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problem with continuous contract futures intraday data

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[2014-08-10 21:56:28] #1 [Go To First Post]
User74568 - Posts: 13
Having trouble with intraday data for futures - trying with E-mini S&P I have subscribed to Sierra Charts Exchange Data and have that selected in DTS I have selected Continuous Futures Contract - volume-based rollover, back adjusted I can load daily and weekly charts no problem but when I switch to 1 hour, or 15 min I get a blank chart and error message in log: "Currently no data in file to display. Will start historical data download and real-time updates..." When I change DTS settings to Interactive Brokers: I get a "Download Failed" and "Symbol is Unknown" error I select the symbol ES-201409-GLOBEX This gives me intraday data but there is a huge gap. The chart jumps on 2012-12-13 suddenly to 2014-06-13. There is no gap on the Daily chart - only on the intraday charts. In the Log file there are a few error messages like: Intraday data file for ES-201303-GLOBEX exists and is empty. Skipping intraday download. I have tried "Delete All Data and Download" and have tried restarting Sierra Charts with same results. I also have a Question: Is the intraday data coming from Interactive Brokers or Sierra Charts? I want tick data going back to 2008 to build long term volume profile studies (composites) which is partly why I subscribed to the Sierra Charts data service. I would prefer not to connect to Interactive Brokers. Thanks.

[2014-08-11 01:57:18] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Your account is properly configured for the Sierra Chart Exchange Data Feed and the CME and US equities exchanges. To get real-time CME data you do need to use the Interactive Brokers connection in Sierra Chart. For CME historical data, you can use "SC Exchange Data". When I change DTS settings to Interactive Brokers: I get a "Download Failed" and "Symbol is Unknown" error I select the symbol ES-201409-GLOBEX This should not occur when using Interactive Brokers and that symbol. We recommend selecting File >> Disconnect and Connect to Data Feed. Or restart Sierra Chart. This gives me intraday data but there is a huge gap. The chart jumps on 2012-12-13 suddenly to 2014-06-13. To re-download the missing data follow the instructions here: http://www.sierrachart.com/index.php?page=doc/doc_ContinuousFuturesContractCharts.html#ReDownloading Is the intraday data coming from Interactive Brokers or Sierra Charts? Refer to: http://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php#Integration The Sierra Chart historical Intraday data for ES futures goes back to June 2008. When you are using the service "SC Exchange Data" you need to use the symbols which correspond to that service and you can find them in File >> Find Symbol. 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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