Support Board
Date/Time: Wed, 11 Nov 2026 15:05:13 +0000
Allowed use: own ACSIL study on historical CME tick data, export of study results only
View Count: 27
| [2026-11-11 10:33:00] |
| User365934 - Posts: 1 |
|
Hello SC Support, Before subscribing I'd like written confirmation that the following is within Sierra Chart's terms of use. Subscribe to Service Package 3 for one month and download historical tick-by-tick data, with Bid Volume / Ask Volume per trade, for CME Micro E-mini Nasdaq-100 (MNQ) and/or E-mini Nasdaq-100 (NQ) via the Sierra Chart Historical Data Service. Period: July 2025 to now (2011 onward if available). Non-professional, private use, one computer. Write my own ACSIL custom study that reads a small text file containing MY OWN trade timestamps and directions. These are about 500 entries from my own trading strategies. The study computes, inside Sierra Chart, one number per trade: ask volume minus bid volume over a fixed window before each entry. Export ONLY the study results to a CSV on the same computer: one row per trade (timestamp, my trade direction, the computed delta value). Then compare winning vs losing trades in my own software. No raw tick data, bars, prices or volumes would be exported, stored outside Sierra Chart, or redistributed. Only one derived number per trade of mine leaves Sierra Chart. Questions: Is this permitted under your terms? Is Package 3 sufficient for (1) historical CME tick data with bid/ask volume and (2) running a custom ACSIL study? If not, which package is needed? How far back does the historical tick data with bid/ask volume go for MNQ and NQ? Thank you. |
| [2026-11-11 13:46:00] |
| John - SC Support - Posts: 48493 |
|
The scenario you provided is permitted under our terms. Refer to the following for the exact information on what you can/can not do with the data: Sierra Chart License Agreement: DATA LICENSE Package 3 is sufficient for what you want to do. Refer to the following for how much data is available: Sierra Chart Historical Data Service: What is Included 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: