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Date/Time: Thu, 02 May 2024 14:56:34 +0000



[Locked] - Unable to Download Missing Data

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[2020-02-11 13:41:22]
User379468 - Posts: 508
v2040, historical intraday missing from 2/5 afternoon on until 2/9.

EDIT: Data during this period is missing on all my intraday charts/symbols, and won't download. This is likely from the last time I was connected in real-time. It will not download/fill in.

Updated symbol settings, Chart days to load is correct, DTS days to load is correct, did right click on chart and download, did delete all and download, disconnect/reconnect, restarted, went through help topics, etc.

Had similar issue previously and was not critical so ignored it. Today it is interrupting trading without complete data, please help ASAP.
Date Time Of Last Edit: 2020-02-11 13:48:25
[2020-02-11 17:16:00]
Sierra Chart Engineering - Posts: 104368
Right-click on the chart from before the missing data and select Delete and Download Data and then provide a copy of the Message Log following these instructions:
https://www.sierrachart.com/index.php?page=PostingInformation.php#MessageLog
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
[2020-02-11 18:16:09]
User379468 - Posts: 508
CLH20_FUT_NYMEX 5 Min #4 | Reloading chart. | 2020-02-11 12:58:40.407
CLH20_FUT_NYMEX 5 Min #4 | StartDateTimeForLoadingOrderFills: 2020-01-28 18:00:00 | 2020-02-11 12:58:41.276
Added historical Intraday data request for CLH20_FUT_NYMEX to the queue. | 2020-02-11 13:12:19.052
Intraday data recording state for symbol CLH20_FUT_NYMEX is set to download 'Pending'. | 2020-02-11 13:12:19.052
Triggering next historical data download in queue. | 2020-02-11 13:12:19.052
HD Request # 94 | Downloading Intraday chart data for CLH20_FUT_NYMEX to the file CLH20_FUT_NYMEX.scid. Service: DTCSubInstance | 2020-02-11 13:12:19.052
HD Request # 94 | Download start date-time: 2020-02-05 12:30:00.000 | 2020-02-11 13:12:19.052
HD Request # 94 | Disabling Intraday chart updating for symbol. | 2020-02-11 13:12:19.052
HD Request # 94 | Using server: 127.0.0.1 port 11098 | 2020-02-11 13:12:19.052
Socket (2) | Creating socket. | 2020-02-11 13:12:19.052
Socket (2) | Connecting to IP: 127.0.0.1. | 2020-02-11 13:12:19.052
HD Request # 94 | Setting DTC encoding to Binary VLS | 2020-02-11 13:12:19.059
HD Request # 94 | Sending historical data logon request message. | 2020-02-11 13:12:19.059
HD Request # 94 | Requesting Intraday data. Start date-time: 2020-02-05 12:30:00. Record interval: 0. Symbol: CLH20_FUT_NYMEX | 2020-02-11 13:12:19.059
HD Request # 94 | Decompressing data. | 2020-02-11 13:12:19.060
HD Request # 94 | Receiving Intraday data for CLH20_FUT_NYMEX starting at 2020-02-05 12:30:00 | 2020-02-11 13:12:19.083
HD Request # 94 | Truncating file to starting date-time of 2020-02-05 12:30:00.000 | 2020-02-11 13:12:19.083
HD Request # 94 | Timestamp of first Intraday data file record written: 2020-02-05 12:30:00 | 2020-02-11 13:12:19.115
Socket (2) | CloseSocket call. | 2020-02-11 13:12:20.122
Socket (2) | Shutdown started. Waiting for graceful close. | 2020-02-11 13:12:20.122
Socket (2) | Socket gracefully closed by remote side. | 2020-02-11 13:12:20.122
Socket (2) | Closed. | 2020-02-11 13:12:20.122
Historical data download thread signaled to stop. | 2020-02-11 13:12:20.132
HD Request # 94 | Received 786255 records from 2020-02-05 12:30:00.000 to 2020-02-11 13:12:14.000 (6.0 days) and wrote 786255 records for CLH20_FUT_NYMEX | 2020-02-11 13:12:20.133
HD Request # 94 | Completion time: 1s | 2020-02-11 13:12:20.138
HD Request # 94 | Intraday data download complete for CLH20_FUT_NYMEX. Unique request ID: 94 | 2020-02-11 13:12:20.138
Removing historical data download ID 94. | 2020-02-11 13:12:20.138
Real-time Intraday chart data file updates started for CLH20_FUT_NYMEX | 2020-02-11 13:12:20.139
Intraday chart data file opened for CLH20_FUT_NYMEX | 2020-02-11 13:12:20.139
HD Request # 94 | Enabling Intraday chart updating for symbol. | 2020-02-11 13:12:20.139
CLH20_FUT_NYMEX 5 Min #4 | Flagging to reload Intraday data on download completion. | 2020-02-11 13:12:20.139
CLH20_FUT_NYMEX 15 Min #1 | Flagging to reload Intraday data on download completion. | 2020-02-11 13:12:20.139

Triggering next historical data download in queue. | 2020-02-11 13:12:20.139
CLH20_FUT_NYMEX 15 Min #1 | Reloading chart. | 2020-02-11 13:12:20.257
CLH20_FUT_NYMEX 5 Min #4 | Reloading chart. | 2020-02-11 13:12:20.458
CLH20_FUT_NYMEX 15 Min #1 | StartDateTimeForLoadingOrderFills: 2020-01-22 18:00:00 | 2020-02-11 13:12:21.183
CLH20_FUT_NYMEX 5 Min #4 | StartDateTimeForLoadingOrderFills: 2020-01-28 18:00:00 | 2020-02-11 13:12:21.364
Opened cached Intraday file: C:\SierraChart\SierraChartInstance_2\Data\CLH20_FUT_NYMEX.scid | 2020-02-11 13:12:25.328
[2020-02-11 18:51:06]
Sierra Chart Engineering - Posts: 104368
This is what we see:
HD Request # 94 | Received 786255 records from 2020-02-05 12:30:00.000 to 2020-02-11 13:12:14.000 (6.0 days) and wrote 786255 records for CLH20_FUT_NYMEX | 2020-02-11 13:12:20.133
It does not look like there is any missing data.

And also you are doing this from a sub instance. You need to first re-download the data in the main instance. Refer to:
Using DTC Server for Data and Trading in Another Sierra Chart Instance: Historical Data and Missing Historical 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: 2020-02-11 18:51:54
[2020-02-11 19:45:56]
User379468 - Posts: 508
1. I only chart/use data in the sub instance, and keep primary instance for execution/feed, as have seen you recommend. This works well, because the sub instance is full of charts, and when downloading large data/calculating studies, etc it can freeze. That is a separate problem, there is no way to cancel/stop SC freezing/locking up calculating studies over a large dataset, ie by accident change a chart to a 1t chart instead of 100t, it will lock up all charts/the entire instance with no recourse but to terminate SC and restart it.

2. If I don't have the charts set up in the primary instance, how can I get the data to fill in the instance I use for charting automatically on all symbols? Global Intraday File Update List is set in both instances also. Attached is a picture of the missing data, it is the same on all symbols.

3. Why isn't the data automatically downloaded in the second instance, and why isn't it when manually trying to delete and download? Can this be fixed?
imageCL Missing Data.png / V - Attached On 2020-02-11 19:45:20 UTC - Size: 44.94 KB - 266 views
[2020-02-12 02:51:08]
Sierra Chart Engineering - Posts: 104368
1. One solution to this is documented here:
Chart Settings: Adjust Proportional With Bar Period (Chart >> Chart Settings >> Data Limiting >> Load Data Limiting Method: Days to Load menu)

2. This is an unusual problem. It is not typical. What you need to do is just temporarily open a chart in the main instance of Sierra Chart and correct any missing data issue there following these instructions:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the 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
[2020-02-12 22:04:27]
User379468 - Posts: 508
I have a large list of symbols, I had to manually load all into the primary instance which I don't use for charting at all, to re-download, then re-load the entire list again in charting instance again.

I have not seen this problem with a gap before with the Denali feed, but it was very disruptive to trading.

1. If this ever occurs, is there any way to do this automatically when downloading data in the charting instance?

2. On some symbols I almost traded with poor/missing data not even seeing a gap, even with chart settings set to Include Columns with No Data. Is there any way to alert on poor/missing data like this? Or if entire days are missing, to draw those as blank columns per the setting?
[2020-02-13 15:30:46]
User379468 - Posts: 508
3. After completing that entire process for all symbols manually in both primary feed instance, and again in secondary charting instance yesterday, today the missing data gap problem has returned again in secondary charting instance, pic attached. Every symbol now needs to re-download that same missing data again in the charting instance to restore it again. Subscribing to RT data during scan and scanning through them all in a watch list is also not downloading the missing data, it is only working done manually on each symbol.

Also note again how difficult it is to even see the gap even with Include Columns with No Data checked.

How can this definitively be solved with Denali feed? It is disrupting trading daily now.
Date Time Of Last Edit: 2020-02-13 15:42:44
imageES GAP 2020-02-13_10h22_23.png / V - Attached On 2020-02-13 15:28:44 UTC - Size: 22.33 KB - 266 views
[2020-02-13 20:39:25]
Sierra Chart Engineering - Posts: 104368
Why is that the case? It does not make any sense to us. Therefore, the missing data issue for the affected symbols must never have been corrected on the main instance of Sierra Chart.

This is not a data feed issue. The missing data would have occurred due to a connectivity problem you had at the time.
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: 2020-02-13 20:41:38
[2020-02-14 03:49:43]
Sierra Chart Engineering - Posts: 104368
To be clear, go to the main instance of Sierra Chart. Open a chart for the symbol that is missing data and follow this procedure:
Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart

There should not be any trouble with this. This is very straightforward.
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
[2020-04-19 21:52:05]
User379468 - Posts: 508
This happened again today on v2086, on SC/TT/Denali, in sub instance.

This is extremely time consuming and frustrating to work with when this happens using many instances and symbols.

I only use main instance for trading, no charting. Only use sub instances for charting. This was intended to be for efficiency and reliability.

Is there any way to fix this so one doesn't have to download from main instance, and download missing data just works in sub instance?

Is it a more reliable and robust solution to instead use primary instance for charting, and a sub instance for trading?
Date Time Of Last Edit: 2020-04-19 22:16:46
[2020-04-24 14:54:38]
User623005 - Posts: 12
I have similar SC setup to User379468: one instance for charting and second for DOMs. Today I encountered the same problem with missing data on multiple charts in second instance and necessity for reloading data through main instance. It is truely frustrating and time consuming. Could the process of resolving problems with missing data which happens due to connectivity issues (which are tend to happen) be less frustrating with certain configurations of SC(which are recomended to use by you)?
[2020-04-24 15:30:50]
ejtrader - Posts: 688
Wondering if the following logic might be better approach.

- Let there be a single copy of scid file shared with any number of DTS instances created.
- Let only master instance update the scid files (producer)
- Let all the other DTS instances use this data as needed(consumer).

Advantages:
- There is no need to store the same scid file multiple times depending on the instance
- The other DTS threads can be better utilized to serve the trading/computing needs rather than spending time on collecting / storing data
[2020-04-24 18:29:20]
Sierra Chart Engineering - Posts: 104368
In regards to post #13, we have thought about that, but it is extremely complicated to implement that and there are lots of associated difficulties. It is not something we would do.

This thread is now locked.
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: 2020-04-24 18:29:33
[2020-04-24 19:43:38]
Sierra Chart Engineering - Posts: 104368
one instance for charting and second for DOMs. Today I encountered the same problem with missing data on multiple charts in second instance and necessity for reloading data through main instance. It is truely frustrating and time consuming. Could the process of resolving problems with missing data which happens due to connectivity issues (which are tend to happen) be less frustrating with certain configurations of SC(which are recomended to use by you)?

We will develop a solution to this. What we are thinking of is that when there is a specific command to download historical data at an earlier point in time other than at the end, in a sub instance, that will cause the main instance to do a remote download.
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: 2020-04-24 19:45:58

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