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Date/Time: Thu, 21 Oct 2021 14:56:22 +0000



Gaps In Weekly Chart Data

[2021-10-13 21:01:54]
User184576 - Posts: 17
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!
imageES Weekly.PNG / V - Attached On 2021-10-13 21:01:00 UTC - Size: 45.36 KB - 10 views
[2021-10-13 23:46:20]
John - SC Support - Posts: 11509
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:
https://www.sierrachart.com/index.php?page=doc/ContinuousFuturesContractCharts.html#ContinuousFuturesContractDateRuleRolloverBackAdjusted
[2021-10-14 23:10:41]
User184576 - Posts: 17
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!
attachmentMessage Log.txt - Attached On 2021-10-14 23:09:59 UTC - Size: 54.74 KB - 2 views
[2021-10-15 00:14:35]
John - SC Support - Posts: 11509
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:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

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