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Date/Time: Fri, 19 Apr 2024 15:56:27 +0000



Problem with continuous futures contract Eurex + Rithmic

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[2018-12-27 21:10:37]
User722856 - Posts: 78
Hello,

I would like to display continuous futures contract.
Rithmic feed, Eurex Symbols are getting following errors (for Example):

FDXM0319-EUREX [CB] Yearly #1 | Error while getting daily open price with date 2002-12-23 from file. C:\SierraChart\Data\TMZ02.dly. Error: No Data for read. End of file. | 2018-12-27 21:06:50
FBTP0319-EUREX [CB] Yearly #1 | Error while getting daily open price with date 2008-03-07 from file. C:\SierraChart\Data\IIH08.dly. Error: No Data for read. End of file. | 2018-12-27 21:07:58
FXXP0319-EUREX [CB] Quarterly #3 | Error while getting daily open price with date 2016-03-21 from file. C:\SierraChart\Data\FYH16.dly. Error: No Data for read. End of file. | 2018-12-27 22:19:51


CME CBOT,... working fine.


Thanks
Date Time Of Last Edit: 2018-12-27 21:21:49
[2018-12-27 22:42:33]
Sierra Chart Engineering - Posts: 104368
In the case of the first two errors, refer to:
Continuous Futures Contract Charts: Preventing Error Messages by Reducing Days to Load in Chart

There is not data available that far back in time.

For the third one, you will need to re-download data for that contract month and any other missing months:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data
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: 2018-12-27 22:51:26
[2018-12-29 09:25:09]
User722856 - Posts: 78
Thanks,

FXXP0319-EUREX working fine now.

Could you also check the ERRORs bellow(Symbols should have enough historical data available ).
Not all erros where posted...

Setting that i want is: "Continuous Futures Contract- Date Rule Rollover. Back Adjusted"

a)
FGBL0319-EUREX [CB] Quarterly #3 | File GGH01.dly has a volume of 0 at 2000-12-07. | 2018-12-29 10:14:22
FGBL0319-EUREX [CB] Quarterly #3 | Error while getting daily open price with date 1998-03-09 from file. C:\SierraChart\Data\GGM98.dly. Error: Windows error code 2: The system cannot find the file specified. | 2018-12-29 10:18:49
FGBL0319-EUREX [CB] Yearly #1 | Error while getting daily open price with date 1998-03-09 from file. C:\SierraChart\Data\GGM98.dly. Error: Windows error code 2: The system cannot find the file specified. | 2018-12-29 10:18:46

b)
FESX0319-EUREX [CB] Quarterly #3 | Error while getting daily open price with date 2000-03-20 from file. C:\SierraChart\Data\FXH00.dly. Error: No Data for read. End of file. | 2018-12-29 10:21:58
FESX0319-EUREX [CB] Quarterly #3 | Error while getting daily open price with date 2008-03-24 from file. C:\SierraChart\Data\FXH08.dly. Error: No Data for read. End of file. | 2018-12-29 10:21:58
FESX0319-EUREX [CB] Quarterly #3 | File FXZ99.dly has a volume of 0 at 1999-09-17. | 2018-12-29 10:21:57


c)
FGBM0319-EUREX [CB] Yearly #1 | File HRZ98.dly has a volume of 0 at 1998-12-07. | 2018-12-29 10:22:55
FGBM0319-EUREX [CB] Quarterly #3 | File HRU00.dly has a volume of 0 at 2000-09-06. | 2018-12-29 10:22:57
FGBM0319-EUREX [CB] Yearly #1 | Error while getting daily open price with date 1998-06-11 from file. C:\SierraChart\Data\HRM98.dly. Error: Windows error code 2: The system cannot find the file specified. | 2018-12-29 10:23:12
FGBM0319-EUREX [CB] Quarterly #3 | File HRH01.dly has a volume of 0 at 2000-12-07. | 2018-12-29 10:23:16


d)
FDAX0319-EUREX [CB] Quarterly #3 | Error while getting daily open price with date 1998-03-23 from file. C:\SierraChart\Data\DYH98.dly. Error: No Data for read. End of file. | 2018-12-30 21:23:49
FDAX0319-EUREX [CB] Quarterly #3 | Error while getting daily open price with date 2000-09-18 from file. C:\SierraChart\Data\DYU00.dly. Error: No Data for read. End of file. | 2018-12-30 21:23:50
FDAX0319-EUREX [CB] Quarterly #3 | Error while getting daily open price with date 2008-03-24 from file. C:\SierraChart\Data\DYH08.dly. Error: No Data for read. End of file. | 2018-12-30 21:23:50
FDAX0319-EUREX [CB] Quarterly #3 | File DYM01.dly has a volume of 0 at 2001-06-14. | 2018-12-30 21:23:49
Date Time Of Last Edit: 2018-12-30 20:29:19
[2018-12-31 18:46:09]
Sierra Chart Engineering - Posts: 104368
We checked and we do see data for most of these Futures contract month and years.

For some reason and possibly due to a daily download limit encountered, the historical data downloading for these symbols is failing.

Re-download the data again for just those specific contracts in order to limit the data downloaded following these instructions:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data

Also refer to:
Continuous Futures Contract Charts: Preventing Error Messages by Reducing Days to Load in Chart
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: 2018-12-31 18:46:50

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