 2026-09-11 16:40:05.093 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LN26_FUT_CME.dly has a volume of 0 at 2026-07-09. 2026-09-11 16:40:05.107 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LK26_FUT_CME.dly has a volume of 0 at 2026-05-14. 2026-09-11 16:40:05.114 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LJ26_FUT_CME.dly has a volume of 0 at 2026-04-09. 2026-09-11 16:40:05.133 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LF26_FUT_CME.dly has a volume of 0 at 2026-01-15. 2026-09-11 16:40:05.153 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LV25_FUT_CME.dly has a volume of 0 at 2025-10-09. 2026-09-11 16:40:05.168 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LQ25_FUT_CME.dly has a volume of 0 at 2025-08-14. 2026-09-11 16:40:05.174 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LN25_FUT_CME.dly has a volume of 0 at 2025-07-10. 2026-09-11 16:40:05.187 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LK25_FUT_CME.dly has a volume of 0 at 2025-05-15. 2026-09-11 16:40:05.195 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | File 6LJ25_FUT_CME.dly has a volume of 0 at 2025-04-10. 2026-09-11 16:40:05.921 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-06-17 from file. C:\SierraChart\Data\6LM25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:05.921 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LN25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.109 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-09-16 from file. C:\SierraChart\Data\6LU25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.109 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LV25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.263 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-11-18 from file. C:\SierraChart\Data\6LX25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.263 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LZ25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.353 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2025-12-16 from file. C:\SierraChart\Data\6LZ25_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.353 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LF26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.446 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-01-20 from file. C:\SierraChart\Data\6LF26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.446 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LG26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.530 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-02-17 from file. C:\SierraChart\Data\6LG26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.530 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LH26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.613 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-03-17 from file. C:\SierraChart\Data\6LH26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.613 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LJ26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.872 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-06-16 from file. C:\SierraChart\Data\6LM26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:06.872 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LN26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:07.045 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 2026-08-18 from file. C:\SierraChart\Data\6LQ26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:07.045 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Error while getting daily settlement price with date 0 from file. C:\SierraChart\Data\6LU26_FUT_CME.dly. Error: No Data for read. End of file. 2026-09-11 16:40:07.092 | 6LV26_FUT_CME [CBV][M] 60 Min #6 | Chart data loading complete. |
| [2026-09-11 22:17:13] |
| John - SC Support - Posts: 48366 |
|
Those errors mean that the Daily Historical files were not found, or the necessary data was not in them. This would not cause an issue with missing data - it would just create an issue for the back-adjustment for those contracts. To correct this, normally you would select "Edit >> Delete All Data and Download" again for that chart, but this time you would select the option at the bottom for "Download for Daily Data Files Only". Then select OK. But, given the issues you are having with this symbol, we want you to do the following for us: - Exit from Sierra Chart - Using the Operating System (Windows Explorer) navigate to your Sierra Chart installation folder (typically C:\SierraChart, but could be anything based on where you installed Sierra Chart). - Go down into the 'Data' folder under that main installation folder - Within that 'Data' folder find the files that have names that would be "6L?##_FUT_CME", where ? is the one character monthly contract letter and ## is the 2 digit year - so files like "6LV26_FUT_CME", and "6LM25_FUT_CME". - Delete all these files, both Daily and Intraday (.dly and .scid file extensions). - Restart Sierra Chart and open the charts you have for 6L. The data will have to redownload so it may take some time. Hopefully everything will be correct after you do this. You can do this at any time, the market does not need to be open, so you can do it over the weekend. The historical data from us will be available over the weekend. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-12 14:42:33] |
| User694867 - Posts: 9 |
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Hi John, Thank you again, unfortunately that has not worked. I am going to leave 6L alone for the moment, though again thank you for your help. |
| [2026-09-14 15:05:07] |
| John - SC Support - Posts: 48366 |
|
Are you having the missing data in the same places after the last time you downloaded it?
For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2026-09-14 15:24:26] |
| User694867 - Posts: 9 |
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Hi John, Hopefully you had a good weekend. Yes the gaps in the data are always the same. Thanks again for your help. |
| [2026-09-14 22:07:59] |
| Sierra_Chart Engineering - Posts: 25307 |
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We have not reviewed all of this thread but what we would like to know, is what are the active months for this particular futures contract. Currently there are 12 months but not all of those are likely active. What are the active ones?
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 |
| [2026-09-14 22:34:44] |
| User694867 - Posts: 9 |
|
Hi SCE, The current futures month for 6L which would be V or 6LV26 (expiration Oct'26). Though X or 6LX26 also has volume (expiration Nov'26). I assuming as the ones before have expired it would be V and X as they both have volume. May'26 = 6LK26 (expired) June'26 = 6LM26 (expired) July'26 = 6LN26 (expired) Aug'26 = 6LQ26 (expired) Sep'26 = 6LU26 (expired) Dec'26 = 6LZ26 - please note no data shown. Jan'27 = 6LF27 - please note no data shown. Feb'27 = 6LG27 - please note no data shown. Mar'27 = 6LH27 - please note no data shown. Apr'27 = 6LJ27 - please note no data shown. Thank you. Date Time Of Last Edit: 2026-09-14 22:35:11
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