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Date/Time: Wed, 10 Sep 2025 18:19:42 +0000



Downloading Continuous Contract Data taking days

View Count: 501

[2025-06-16 16:58:10]
User100912 - Posts: 131
I'm on a gigabit connection. I have 88 symbols loaded, of which a few dozen are continuous futures contracts for CME symbols. Despite several days waiting and restarting the application several times it still shows "Downloading Continuous Contract Data" when trying to view daily charts of those symbols.

Example from message log
2025-06-16 12:10:01.622 | GCU25_FUT_CME [CB] 27 Min #108 | Waiting for historical downloads to complete with the IDs: 108,
2025-06-16 12:10:02.058 | NGU25_FUT_CME [CB] 27 Min #108 | Reloading chart.
2025-06-16 12:10:02.088 | NGU25_FUT_CME [CB] 27 Min #108 | Waiting for historical downloads to complete with the IDs: 93,
2025-06-16 12:10:02.394 | ESU25_FUT_CME [CB] 27 Min #108 | Reloading chart.
2025-06-16 12:10:02.411 | ESU25_FUT_CME [CB] 27 Min #108 | Waiting for historical downloads to complete with the IDs: 86, 97, 98,
....
2025-06-16 12:25:37.084 | HD Request # 86 | Error downloading historical Daily data for CLN25_FUT_CME. The download timed out.


Date Time Of Last Edit: 2025-06-16 17:27:52
[2025-06-17 14:10:48]
John - SC Support - Posts: 41727
Please get us the full Message Log by following these instructions:

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Close all of the Chartbooks with "File >> Close All Chartbooks".

Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only.

Disconnect from the data feed with "File >> Disconnect".

Connect to the data feed with "File >> Connect to Data Feed".

After the connection and after about 30 seconds, provide a copy of the Message Log following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)

We will then determine what the problem is.

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-06-17 14:10:54
[2025-06-17 16:16:09]
User100912 - Posts: 131
Good day, the symbol in the sole chart is CLQ25_FUT_CME and the message log has been submitted via "send for analysis"
[2025-06-17 19:32:17]
John - SC Support - Posts: 41727
We are seeing the following message in the log related to the Daily Historical Data for CLQ25_FUT_CME:
HD Request # 165 | Error downloading historical Daily data for CLQ25_FUT_CME. The download timed out.

We do not see this at any other time, just the once. We do not know why this would be the case.

Are you able to download the data in the main instance? Is this only an issue in a sub-instance?

If you are having trouble in the Main Instance, then that needs to be resolved first, as the sub-instances get their data from the main instance. In this case, we would need to see the Message Log for the main instance by following these instructions (note that you need to open just a single chart for CLQ25_FUT_CME - do not open an entire chartbook):
Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Close all of the Chartbooks with "File >> Close All Chartbooks".

Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only.

Disconnect from the data feed with "File >> Disconnect".

Connect to the data feed with "File >> Connect to Data Feed".

After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-06-17 20:08:41]
User100912 - Posts: 131
Strange, it works just fine in the main instance, only the sub instances are having issues, I'll begin again with a clean install and go from there.
[2025-06-17 21:07:30]
John - SC Support - Posts: 41727
You really do not need a clean install. There should not be a reason for there to be an issue.

If you have the data flowing properly in the main instance, then we would need to see the Message Log from the sub-instance that is having the issue by following these instructions again (again, only open the one chart, not the entire chartbook):
Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Close all of the Chartbooks with "File >> Close All Chartbooks".

Open a single chart for the symbol you have an issue with through "File >> Find Symbol". Tell us that symbol of the chart. Tell us about *one* symbol only.

Disconnect from the data feed with "File >> Disconnect".

Connect to the data feed with "File >> Connect to Data Feed".

After the connection and after about 10 seconds, provide a copy of the Message Log following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)

For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-06-19 18:52:15]
User100912 - Posts: 131
Having only 1 chart typically works, but with chartbooks with a few charts, even changing the chart interval from intraday to daily results in a blank chart with a blue "Downloading Continuous Contract Data" message.

Which message log do I send for that? I understand you're trying to address root cause but having only 1 chart per instance isn't a suitable solution.
[2025-06-19 19:00:58]
User100912 - Posts: 131
Hi, I've just sent a message log of a chartbook with a few charts but more than 1 experiencing this issue, hope it's helpful. I can't reproduce with only 1 chart.
[2025-06-20 15:37:08]
John - SC Support - Posts: 41727
This is being looked into. We do see entries that state that "The download timed out". This is unusual and engineering is looking into it.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-08 13:28:52]
User100912 - Posts: 131
Hello, is there any update on this please? I have updated to the latest version and historical data is still not loading reliably in sub instances.
[2025-07-08 14:33:19]
Sierra_Chart Engineering - Posts: 20863
Go to the sub instance and follow these instructions exactly:

Follow the instructions here to clear the Message Log:
Message Log: Clearing the Message Log

Fully re-download the data in the chart by going to the chart and selecting "Edit >> Delete All Data and Download". Only use this command from the Edit menu at the top of the main window or chart.

Or, in the case of a Continuous Futures Contract chart, follow these instructions:
Continuous Futures Contract Charts: Re-Downloading Continuous Futures Contract Data

After about a minute provide a copy of the Message Log following these instructions:
Support Board Posting Information: How to Post Your Message Log (Required In Some Cases)

We will then determine what the problem is.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-08 15:09:53]
User100912 - Posts: 131
Thank you, I have submitted the message log, note that after about a minute the chart still shows "Downloading Continuous Contract Data" and this step never completes.

2025-07-08 10:07:13.631 | Crash reporter started: true
2025-07-08 10:07:13.631 |
2025-07-08 10:07:22.774 | Added historical Intraday data request for ESM25_FUT_CME to the queue.
2025-07-08 10:07:22.774 | Triggering next historical data download in queue.
2025-07-08 10:07:22.774 | Added historical Intraday data request for ESU25_FUT_CME to the queue.
2025-07-08 10:07:22.774 | Intraday data recording state for symbol ESU25_FUT_CME is set to download 'Pending'.
2025-07-08 10:07:22.774 | HD Request # 72 | Downloading Intraday chart data for ESM25_FUT_CME to the file ESM25_FUT_CME.scid. Service: cme
2025-07-08 10:07:22.940 | Reloading all charts with filename: ESM25_FUT_CME.scid
2025-07-08 10:07:22.941 | HD Request # 72 | Download start date-time: 2025-03-07 18:00:00.000000. File last date-time: 00:00:00.000000
2025-07-08 10:07:22.941 | HD Request # 72 | Using server: DS32.SierraCharts.com port 10149
2025-07-08 10:07:22.941 | Socket (1) | Creating socket.
2025-07-08 10:07:22.941 | Socket (1) | New receive buffer size: 0
2025-07-08 10:07:22.941 | Socket (1) | Connecting to IP: 69.39.70.248.
2025-07-08 10:07:23.111 | HD Request # 72 | Setting DTC encoding to Binary VLS
2025-07-08 10:07:23.111 | HD Request # 72 | Sending historical data logon request message.
2025-07-08 10:07:23.237 | HD Request # 72 | Requesting Intraday data. Start date-time: 2025-03-07 18:00:00. Record interval: 0. Symbol: ESM25
2025-07-08 10:07:23.314 | HD Request # 72 | Decompressing data.
2025-07-08 10:07:23.486 | HD Request # 72 | Receiving Intraday data for ESM25_FUT_CME starting at 2025-03-09 17:00:00.000000
2025-07-08 10:07:23.653 | HD Request # 72 | Timestamp of first Intraday data file record written: 2025-03-09 17:00:00.000000.
2025-07-08 10:09:02.992 | The message log has been sent to support.

Date Time Of Last Edit: 2025-07-08 15:10:17
[2025-07-08 15:25:33]
User100912 - Posts: 131
When I have a chartbook with multiple symbols in a sub instance I also get this message frequently:
2025-07-08 10:24:38.414 | HD Request # 161 | Error downloading historical Daily data for ESU25_FUT_CME. The download timed out.

accompanied by a red message on the charts which haven't loaded...
[2025-07-08 17:40:51]
Sierra_Chart Engineering - Posts: 20863
We see this involves Intraday data.

We want you to select this command to cancel the Intraday data downloads:
Edit Menu: Edit >> Cancel Intraday Data Downloads

And then change this setting to 1 Minute:
Data/Trade Service Settings: Intraday Data Storage Time Unit (Global Settings >> Data/Trade Service Settings >> Common Settings >> Common Settings)

For now used 1 Minute! Just to make sure you can get the data.

There is very very poor Internet connectivity that you have.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2025-07-08 17:50:29]
User100912 - Posts: 131
> There is very very poor Internet connectivity that you have.

This is a Gigabit line and I will try to reproduce also with my Starlink backup.

1 minute data should be fine. If that works can I drop down to 10 seconds?
[2025-07-08 18:01:01]
Sierra_Chart Engineering - Posts: 20863
It does not matter what your immediate connection is. You will never be able to sustain gigabit speeds, between your location and our servers. There is extremely poor Internet connectivity between your location and our servers. This is with certainty.

Yes you can try 10 seconds. But tick by tick is not going to work for now.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-07-08 18:01:32
[2025-07-08 18:07:51]
User100912 - Posts: 131
Clarifying: I do not have time outs fetching data in the primary instance, only this issue in the sub instances.
[2025-07-08 18:12:07]
Sierra_Chart Engineering - Posts: 20863
OK, there is still is something wrong with the connectivity. Can be anywhere including your computer and affecting that particular instance like third-party firewall or security software.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-07-08 18:36:27
[2025-07-08 21:13:39]
User100912 - Posts: 131
I just wiped the sub instance folders and all the *scid's.

My main instance has been happy pulling historical data at 20Mbps for the last ~hour, my sub instance chokes up. Is there any debugging which you can turn on (or add?) to diagnose inter-instance / DTC communication issues?

There is no 3pty software running, this machine is Windows Server + Sierra Chart only.
[2025-07-08 21:19:14]
User100912 - Posts: 131
My new sub-instance isn't even connecting now.
Status bar shows: Connecting
and after I come back an hour later
Reconnect Wait DL:245


Message log shows:
2025-07-08 16:22:39.801 | DTC - Sub Instance | Connecting to the server 127.0.0.1. Port 49153
2025-07-08 16:22:39.801 | DTC Client socket (1) | Creating socket.
2025-07-08 16:22:39.801 | DTC Client socket (1) | New receive buffer size: 0
2025-07-08 16:22:39.801 | DTC Client socket (1) | Connecting to IP: 127.0.0.1.
2025-07-08 16:22:39.802 | DTC - Sub Instance | Network connection to server complete.
2025-07-08 16:22:39.802 | DTC - Sub Instance | Starting socket receive thread.
2025-07-08 16:22:39.802 | DTC - Sub Instance | Sending encoding request to server: Binary VLS. Compression: none
2025-07-08 16:22:59.796 | DTC - Sub Instance | Did not receive Encoding Response from server. Disconnecting.
2025-07-08 16:22:59.796 | Error connecting to Data or Trading service. For help with this issue, press the 'Send For Analysis' button on this window.
2025-07-08 16:22:59.796 | Select 'File >> Disconnect' to prevent further connection attempts.
2025-07-08 16:22:59.818 | DTC - Sub Instance | Waiting for socket receive thread to end
2025-07-08 16:22:59.818 | DTC Client socket (1) | CloseSocket call.
2025-07-08 16:22:59.818 | DTC - Sub Instance | Disconnected.
2025-07-08 16:22:59.818 | Will reconnect to the server in 2.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts.
2025-07-08 16:22:59.818 | DTC Client socket (1) | Shutdown started. Waiting for graceful close.
2025-07-08 16:22:59.818 | DTC Client socket (1) | Socket gracefully closed by remote side.
2025-07-08 16:22:59.818 | DTC Client socket (1) | Closed.

Date Time Of Last Edit: 2025-07-08 21:23:58
[2025-07-08 21:23:36]
Sierra_Chart Engineering - Posts: 20863
to diagnose inter-instance / DTC communication issues?
There is nothing more to debug, the sub instance gets its historical data direct from the server, not from the main instance, and the Message Log has all that we need.

My new sub-instance isn't even connecting now.
Is the main instance of Sierra Chart running which it needs to connect to?

Respectfully, a problem with my Internet connections is clearly the wrong diagnosis here.
Not saying it is the Internet connection but a connectivity problem somewhere which can even reside within the operating system itself.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-07-08 21:24:02
[2025-07-08 21:24:49]
User100912 - Posts: 131
Sorry wasn't arguing. Now my sub-instance won't connect. Don't disagree there could be something in the OS causing connectivity issues.

2025-07-08 16:22:39.801 | DTC - Sub Instance | Connecting to the server 127.0.0.1. Port 49153
2025-07-08 16:22:39.801 | DTC Client socket (1) | Creating socket.
2025-07-08 16:22:39.801 | DTC Client socket (1) | New receive buffer size: 0
2025-07-08 16:22:39.801 | DTC Client socket (1) | Connecting to IP: 127.0.0.1.
2025-07-08 16:22:39.802 | DTC - Sub Instance | Network connection to server complete.
2025-07-08 16:22:39.802 | DTC - Sub Instance | Starting socket receive thread.
2025-07-08 16:22:39.802 | DTC - Sub Instance | Sending encoding request to server: Binary VLS. Compression: none
2025-07-08 16:22:59.796 | DTC - Sub Instance | Did not receive Encoding Response from server. Disconnecting.
2025-07-08 16:22:59.796 | Error connecting to Data or Trading service. For help with this issue, press the 'Send For Analysis' button on this window.
2025-07-08 16:22:59.796 | Select 'File >> Disconnect' to prevent further connection attempts.
2025-07-08 16:22:59.818 | DTC - Sub Instance | Waiting for socket receive thread to end
2025-07-08 16:22:59.818 | DTC Client socket (1) | CloseSocket call.
2025-07-08 16:22:59.818 | DTC - Sub Instance | Disconnected.
2025-07-08 16:22:59.818 | Will reconnect to the server in 2.0 seconds. Select 'File >> Disconnect' to prevent further connection attempts.
2025-07-08 16:22:59.818 | DTC Client socket (1) | Shutdown started. Waiting for graceful close.
2025-07-08 16:22:59.818 | DTC Client socket (1) | Socket gracefully closed by remote side.
2025-07-08 16:22:59.818 | DTC Client socket (1) | Closed.

[2025-07-08 21:25:49]
Sierra_Chart Engineering - Posts: 20863
See our prior post. Is the main instance of Sierra Chart running which the sub instance needs to connect to?
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2025-07-08 21:26:10
[2025-07-08 21:34:04]
User100912 - Posts: 131
Yes, I confirm it is.
[2025-07-08 21:54:10]
User100912 - Posts: 131
Sorry, a reboot of Windows Server has fixed the issue with the sub instance not connecting.

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