Support Board
Date/Time: Thu, 08 Oct 2026 16:36:05 +0000
Historical Data Inquiry: Tick Data vs DOM Retention Across Package
View Count: 35
| [2026-10-08 13:05:08] |
| User626216 - Posts: 1 |
|
Hello Sierra Chart Support Team, I am evaluating the available Service Packages to purchase for backtesting strategies and training machine learning models on ES, NQ, GC, and SI. Currently, on my delayed setup, I can only access the recent contracts (June, September, and December). I need clear confirmation on the following points: 1. Tick Data Retention (Package 3/5 vs Package 10/11/12): Is there ANY difference in the maximum historical depth (retention period) of tick-by-tick (Time & Sales) intraday data between the lower packages (Package 3 / 5) and the advanced packages (Package 10 / 11 / 12)? How far back (in months or years) can I download raw tick data for ES, NQ, GC, and SI on Package 3 or 5 compared to Package 10/11/12? 2. Continuous Contracts Download: Can I directly download a continuous, pre-stitched historical tick data file for these symbols from your historical data servers, or must I download each expired quarterly contract separately and merge them locally? Does this capability depend on the package level? 3. Historical Market Depth (DOM / Level 2): Is downloading and accessing historical market depth data (.depth files) restricted only to Packages 10, 11, and 12, or is it also supported under Packages 3 and 5? What is the exact maximum archive limit (retention window) on your servers for historical market depth data for these symbols? 4. Bandwidth and Download Limits: Are there any download bandwidth or rate limits for pulling large amounts of historical tick data on Package 3 or 5 compared to Packages 10/11/12? Thank you for your clarification. |
| [2026-10-08 15:15:00] |
| John - SC Support - Posts: 48155 |
|
Before we answer the specific questions, we want to point out that you are currently on a Trial and there is limited data available on a Trial. Refer to the following: Sierra Chart Trial Account 1. There is no difference in the historical data available with the different packages. Refer to the information for the packages at the following link: Description of Service Packages and Pricing 2. Continuous contracts are available and they are handled internally - you do not need to do anything with stitching these together. Refer to the following: Continuous Futures Contract Charts 3. Again, there is no dependency on the packages for this. The amount of data we have available for historical market depth data will be somewhere between 6 and 12 months. Exactly how much will vary per symbol. 4. There are no differences in the packages for this either. Be aware of the following with regard to historical Daily downloads: https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation&UserID=579716#AdditionalHistoricalDownloads While on a Trial this is set to 50. It is 5000 with the paid packages and you can pay to increase it to 50000. 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: