Support Board
Date/Time: Mon, 04 May 2026 23:36:07 +0000
Data & Back testing
View Count: 150
| [2026-03-16 04:09:00] |
| DODSurf - Posts: 19 |
|
Hello I have a question about the data exported using the Write Bar Data study. If I use Write Bar Data to export a CSV of 1-minute bars going back for example 5 years for a futures contract, is the exported data accurate to each point in time — meaning the actual traded prices at that moment in history? Assume that chart is set to the current/front month trading contract. Or is the data based on a continuous, back-adjusted contract where historical prices have been modified to account for contract rolls? I'm using this data for back testing purposes, so understanding whether the historical OHLC values reflect true traded prices or adjusted prices is important for the integrity of my results. Thank you |
| [2026-03-16 15:30:35] |
| John - SC Support - Posts: 45939 |
|
The "Write Bar and Study Data" is going to export the data as it shows in the chart. So whatever you have set for your "Continuous Contract" will be reflected in the data in that file.
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: