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Date/Time: Wed, 17 Oct 2018 04:35:56 +0000



Switching charts from single to continuous contracts

Support Request:
[2013-04-12 17:01:34]
User99606 - Posts: 9
I often have multiple open charts for a futures symbol, some charts showing a single contract and other showing a continuous contract. I switch back and forth between the two because the contract changeover can sometimes (but not always) negatively affect the accuracy of the drawings and studies I use.

Even though I have open fully updated continuous contract charts and fully populated .scid files on my hard drive, when I switch another existing chart from a non-continuous to continuous there is usually a long delay while Sierra Chart again downloads data from my provider that it already has stored. It appears that the newly downloaded data is used to overwrite the existing fully populated files with the same information.

For instance once historical intraday data for a YMH13 contract is downloaded, it shouldn't have to be redownloaded because a chart is changed from YMM13 to a continuous contract of YMM13.

Can the existing locally stored data that has already been downloaded be used to populate a chart when switching from a single to a continuous contract?


Date Time Of Last Edit: 2013-04-12 17:58:57
[2013-04-13 02:32:42]
Sierra Chart Engineering - Posts: 64889
Sierra Chart again downloads data from my provider that it already has stored

This is not true. The data is only being loaded from the local data file. You can easily verify this yourself just by looking at the Sierra Chart Message Log. All data downloads are shown the log. You will not see all of the data being re-downloaded. That does not happen.

Please refer to help topic 30 here:
http://www.sierrachart.com/index.php?l=doc/helpdetails30.html#h30.12
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2013-04-13 19:23:15]
User99606 - Posts: 9
I am accurately describing delays that often occur after clicking the "Continuous Futures Contract" check box. The Sierra Chart logs do show data requests for expired contracts even though fully updated continuous contract charts for the same contract are open in the same chartbook. I haven't made note of exactly what time this has occurred so I'll have to wait until it happens again to provide a log file.

If the program automatically uses the locally stored data for an expired contract, could this delay be related to the extra data requests that occur for the days after contract expiry the first time that data is downloaded?

For instance the December 2012 futures contract expired on 12/21. Will SC try to download data for 12/22 - 12/31 every time I load a new continuous chart, even though I have existing continuous charts for that symbol? If so, that would account for the delay and for the log entries I've seen requesting data on expired contracts.




Date Time Of Last Edit: 2013-04-15 01:56:48
[2013-04-14 05:31:45]
joshtrader - Posts: 318
Many megabytes or gigabytes of tick data will take a long time to load, this is what is taking so long, almost certainly.
[2013-04-14 15:40:10]
User99606 - Posts: 9
Many megabytes or gigabytes of tick data will take a long time to load, this is what is taking so long, almost certainly.

Not the case. The Intraday Storage Time Unit is set to 5 seconds - not tick, and all Sierra Chart data is stored on an SSD and loads very quickly. As stated above there are numerous log entries of requests being made to my provider for data even though I have other fully populated charts open for the same symbol.
Date Time Of Last Edit: 2013-04-14 15:51:19
[2013-04-16 06:09:08]
Sierra Chart Engineering - Posts: 64889
We understand the problem now. During the process of building a Continuous Futures Contract, Sierra Chart will make a request for data that appears to be missing from data files. That could take a significant amount of time in the case of Interactive Brokers.

You have 2 choices. Join the data together ahead of time:
http://www.sierrachart.com/index.php?l=doc/helpdetails51.html#IntradayChartsJoin

Or use another data service which is faster and trade from Interactive Brokers:
http://www.sierrachart.com/index.php?l=doc/MultipleServices.html
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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