Support Board
Date/Time: Mon, 02 Nov 2026 18:34:52 +0000
historical tick data
View Count: 21
| [2026-11-02 16:21:32] |
| coachted - Posts: 543 |
|
I'm using Sierra Chart with Rithmic as my data feed, and I also have a Denali subscription. I want to download about 10 years (2016–2026) of tick-by-tick data for every quarterly ES and NQ contract. Each contract should be stored in its own .scid file. My current files use a one-digit year, for example ESZ6.CME.scid for December 2026. December 2016 would seem to get the same symbol, ESZ6. My questions: With Rithmic, how do I download data for a contract from the previous decade (for example Dec 2016 ES) without it writing into or mixing with my current ESZ6.CME.scid file? Is there a two-digit-year or other symbol format for older contracts, such as ESZ16, and does it depend on the data feed? Is it different on Rithmic and on Denali? If I use a Continuous Futures Contract chart going back to 2016, how does Sierra Chart name and store the older contracts that share a symbol with a current one? How far back does Rithmic provide historical tick-by-tick data for expired CME contracts through Sierra Chart? How far back does Denali? For the same day and contract, will Rithmic and Denali data match trade for trade, meaning the same individual trade sizes? Or does one combine or split trades differently? My Intraday Data Storage Time Unit is set to 1 Tick. |
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