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Direct MessagesDate/Time: Wed, 24 Apr 2024 15:23:14 +0000
Gaps In Weekly Chart Data
View Count: 529
| [2021-10-13 21:01:54] |
| User184576 - Posts: 20 |
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Hi, I'm receiving gaps in both weekly and daily data for ES and other CME futures contracts at contract rollover (Attached Screenshot included). I've tried disconnecting data feed, and re-downloading/re-calculating data. Currently using IB for trading service and Sierra included service for historical data. Any advice would be greatly appreciated. Thanks! |
 ES Weekly.PNG / V - Attached On 2021-10-13 21:01:00 UTC - Size: 45.36 KB - 140 views |
| [2021-10-13 23:46:20] |
| John - SC Support - Posts: 31061 |
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In order to get rid of the gap, you need to use a Back Adjusted Continuous Futures Contract option. Refer to the information at the following link and the 2 sections after it: Continuous Futures Contract Charts: Continuous Futures Contract - Date Rule Rollover, Back Adjusted For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-14 23:10:41] |
| User184576 - Posts: 20 |
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Hi, Thank you for the fast response. Unfortunately that did not fix the gaps in weekly & daily charts. Attached is the message log generated when deleting & re-downloading data. Any assistance is appreciated. Thanks! |
 Message Log.txt - Attached On 2021-10-14 23:09:59 UTC - Size: 54.74 KB - 163 views |
| [2021-10-15 00:14:35] |
| John - SC Support - Posts: 31061 |
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The log shows that there is a problem getting the information in order to back-adjust the charts. We do not give any support for issues related to non-Sierra Chart data, as we do not know why you are not getting the data from IB. The best solution is to use our Denali Exchange Data Feed for your futures data. Refer to the information here: Denali Exchange Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-10-25 03:37:46] |
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You cannot build Continuous Futures Contract charts using data from Interactive Brokers. You need to use either the Denali Exchange Data Feed or the Sierra Chart Historical Data Service (as a separate installation): Supported Data and Trading Services: Supported Services 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: 2021-10-25 03:38:12
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| [2021-11-12 00:39:37] |
| User184576 - Posts: 20 |
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If I migrate to the Denali Exchange Data Feed can I still execute orders through IB or will I need a different broker? Thanks! |
| [2021-11-12 02:53:28] |
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Yes you can and you do not need a different broker. This is explained here: Denali Exchange Data Feed 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 |
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