Commonly, a commercial SSL certificate is issued by an intermediate Certificate Authority (CA). In turn, the intermediate CA is issued by an upper-level intermedia CA, or by a Root CA.
The path from the leaf certificate to the intermediate certificates, and finally to the root certificate is called the certificate chain.
A certificate file should include the chain of its intermediate certificates. Otherwise, it might not be trusted by some applications or operating systems.
You can use this tool to check if a certificate file has a complete or broken certificate chain.