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Date/Time: Mon, 27 Jun 2022 03:33:58 +0000



Issue with New Continuous Futures Contract Feature for Some Services

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[2014-01-07 10:09:09]
Sierra Chart Engineering - Posts: 103470
It is come to our attention, that when using some services like CTS T4 and not using the Sierra Chart data feed, and you have enabled the Continuous Futures Contract feature on a chart and loading more than 1 futures contract, then under certain conditions Sierra Chart may re-download all of the data in prior Intraday data files, when the chart is opened or the chart is reloaded.

We have resolved this problem and will be putting out out a new release later in the morning.

One solution that should solve this, although we have not verified this with actual testing, is to increase the Global Settings >> Data/Trade Service Settings >>Maximum Historical Intraday Days to Download setting. You should make this 180.

This problem will not affect the following services:
TransAct
OEC
TT
Some Rithmic users

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: 2014-01-07 10:10:35
[2014-01-17 12:22:23]
Futures Operator - Posts: 239
I seem to be having some issue like this on TT, on v1078. Using an intraday chart ie GC, set on continuous contract, using volume rollover.

When changing the time period of the chart from 4hr to 1hr etc, it redownloads all the data, and recalculates all the rollover points every time. This takes long to load, especially if it is set to pull a large time range.

Also see many lines in the log like this:
Unable to determine transition date based on volume from files: C:\SierraChart_NonCLR\Data\CLU19.dly, C:\SierraChart_NonCLR\Data\CLV19.dly | 2014-01-17 08:03:46
Date Time Of Last Edit: 2014-01-17 13:07:46
[2014-01-17 17:23:37]
Sierra Chart Engineering - Posts: 103470
As an update to post #1. This problem has been resolved.

In regards to the problem you are having with the GC contract, what is the exact symbol of the chart you are using? And what do you have Days To Load set to. This is set in Chart >> Chart Settings.

Also, from the log this symbol CLU19, indicates the year 2019. We are not sure why that symbol would be used.
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: 2014-01-17 17:23:51
[2014-01-20 12:52:24]
Futures Operator - Posts: 239
Using symbol GC-201402-CME, Days to Load set to 240, and Adjust Proportional With Bar Period selected. When I switch from Daily to 4 hour, multiple old contracts' data re-downloads.

If Days to Load set to Date Range, with no Dates selected, to load maximum data, then even after it has initially downloaded everything, it repeats the entire process each time the Chart Period is changed, ie from 4 Hour to 15 min. All of the linked charts re-download and re-load all their data.

Every time Sierra Chart is restarted, it appears to download all of the contracts' data again and build the continuous contracts and rollover calcs again each time.

Also, over the weekend while the TT server was down, I was unable to load the continuous contract data at all until the TT connection was restored at the Sunday open. Shouldn't it work through the SC Historical connection?

I am not sure why rollover is being calculated for future years either, and my log appears to have some other strange things. Please take a look, sent to support through Sierra Chart.
Date Time Of Last Edit: 2014-01-20 13:00:24
[2014-01-20 16:49:30]
Sierra Chart Engineering - Posts: 103470
The general problem is you are going well beyond the limits of available data. Do not set the Use Number of Days to Load >> Days to Load so high that you are accessing years of data that are not available.

Please provide us image of your Chart Settings for a chart which is causing data downloads for future contract months to occur. We are not sure why that is happening.


Also, over the weekend while the TT server was down, I was unable to load the continuous contract data at all until the TT connection was restored at the Sunday open. Shouldn't it work through the SC Historical connection?
No unless you use the Sierra Chart Real-time and Historical futures Data feed:
http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php

Your accessing protected data controlled by the FCM. You are not going to get to it without a connection to the trading server.

We do not see any evidence of cases were data is actually being re-downloaded. Only attempts to download data from files that are empty because the data does not exist to begin with.
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: 2014-01-20 16:57:25

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