There 126 pairs $i\lt x\le 1000$ such that $i^2+(i+1)^2+...+x^2$ is a square. If you fix $i$ then the sum $i^2+...+x^2$ is a cubic polynomial $f_i(x)$ in $x$. So you are looking for integer points on the elliptic curve $y^2=f_i(x)$. These integer points form a finitely generated abelian group. For example for $i=3$, there should be infinitely many solutions $(x,y)$, the first of these are $(4,5), (580, 8075), (963,17267)$. I hope number theorists here can give more information.
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