Support Board
Date/Time: Sun, 01 Nov 2026 12:12:19 +0000
[Locked] - ZNU12-CBOT historical SCID timestamps reverse after a fresh SC Data download
View Count: 289
| [2026-09-16 15:06:41] |
| Thiag094 - Posts: 1 |
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Please investigate an out-of-order timestamp in the historical intraday data for the individual contract ZNU12-CBOT. Environment: Sierra Chart 2933, service SC Data, Intraday Data Storage Time Unit = 1 Minute, maximum historical non-tick days = 730. On September 16, 2026, with Sierra disconnected and this chart closed, I preserved the existing SCID under another filename. I then opened ZNU12-CBOT and connected to download a new file. The original active file was absent before this request. No continuous-contract adjustment, import, sorting or editing was applied. The Message Log identified request 71, server ds28.sierracharts.com, a 60-second interval, and 90,654 records received and written. Completion was at 12:22:08 UTC. The resulting file has 3,626,216 bytes and is byte-for-byte identical to the preserved original. Reading the raw SCID records in file order gives this adjacent pair (zero-based record indices, decoded timestamps in UTC): 39448: 2012-07-08 19:02:00; O/H/L/C 134.296875; NumTrades 1; TotalVolume 9; BidVolume 0; AskVolume 9 39449: 2012-07-08 19:01:56; O/H/L/C 134.296875; NumTrades 1; TotalVolume 9; BidVolume 0; AskVolume 9 The timestamp goes backwards four seconds, across a minute boundary. The other 32 bytes of these two records match. The full file SHA-256 is A4486F49249A38FAC790BBBF8B2C1F99D504BA0B2ACC25151D8BFD715D11419D. Is this an error in the historical data, or expected behavior of this older data format/storage process? If it is an error, could you correct the source or provide the supported correction procedure? We have preserved both copies unchanged. The same file-order check also flags ZNM11-CBOT, ZNU11-CBOT, ZNZ11-CBOT, ZNH12-CBOT and ZNM12-CBOT, but only ZNU12-CBOT has undergone this controlled fresh-download comparison. I understand from the Intraday Data File Format documentation that timestamps are UTC and a one-minute record can start at its first trade, rather than at second zero. The reported issue is the reversal across a minute boundary, not the presence of nonzero seconds. Thank you. |
| [2026-09-17 04:22:43] |
| Sierra_Chart Engineering - Posts: 25339 |
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We are not going to make any corrections. This is just how it is. We would have to believe that this is simply from the exchange time stamping. No changes are going to be made. What you are asking for is an extensive amount of work which we cannot allocate any time to. And this is not considered a significant error, if it even is, and it is believed to be from the exchange. This case is closed. We will not be responding further. Actually it just occurred to us that you are looking at data, that is more than 14 to 15 years old. We are not spending any time on this at all, as we made clear already. The source of that data, was not from Sierra Chart at the time. It was from another data provider. There is no chance we are going to be doing anything with the data. Our only incentive here is to simply to delete the data and not even offer it. It is requests like this which are just a waste of our time. Our only incentive is simply to delete the data. And you can see, the poor quality data from other providers. We do not want to be critical of the post and the time you have taken and say that you are wasting our time, but the point is it is a waste of our time to get involved in this. This is 15-year-old data. It was data being maintained from another source, the error is minor, and the work to correct this, is extensive if we can even do that. What would we even do anyway. Please do not answer the last question. 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: 2026-09-17 05:05:41
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