Support Board
Date/Time: Wed, 17 Dec 2025 18:09:04 +0000
Number Bars (Footprint) Tick-by-Tick Historical Data Limits & Lookback Availability
View Count: 24
| [2025-12-17 12:56:43] |
| User877866 - Posts: 6 |
|
Hello Sierra Chart Support, I’m looking for clarification on the limitations of Number Bars (Footprint) charts and the historical availability of tick-by-tick data, as I am attempting to analyze data going back to 2021. Specifically, I’d like to understand: Number Bars / Footprint Limitations Are there any structural or performance limitations in Number Bars when loading very large historical ranges? Is there a maximum number of ticks, days, or bars that can be loaded into a single Number Bars chart? Are there recommended chart settings (e.g., Days to Load, Intraday Data Storage Time Unit, or replay vs live charts) to safely load multi-year tick data without truncation? Historical Tick-by-Tick Data Availability How many years back is true tick-by-tick intraday data available for US equities under: Sierra Chart Exchange Data Feed Denali Exchange Data Feed Is 2021 tick-level data fully available, or does data prior to a certain year become compressed, aggregated, or unavailable? Data Storage vs Feed Availability If tick data exists historically, are there any local storage limitations or configuration requirements that could prevent older tick data from being downloaded or displayed? Does Sierra Chart ever fall back to time-based or volume-based aggregation for older intraday data, even if Number Bars are enabled? My goal is to run tick-by-tick footprint analysis (bid/ask volume, imbalances, and delta) consistently from 2021 onward, so I want to ensure I understand both data feed limitations and platform constraints before proceeding. Thank you for the detailed clarification. Best regards, |
| [2025-12-17 16:37:11] |
| John - SC Support - Posts: 43510 |
|
Are there any structural or performance limitations in Number Bars when loading very large historical ranges?
No. Is there a maximum number of ticks, days, or bars that can be loaded into a single Number Bars chart?
No. Are there recommended chart settings (e.g., Days to Load, Intraday Data Storage Time Unit, or replay vs live charts) to safely load multi-year tick data without truncation?
No, as there is not an issue with the amount of data you want to load. Historical Tick-by-Tick Data Availability
For data from Sierra Chart, refer to the following: Sierra Chart Historical Data Service: What is Included How many years back is true tick-by-tick intraday data available for US equities under:
Sierra Chart Exchange Data Feed Denali Exchange Data Feed Is 2021 tick-level data fully available, or does data prior to a certain year become compressed, aggregated, or unavailable? There is no Sierra Chart Exchange Data Feed, only the Denali Exchange Data Feed. Refer to the information given in the link about Historical Tick-by-Tick Data Availability Data Storage vs Feed Availability
We do not know what you mean by this. If tick data exists historically, are there any local storage limitations or configuration requirements that could prevent older tick data from being downloaded or displayed?
You need to ensure you have enough drive space for the data on your local system. Does Sierra Chart ever fall back to time-based or volume-based aggregation for older intraday data, even if Number Bars are enabled?
Refer to the information given above For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: