Home >> (Table of Contents) Help/Frequently Asked Questions >> Help topic 54: How to Access Sierra Chart Historical Futures Data
How to Access Sierra Chart Historical Intraday Futures Data (Backfill Data)
Introduction
The Sierra Chart Historical Intraday Futures Data Service is supported by packages that include Special Features. This service allows you to access very detailed (down to 1 tick) historical intraday futures data (Backfill Data) for many markets. The data is end of day delayed (not continuously updating).
This service provides historical intraday futures data that is provided to one of our futures trading services. Futures data is available back to June 2006 with this service.
We also offer the Sierra Chart Historical Data service. The Sierra Chart Historical Data service provides historical intraday and daily data for futures and other markets. However, the intraday data is in 1 minute units, not 1 tick. The advantages are that it provides data for many more markets, including stocks and indexes, and the data is only delayed by 30 minutes. Although, as with this service, it is also not continuously updating.
This data is useful for historical analysis. You can do Replays of this data to simulate live data. You can make simulated trades as well using our Trade Simulation Mode.
Instructions
- If Sierra Chart is not running start it up.
- Select File >> Data/Trade Service Settings.
- Select Sierra Chart Historical Intraday Futures Data from the Service list. Do not select SC Historical Data.
- Press the Historical Data Service Settings button. Your charts will be automatically refreshed with the current day's data at the Historical Daily Download Time. Set this to a time which is after 22:00 GMT time. Press OK.
- Set the Intraday Data Storage Time Unit to the timeframe that you want to download historical intraday data in. If you are using Tick, Volume or Range charts, then you want to select 1 tick.
- Set the Maximum Historical Intraday Days to Download setting to the number of days that you want to download. For more information about downloading and viewing more historical intraday data, please see help topic 42.
- Press Ok.
- If you are connected to data feed, then disconnect by selecting File >> Disconnect. You will know that you are connected to the data feed if this command is available and not grayed out.
- It is not possible to connect to the data feed with this service, and it is not necessary. If you try to connect you will receive a message that says "An active connection to this service is not supported and is not required to receive historical data".
- Select File >> New/Open Intraday Chart.
- Type in a Supported Symbol, and press Open. If the download does not occur, then restart Sierra Chart and try again. The reason you may have to restart Sierra Chart is because if a download was previously done for the same symbol it will not occur again unless you connect to data feed and a data feed connection with this particular data service is not supported.
- The data is delayed and will not continuously update. The charts will update at the Historical Daily Download Time that you set in an above step.
- To do replays, please refer to the Replay Chart documentation page.
Supported Symbol List
The list below contains many of the symbols that you can use. The asterisks represent the month code and the single digit year you need to use. For example, for the ES base symbol (mini S&P futures), you would need to add in the month code and the year. Example Symbol: ESZ8. For the year 2010 use 0 (zero).
- 6A**
- 6B**
- 6C**
- 6E**
- 6J**
- 6M**
- 6N**
- 6S**
- E7**
- EMD**
- ER2**
- ES**
- FDAX**
- FESX**
- FGBL**
- FGBM**
- FGBS**
- FSAD**
- FSDC**
- FSDS**
- FSDY**
- FSED**
- FSPD**
- FSSX**
- GE**
- HE**
- LE**
- NK**
- NQ**
- TF**
- YI**
- YG**
- YM**
- ZB**
- ZC**
- ZF**
- ZL**
- ZM**
- ZN**
- ZO**
- ZS**
- ZT**
- ZW**
*Last modified Wednesday, 11th August, 2010.