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Direct MessagesDate/Time: Fri, 03 May 2024 03:46:58 +0000
Some Historical Expired Futures Contracts not Charting
View Count: 842
| [2016-07-09 00:42:52] |
| User32628 - Posts: 15 |
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I use DTN.IQ as my data feed. For some historical expired futures contracts for Feeder Cattle (GF), Sierra Chart does not download any data and therefore the chart appears blank. I am able to get these exact same symbols to work in other software using the same DTN.IQ feed. Examples of this are any intraday Feeder Cattle contract from April 2015 and further back for both legs and spreads. So, for example, I am able to download and chart @GFK15-@GFQ15 (May '15 - Aug '15 Feeder Cattle) but anything prior such as @GFJ15-@GFK15, @GFH15-@GFJ15 etc. does not work
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| [2016-07-10 01:23:46] |
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Check with IQ Feed about this. Their server is returning an error: HD Request # 4 | Downloading Intraday chart data for @GFH15 to the file @GFH15.scid. Service: dtn | 2016-07-09 21:23:01
HD Request # 4 | Performing multistage download. Downloading Minute data first. | 2016-07-09 21:23:01 HD Request # 4 | Download start Date-Time: 2016-05-10 21:23:00.000 | 2016-07-09 21:23:01 HD Request # 4 | Disabling Intraday chart updating for symbol during historical data download. | 2016-07-09 21:23:01 HD Request # 4 | Requesting Minute data beginning at 2016-05-10 21:23:00 US Eastern Time. | 2016-07-09 21:23:01 HD Request # 4 | IQ Feed historical Intraday data request error: E,!NO_DATA!,, | 2016-07-09 21:23:01 HD Request # 4 | Error downloading historical Intraday data for @GFH15. The server returned an error. | 2016-07-09 21:23:01 HD Request # 4 | Received 0 records from 00:00:00 to 00:00:00 (0.0 seconds) and wrote 0 records for @GFH15 | 2016-07-09 21:23:01 HD Request # 4 | Intraday download COMPLETE for @GFH15. Completion time: 1s. Unique request ID: 3 | 2016-07-09 21:23:01 It does not make any sense at all why this would be a problem on the Sierra Chart side. This is clearly something IQ Feed needs to resolve. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-07-10 01:24:51
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| [2016-07-11 18:42:03] |
| User32628 - Posts: 15 |
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I forwarded a screenshot of this support thread to IQFeed customer support and after significant time spent speaking to and working with IQFeed customer support, they tested @GFH15 on Sierra Chart and several other 3rd party platforms. There are many other contracts that do not work but we focused on this symbol to simplify and attempt to isolate the issue. They found that the data on their end both exists for this symbol (intraday data from 3/28/14 to 3/26/15) and they claim it does not have any type of error and there is no reason on their end that it should not work properly. They also verified the data works for @GFH15 with at least 3 other 3rd party platforms. I have the direct contact information (both email and phone) for the tech support person from DTN.IQ that I worked with and he expressed a willingness to discuss this issue directly with Sierra Chart, if it would be helpful.
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| [2016-07-11 20:05:02] |
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There still is little doubt to us this is a problem on the IQ Feed side. Would seem quite hard to believe otherwise. However, the first step is for us to add additional logging and then we will contact them through their forum about this and see what the issue is. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-07-12 04:28:31] |
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IQ Feed has been contacted about this here: http://forums.dtn.com/index.cfm?page=topic&topicID=4229 We still see nothing wrong on our side. The reason they may not be aware the problem is on their side, is there are differences with the request between programs. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-07-12 04:35:09] |
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Actually the issue is on our side. The starting date is not far enough back. We had not caught on to that. There is a way that Sierra Chart automatically manages this but the problem is that there are no Symbol Settings set up for this symbol and the spreads. Because Sierra Chart automatically manages the starting date appropriately for futures, and we almost never have a problem with this, we did not catch on to this. Also our own data feed uses a more reliable method to determine the starting date to avoid this kind of problem to begin with. We will set up Symbol Settings now. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-07-12 04:49:48] |
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For now increase the Global Settings >> Data/Trade Service Settings >> Maximum Historical Intraday Days To Download settings. There are two settings. Increase both of them. Actually this will probably have to be done for the spread contracts anyway. 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2016-07-12 04:50:37
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| [2016-07-12 04:54:29] |
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Follow the instructions here to update the Symbol Settings: https://www.sierrachart.com/index.php?page=doc/doc_GlobalSymbolSettings.php#UpdateSettingsSteps 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, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2016-07-12 17:23:15] |
| User32628 - Posts: 15 |
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Outstanding!...the new Global symbol settings allowed the legs to work back to some time in 2010, while increasing the max days to download worked for the spreads. Both now very likely match what is available on the IQ Feed server.
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