Sierra Chart Historical Data Service

Chart

Introduction

The Sierra Chart Historical Data Service provides Historical Daily Data (for charts with a bar period of 1 Day and greater) and Historical Intraday data for Sierra Chart.

The Sierra Chart Historical Data Service is an historical data only service. It does not provide streaming real-time or streaming delayed data. When the charts are updated, they will be up-to-date within 10 to 15 minutes of the current prices.

Historical tick by tick Intraday data is also provided for popular futures contracts from the CME, Eurex and ICE and for US stocks (NYSE and NASDAQ).

The Sierra Chart Historical Data Service is included with the standard Sierra Chart Service Package.

The Sierra Chart Historical Data Service can be used on its own for Historical Daily and Intraday charts. Or, for Historical Daily chart data to use with a Trading service you are using Sierra Chart with, which does not provide Historical Daily chart data.

Note: Other Data and Trading services that Sierra Chart supports do provide their own historical data. Although what they provide may be limited depending upon the service. Therefore, you only need to use this service if you are not using another supported Data or Trading service, or if you need Historical Daily data if the Trading service you are using does not provide Historical Daily data which is commonly the case with external Trading services.

This service is fast and reliable.

If you require real-time data it is recommended to use the Sierra Chart Real-Time and Historical Exchange Data Feed.

With this service there is a limitation on the number of Historical Daily data requests per day. For additional historical data requests, you will need to use the Sierra Chart Real-Time and Historical Exchange Data Feed.

If you are not using the Sierra Chart Real-Time and Historical Exchange Data Feed, the limitation for the number of Historical Daily data requests per day based on service package are as follows. Trial accounts: 200, Package 3: 1000, Package 5: 2000. This applies primarily to Historical Daily data requests. Intraday data requests for some less common markets are also included in these counts. For Continuous Futures Contract charts, there are multiple data requests made when the initial data is downloaded.

What is Included

  • Streaming Real-Time Data: No.
  • Historical Intraday Data: Yes. At least 5 years of tick by tick data for popular futures contracts on the CME, ICE, Eurex exchanges. 180 days of historical tick by tick data for US stocks. For other symbols and for further back in time data, data is in 1 Minute units. The amount of historical data available depends upon the symbol and is at least back to 2010 so long as the symbol traded back that far in time. For some symbols there is more historical data available.
  • Historical Daily Data: Yes. The number of years available depends upon the symbol. At a minimum there is going to be 10 to 15 years of data so long as the symbol traded back that far in time.
  • Historical BidVolume and AskVolume: At least 4 years for popular futures contracts on the CME, ICE, Eurex exchanges. 180 days for US stocks.
  • Live Trading Services: No.
  • Simulated Trading: Yes.
  • Order Types Supported: All
  • Server Managed OCO (Order Cancels Order): No.
  • Automated Trading (applies to Live or Simulated): Yes.

Integration with Trading Services

The Sierra Chart Historical Data Service provides both historical Daily and Intraday data.

The historical Daily data with this service is seamlessly integrated with most of the Trading services supported by Sierra Chart. To use this data, you only need to subscribe to a Sierra Chart Service Package that includes the Sierra Chart Historical Data Service.

The quality and reliability of the historical data with this service is generally much higher than the historical Daily data provided by the supported Trading services, assuming they provide historical Daily data.

For some of the supported Trading services, the historical Intraday data provided with the Sierra Chart Historical Data Service , is integrated with the Trading service. However, the data is delayed. Therefore, the most recent 10 to 15 minutes of historical Intraday data will still come from the Trading service. To ensure the delayed historical data from the Sierra Chart Historical Data Service is used, enable Global Settings >> Data/Trade Service Settings >> Allow Support for Sierra Chart Data Feeds.

To use a Sierra Chart data service which provides non-delayed historical Intraday data and real-time data, you need to use the Sierra Chart Real-Time and Historical Exchange Data Feed instead.

The Sierra Chart Historical Data Service can be used completely on its own. If you are using another supported Data and Trading service, you may want to install another copy of Sierra Chart on your system to access the full amount of Historical Daily and Intraday data this service provides.

Setup Instructions

  1. To use the Sierra Chart Historical Data Service, your Sierra Chart account needs to be on a Service Package which includes this service. If your account does not include this service, then you can enable it through Help >> Account Control Panel. On the displayed webpage, click on Change Service Package. You will need to restart Sierra Chart after any changes.
  2. The Historical Daily data with the Sierra Chart Historical Data Service is fully integrated with most of the supported Trading services as long as your Sierra Chart account is on a Service Package which includes this service. Other than using the correct service package, there is nothing more to do to use the Historical Daily data from this service.
  3. If you want to use both the Historical Daily and Intraday data provided by the Sierra Chart Historical Data Service on its own or independently from another Data or Trading service you may be using, continue with the following steps.
  4. Optional: If you are using another Data or Trading service, you may want to install a second copy of Sierra Chart set to use the Sierra Chart Historical Data Service specifically. Refer to the instructions on the Multiple Services page to install another copy of Sierra Chart before continuing with the below steps.
  5. Select Global Settings >> Data/Trade Service Settings on the menu.
  6. Select SC Data - All Services from the Service list box at the top.
  7. If you are a user of the Sierra Chart Exchange Data Feed and you also want to receive real-time data, then enable Allow Support for Sierra Chart Data Feeds. If you are using the Sierra Chart Exchange Data Feed in another running instance of Sierra Chart and only paying for one real-time connection, then uncheck this option to avoid unnecessary connections to the real-time data server which would fail because only one connection is allowed or could prevent the other instance of Sierra Chart from receiving the real-time data.
  8. Press OK to close the Data/Trade Service Settings window.
  9. To open a chart, select File >> Find Symbol on the menu. Either select the symbol from the Available Symbols list or look up the symbol in the Sierra Chart Historical Data Service Symbols Lists and manually type it into the Selected Symbol text box.
  10. Stock symbols are not included in the Available Symbols list. You have to manually type a stock symbol into the Selected Symbol box.
  11. Press Open Intraday Chart to open an Intraday chart. Press Open Historical Chart to open a Historical Daily chart.
  12. Expired Futures Contracts: Expired futures contracts can be used. Select one of the symbols for the particular futures market you want to get a chart of. Modify the month code and the two digit year to what you require. And then open the chart.
  13. Data for Historical Daily charts is downloaded when you open them, when a new trading day begins, and at least every 24 hours.
  14. Data for Intraday charts is downloaded when you open them. When connecting to the data feed with File >> Connect to Data Feed, the Intraday charts will be updated to within 10 to 15 minutes.

How to Manage Data and Symbol Differences Between this Service and Your Real-Time Feed

Data Differences

There are two possible problems you may have when a Historical chart is updated with the current days data from your real-time data feed. You may notice the prices are different or the volume numbers are different. If the prices are different, then it will be very noticeable and the historical data will appear like a flat line or become significantly compressed. If the volume is different, it may appear just as if there is no current volume data.

If the real-time data feed quotes prices differently than the historical data, then select Chart >> Chart Settings >> Advanced Settings 2 and set the Historical Price Multiplier to a value that will adjust the historical data to match the real-time data feed decimal position. For example, if you are using TransAct and you have a chart for the ZW or ZC grain markets, use a multiplier setting of 0.01.

The data with this historical data service, quotes the volume numbers as actual numbers. If your real-time data feed provides volume in hundreds, then it is necessary to select Chart >> Chart Settings and set the Volume Multiplier to 0.01 to make the existing historical volume data match the real-time data feed volume.

Symbol Differences

If the symbol used by the Sierra Chart Historical Data Service is different than the symbol used by your real-time data feed, then you will experience one of these issues:

  1. One problem is that the symbol you are using corresponds to a different symbol with the real-time data feed you are using and you receive wrong data. In this case, what you might notice is that the very last bar in the chart is a long bar and the bars before it appear very compressed and like a flat line.
  2. Another problem is that you do not receive any live streaming data to update the Historical chart because the symbols are different between the Sierra Chart Historical Data Service and your real-time data feed.
  3. A message is displayed on the chart that says Symbol is unknown.

To solve these issues, you need to do one of the following:

  • If there is a corresponding real-time data feed symbol to update the Historical chart in real time, then select Chart >> Chart Settings on the menu and enter the corresponding symbol in the Trade and Current Quote Symbol box.
  • If there is not a corresponding real-time data feed symbol to update the chart in real-time, then select Chart >> Chart Settings >> Advanced Settings and disable the option Allow Real-Time Updating of Historical Chart.

Included Markets

New York Stock Exchange (NYSE) American Stock Exchange (AMEX)
The Nasdaq Stock Market (NASDAQ) Bulletin Board OTCBB
PinkSheets Chicago Board of Trade (CBOT)
Chicago Mercantile Exchange (CME) CBOE Futures Exchange (CFE)
CME ClearPortNYSE LIFFE US
Commodities Exchange (COMEX) Kansas City Board of Trade (KCBT)
Winnipeg Commodity Exchange (WCE) Minneapolis Grain Exchange (MGEX)
New York Mercantile Exchange (NYMEX)
ICE Futures Canada ICE Futures US
Eurex Euronext LIFFE
ICE Futures Europe Worldwide Futures Exchanges [End of Day only]
Forex (1) US Mutual Funds
Toronto Stock Exchange (TSX) Toronto Stock Exchange Venture (TSXv)
London Stock Exchange (LSE) [End of Day only] India National Stock Exchange (NSE) [End of Day only]
BATS Exchange Value Line Indices
CBOE Indices CRB Index
S&P Indices Dow Jones Indices
NASDAQ Indices NYSE Indices
Russell Indices Standard & Poors Indices
Australia Exchange (ASX) SIMEX (SGX) [End of Day only]
NASDAQ OMX Futures [End of Day only]

Footnote 1: For historical Intraday data, it is recommended you use the Sierra Chart Real-Time and Historical Forex Data Service. It provides a large amount of highly detailed Forex/CFD Intraday data.

End of Day Update Times

For exchanges marked as End of Day only in the Included Markets table, the symbols from these exchanges will be updated with current days data after the market closes for them. Otherwise, the Historical Daily and Intraday data for other symbols are continuously updated with a 10 to 15 minute delay for them.

SIMEX symbols are updated Monday through Thursday at around 8PM US central time. Friday's prices will not update until Monday night due to SIMEX licensing restrictions.

Sierra Chart Historical Data Service Does Not Provide Real-Time Data

The Sierra Chart Historical Data Service documented on this page does not provide real-time streaming data or delayed streaming data.

Therefore, when Global Settings >> Data/Trade Service Settings >> Service is set to SC Data - All Services, real-time streaming data will not be received for the symbols of the Sierra Chart Historical Data Service unless you are using the Sierra Chart Real-Time and Historical Exchange Data Feed or another supported Data and Trading Service that provides real-time data.

When the Service in Sierra Chart is set to SC Data - All Services, then this Service combines multiple services including the Sierra Chart Historical Data Service. In this case, the only symbols listed in File >> Find Symbol which will update in real time are the symbols in the Bitcoin, CFD, Forex, FX Stats, Market Stats lists.

To get real-time data for the other symbols requires you are using the Sierra Chart Real-Time and Historical Exchange Data Feed or another supported Data and Trading Service that provides real-time data. Each supported Service provides real-time data on different symbols and has different symbol lists.

If you require streaming real-time data for symbols which real-time data is not provided for in the Sierra_ Chart Service Packages, you need to use the Sierra Chart Real-Time and Historical Exchange Data Feed or one of the other supported Data or Trading Services that provide streaming real-time data.

For information about real-time futures data, refer to Futures Data.

Open Interest Data

With the Sierra Chart Historical Data Service, the Open Interest value for a day for a symbol is not provided until approximately 24 hours after the close of that trading day.

So you will not see Open Interest in the chart for the recent trading day when using the Open Interest study, until that time.

Using Sierra Chart Exchange Data Feed to Avoid Data Download Limits

When the Sierra Chart Historical Data Service is used on its own or is automatically used with other supported Trading services that Sierra Chart supports, there are limitations on the number of Historical Daily data requests per day, and the number of years back for Continuous Futures Contract charts. These are based upon your current Sierra Chart Service Package.

To remove these restrictions, you can activate the Sierra Chart Exchange Data Feed on your account. Follow the instructions below to do this.

  1. Activate the Sierra Chart Exchange Data Feed on your account. To do that, follow the Sierra Chart Exchange Data Feed Set up Instructions. Only activate one real-time data connection. Do not activate any exchanges. If you do not activate any exchanges, then the data feed will only be used for historical data.
  2. When the data feed is activated at a date other than the first of the month, the billed amount is prorated and will be less.
  3. Since you will be using historical data only, there is no requirement to connect to a live trading account for CME data.
  4. After activating the data feed, restart Sierra Chart.
  5. Any service in Sierra Chart which uses the Sierra Chart Historical Data Service will then use your own market data feed account for historical data and the limitations described above will not apply.
  6. When the Global Settings >> Data/Trade Service Settings >> Service is set to SC Data - All Services, then your own market data feed account will be used as well and the limitations described above will not apply.
  7. You do not need to have the Sierra Chart Exchange Data Feed active every month because if during a particular month you have downloaded all of the historical data that you require and will not be exceeding the limits in subsequent months, then it can be canceled. To cancel the Sierra Chart Exchange Data Feed, go to the Exchange Data Feed Features page.

*Last modified Friday, 02nd December, 2016.